Rosenbrock-type 'Peer' two-step methods

  • Authors:
  • H. Podhaisky;R. Weiner;B. A. Schmitt

  • Affiliations:
  • Department of Mathematics, The University of Auckland, New Zealand;FB Mathematik und Informatik, Martin-Luther-Universität Halle-Wittenberg, Postfach, Halle, Germany;FB Mathematik, Universität Marburg, Lahnberge, Marburg, Germany

  • Venue:
  • Applied Numerical Mathematics - Tenth seminar on and differential-algebraic equations (NUMDIFF-10)
  • Year:
  • 2005

Quantified Score

Hi-index 0.00

Visualization

Abstract

It is well known that one-step Rosenbrock methods may suffer from order reduction for very stiff problems. By considering two-step methods we construct s-stage methods where all stage values have stage order s-1. The proposed class of methods is stable in the sense of zero-stability for arbitrary stepsize sequences. Furthermore there exist L(α)-stable methods with large α for s=4,...,8. Using the concept of effective order we derive methods having order s for constant stepsizes. Numerical experiments show an efficiency superior to RODAS for more stringent tolerances.