ORDER CONDITIONS FOR ROSENBROCK TYPE METHODS

被引:39
作者
NORSETT, SP [1 ]
WOLFBRANDT, A [1 ]
机构
[1] CHALMERS UNIV TECHNOL,DEPT COMP SCI,S-40220 GOTHENBURG 5,SWEDEN
关键词
Subject Classifications: AMS(MOS): 65L05; CR:; 5.12;
D O I
10.1007/BF01397646
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Based on the theory of Butcher series this paper developes the order conditions for Rosenbrock methods and its extensions to Runge-Kutta methods with exact Jacobian dependent coefficients. As an application a third order modified Rosenbrock method with local error estimate is constructed and tested on some examples. © 1979 Springer-Verlag.
引用
收藏
页码:1 / 15
页数:15
相关论文
共 17 条
[1]  
[Anonymous], 1963, J AUSTR MATH SOC, DOI [DOI 10.1017/S1446788700027932, 10.1017/S1446788700027932]
[2]   IMPLICIT RUNGE-KUTTA PROCESSES [J].
BUTCHER, JC .
MATHEMATICS OF COMPUTATION, 1964, 18 (85) :50-&
[3]   ON ATTAINABLE ORDER OF RUNGE-KUTTA METHODS [J].
BUTCHER, JC .
MATHEMATICS OF COMPUTATION, 1965, 19 (91) :408-&
[4]  
BUTCHER JC, 1966, MATH COMPUT, V20, P1
[5]  
ENRIGHT WH, 1975, NORDISK TIDSKR INFOR, V15, P1
[7]   BUTCHER GROUP AND GENERAL MULTI-VALUE METHODS [J].
HAIRER, E ;
WANNER, G .
COMPUTING, 1974, 13 (01) :1-15
[8]   MULTISTEP-MULTISTAGE-MULTIDERIVATIVE METHODS FOR ORDINARY DIFFERENTIAL EQUATIONS [J].
HAIRER, E ;
WANNER, G .
COMPUTING, 1973, 11 (03) :287-303
[9]  
HINDMARSH AC, 1976, NUMERICAL METHODS DI
[10]  
NORSETT SP, NTH474 DEP MATH REP