Order results for Krylov-\(W\)-methods (Q1266310)

The subject of the paper is the consistency investigation of the Rosenbrock-Wanner (ROW) methods for stiff initial value problems, where the stage equations are solved by Krylov techniques. In Section 2 ROW-methods are discussed and their combination with Krylov techniques, resulting in Krylov-\(W\)-methods. In Section 3 the multiple Arnoldi process is described for the computation of the basis and the reduced system matrices used in the Krylov-\(W\)-method and some basic properties are proved. In Section 4 some estimates are derived for the consistency order of the proposed methods, and, for an underlying ROW-method of order \(p\), a strategy is given that ensure the same order \(p\) for the Krylov-\(W\)-method. In Section 5 some special methods are discussed together with numerical illustrations. In Section 6 it is shown that for semi-linear autonomous systems the order 2 of the B-consistency is preserved for Krylov-\(W\)-methods with the multiple Arnoldi process.