A note on the Rosenbrock procedure
Author:
T. D. Bui
Journal:
Math. Comp. 33 (1979), 971975
MSC:
Primary 65L05
MathSciNet review:
528050
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Abstract: To be useful for extremely stiff systems of ordinary differential equations, Astability and a maximally damped condition as (i.e., Lstability) are desirable. This paper investigates the condition of Lstability for a class of RungeKutta methods known as the Rosenbrock procedure. This procedure requires only one computation of a Jacobian matrix per step of integration, Lstable Rosenbrock methods up to order four are derived.
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 S. P. NØRSETT, SemiExplicit RungeKutta Methods, Math. and Comp. Report 6/74, Dept. of Math., University of Trondheim, Norway, 1974.
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 S. P. NØRSETT & A. WOLFBRANDT, "Attainable order of rational approximations to the exponential function with only real poles," BIT, v. 17, 1977, pp. 200208. MR 0447900 (56:6210)
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Additional Information
DOI:
http://dx.doi.org/10.1090/S00255718197905280502
PII:
S 00255718(1979)05280502
Article copyright:
© Copyright 1979
American Mathematical Society
