Rosenbrock-type methods applied to discontinuous differential systems

DOI10.1016/J.MATCOM.2013.05.006MaRDI QIDQ6237218arXivFDO

Authors Marco Berardi

Publication date 16 November 2012

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Numerical methods for initial value problems involving ordinary differential equations (65L05)

Abstract: In this paper we will study the numerical solution of a discontinuous differential system by a Rosenbrock method. We will also focus on one-sided approach in the context of Rosenbrock schemes, and we will suggest a technique based on the use of continuous extension, in order to locate the event point, with an application to discontinuous singularly perturbed systems.

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