Implementation of Rosenbrock methods
Rosenbrock formulas have shown promise in research codes for the solution of initial-value problems for stiff systems of ordinary differential equations (ODEs). To help assess their practical value, the author wrote an item of mathematical software based on such a formula. This required a variety of algorithmic and software developments. Those of general interest are reported in this paper. Among them is a way to select automatically, at every step, an explicit Runge-Kutta formula or a Rosenbrock formula according to the stiffness of the problem. Solving linear systems is important to methods for stiff ODEs, and is rather special for Rosenbrock methods. A cheap, effective estimate of the condition of the linear systems is derived. Some numerical results are presented to illustrate the developments.
- Research Organization:
- Sandia National Labs., Albuquerque, NM (USA)
- Sponsoring Organization:
- USDOE
- DOE Contract Number:
- AC04-76DP00789
- OSTI ID:
- 6754358
- Report Number(s):
- SAND-80-2367J
- Country of Publication:
- United States
- Language:
- English
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