Title
A reliable rosenbrock integrator for stiff differential equations
Abstract
This note points out that the reliability of step-by-step integrators for ordinary differential equations can be increased considerably by a simple trick. We incorporated this idea into a program based on an A-stable Rosenbrock formula. This program comprises about 100 statements only and gives good numerical results.
Year
DOI
Venue
1981
10.1007/BF02237954
Computing
Field
DocType
Volume
Mathematical optimization,Rosenbrock function,Exponential integrator,Mathematical analysis,Numerical partial differential equations,Differential algebraic equation,Stochastic partial differential equation,Backward differentiation formula,Collocation method,Mathematics,Rosenbrock methods
Journal
26
Issue
ISSN
Citations 
4
1436-5057
12
PageRank 
References 
Authors
3.30
0
2
Name
Order
Citations
PageRank
Björn A. Gottwald1145.61
Gerhard Wanner2309.96