An AN-stable Rosenbrock-type method for solving stiff differential equations (Q1090080)
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scientific article; zbMATH DE number 4007614
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An AN-stable Rosenbrock-type method for solving stiff differential equations |
scientific article; zbMATH DE number 4007614 |
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An AN-stable Rosenbrock-type method for solving stiff differential equations (English)
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1987
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For the equation \(y'=\lambda (x)y\) the stability properties of Rosenbrock-Wanner (ROW) methods are investigated. It is shown that k- stage ROW-methods are not AN-stable for \(k\geq 2\). A second order improved ROW-method, which is AN-stable and with local error estimate is presented with some numerical results. The method is needed to be tested over a wide range of problems; the local truncation error must be estimated efficiently.
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Rosenbrock-Wanner methods
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numerical example
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AN-stability
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local error estimate
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local truncation error
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