Modified ROW methods for stiff problems (Q1183070)

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Modified ROW methods for stiff problems
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    Modified ROW methods for stiff problems (English)
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    28 June 1992
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    A class of linearly implicit methods for the numerical solution of stiff systems of ordinary differential equations is presented. The methods under consideration are Rosenbrock-Wolfbrandt (ROW) type methods, in which the Jacobian computed in a step is used in a fixed number of consecutive steps [see e.g. \textit{E. Hairer} and \textit{G. Wanner}, Solving ordinary differential equations, II: Stiff and differential-algebraic problems (1992; Zbl 0729.65051), pp. 123-127]. Some \(A\)-stable and \(L\)- stable methods of order \(\leq 4\) are considered. Finally, the result of several numerical experiments are presented.
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    ROW methods
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    \(A\)-stability
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    \(A\)-stable methods
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    \(L\)-stability
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    Rosenbrock-Wolfbrandt type methods
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    linearly implicit methods
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    stiff systems
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    numerical experiments
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