Directional approximation of the Jacobians in row-methods

DOI10.1007/BF01952786MaRDI QIDQ2640326zbMATH OpenFDO

Authors Yanyan Li

Publication date 1991

Published in BIT (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01952786

zbMATH Keywords

directional approximation of the JacobiansNumerical testsorder conditionsRosenbrock methodsrow-methodsstiff problems

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Multiple scale methods for ordinary differential equations (34E13) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06)

Review text

This paper deals with Rosenbrock-type methods. Attempts are made in the literature [see \textit{T. Steihaug} and \textit{A. Wolfbrandt}, Math. Comp. 33, 521-534 (1979; Zbl 0451.65055)] to replace the Jacobian \(f'_ n\) by a suitable approximation. A new approximation \(A_ n\) satisfying the condition \(A_ nf_ n=f'_ nf_ n+O(h)\) is proposed with the effect that the number of order conditions is reduced. The main results are 2- stage methods of order 3 and families of imbedded 4-stage methods of order 4(3). Numerical tests are enclosed.

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Cites work

• A Class of Runge-Kutta-Rosenbrock Methods for Solving Stiff Differential Equations
• A special family of Runge-Kutta methods for solving stiff differential equations
• An Attempt to Avoid Exact Jacobian and Nonlinear Equations in the Numerical Solution of Stiff Differential Equations
• Coefficients for the study of Runge-Kutta integration processes
• Generalized Runge-Kutta methods of order four with stepsize control for stiff ordinary differential equations
• On the Stability and Accuracy of One-Step Methods for Solving Stiff Systems of Ordinary Differential Equations
• Order conditions for Rosenbrock type methods
• Rosenbrock methods for stiff ODEs: A comparison of Richardson extrapolation and embedding technique

Cited in

(6)

• Some secant approximations for Rosenbrock \(W\)-methods
• scientific article; zbMATH DE number 3887016 (Why is no real title available?)
• New Rosenbrock methods of order 3 for PDAEs of index 2
• scientific article; zbMATH DE number 4045042 (Why is no real title available?)
• scientific article; zbMATH DE number 18161 (Why is no real title available?)
• Avoiding the exactness of the Jacobian matrix in Rosenbrock formulae

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