Paper Info
Title
Rosenbrock methods with an explicit first stage
Abstract
AbstractTraditional Rosenbrock methods suffer from order reduction when applied to partial differential equations with non-homogeneous boundary conditions and source terms. The paper studies a family of Rosenbrock schemes with an explicit first stage. This structure allows one to construct algorithms with high stage orders, and which do not suffer from order reduction. The paper discusses additional order conditions needed for linear stability, for using inexact Jacobians, and implementation aspects. Second-and third-order practical schemes are constructed, and their application to one-and two-dimensional partial differential equations test problems confirm the theoretical findings.
Year
DOI
Venue
2016
10.1080/00207160.2015.1012837
Periodicals
Keywords
Field
DocType
Rosenbrock methods, order reduction, parabolic PDEs, stability analysis, inexact Jacobians
Linear stability,Boundary value problem,Rosenbrock function,Mathematical optimization,Mathematical analysis,Order reduction,Partial differential equation,Rosenbrock methods,Mathematics
Journal
Volume
Issue
ISSN
93
6
0020-7160
Citations 
PageRank 
References 
0
0.34
1
Authors
1
Name
Order
Citations
PageRank
Adrian Sandu132558.93