Avoiding the exactness of the Jacobian matrix in Rosenbrock formulae

DOI10.1016/0898-1221(90)90011-8zbMath0707.65048OpenAlexW2008071540MaRDI QIDQ919758

Hussein Zedan

Publication date: 1990

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0898-1221(90)90011-8

zbMATH Keywords

numerical experimentsA-stabilityRosenbrock methodsRosenbrock-Wanner methodsJacobian matrixerror estimatorstiff problemROW methods

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Stability and convergence of numerical methods for ordinary differential equations (65L20) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06)

Related Items (4)

Locally linearized Runge Kutta method of Dormand and Prince ⋮ High-order \(W\)-methods ⋮ An improved class of generalized Runge-Kutta methods for stiff problems. II: The separated system case ⋮ An improved class of generalized Runge-Kutta methods for stiff problems. I: The scalar case

Uses Software

• NAG

Cites Work

• Generalized Runge-Kutta methods of order four with stepsize control for stiff ordinary differential equations
• A study of Rosenbrock-type methods of high order
• C-polynomials for rational approximation to the exponential function
• An Attempt to Avoid Exact Jacobian and Nonlinear Equations in the Numerical Solution of Stiff Differential Equations

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