CONTINUOUS EXTENSIONS OF ROSENBROCK-TYPE METHODS

被引:10
作者
OSTERMANN, A
机构
[1] Section de mathématiques, Université de Genève, Geneve 24, CH-1211
关键词
AMS Subject Classification (1985): 65L05; Dense output; initial value problems; interpolants; rosenbrock methods;
D O I
10.1007/BF02247965
中图分类号
TP301 [理论、方法];
学科分类号
081202 ;
摘要
Solving an initial value problem by a Rosenbrock method produces, in general, the numerical solution at (in advance unknown) gridpoints. Applications requiring frequent output (as graphics, delay differential equations, problems with driving equations) normally restrict the stepsize control of these codes and increase the computational overhead considerably. In this paper we introduce a class of continuous extensions for Rosenbrock-type methods. These extensions furnish a continuous numerical solution without affecting the efficiency of the codes. © 1990 Springer-Verlag.
引用
收藏
页码:59 / 68
页数:10
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