An L(a)-stable fourth order Rosenbrock method with error estimator

Day J.D. and Murthy D.N.P. (1982) An L(a)-stable fourth order Rosenbrock method with error estimator. Journal of Computational and Applied Mathematics, 8 1: 21-27. doi:10.1016/0771-050X(82)90003-1


Author Day J.D.
Murthy D.N.P.
Title An L(a)-stable fourth order Rosenbrock method with error estimator
Journal name Journal of Computational and Applied Mathematics
ISSN 0771-050X
Publication date 1982-01-01
Sub-type Article (original research)
DOI 10.1016/0771-050X(82)90003-1
Volume 8
Issue 1
Start page 21
End page 27
Total pages 7
Subject 2605 Computational Mathematics
2604 Applied Mathematics
Abstract The computation of stiff systems of ordinary differential equations requires highly stable processes, and this led to the development of L-stable Rosenbrock methods, sometimes called generalized Runge-Kutta or semi-implicit Runge-Kutta methods. They are linearly implicit, and require one Jacobian evaluation and at least one matrix factorization per step. In this paper we develop some results regarding minimum process configuration (i.e. minimum work per step for a given order). As a consequence we then develop an efficient L(a)-stable (a = 89°) fourth order process (fifth order locally), with a reference formula error estimator similar to that of Fehlberg and England.
Q-Index Code C1
Institutional Status Unknown

Document type: Journal Article
Sub-type: Article (original research)
Collection: Scopus Import - Archived
 
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