Partitioned Runge-Kutta methods with stiffness detection and stepsize control
\(A\)-stability\(A\)-stable methodsButcher serieserror estimationexplicit Runge-Kutta methodnonstiff componentsNumerical testingorder conditionsRunge-Kutta-Fehlberg methodsemi-implicit Rosenbrock methodstepsize controlstiff componentsstiffness detection code
Nonlinear ordinary differential equations and systems (34A34) Numerical methods for initial value problems involving ordinary differential equations (65L05) Stability and convergence of numerical methods for ordinary differential equations (65L20) Mesh generation, refinement, and adaptive methods for ordinary differential equations (65L50)
A class of methods based on the treatment of the stiff components by a semi-implicit Rosenbrock method (ROW) and the nonstiff components by an explicit Runge-Kutta method is proposed. Using the concept of a Butcher series, the order conditions up to order 4 are studied and it is shown that for an order 4 method there are 7 additional coupling conditions. \(A\)-stability is also studied and it is shown that there do not exist methods with order 3 and stage number 3 or order 4 and stage number 4 with an \(A\)-stable ROW. A method of order 3 with 5 stages is embedded in an \(A\)-stable order 4 method with 6 stages for the purposes of error estimation. This is implemented in an automatic componentwise stiffness detection code. Another code is proposed, which treats the whole system, based on the RK-Fehlberg pair with a ROW pair of order 3 and 4 (with the order 4 method being \(A\)-stable) embedded. Numerical testing from DETEST indicates that the latter algorithm is faster and that system stiffness detection appears to be more reliable than componentwise detection.
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