TSROSWRA34PW2

Four stage third order L-stable Rosenbrock-W scheme for PDAE of index 1 [RA05]. Only an approximate Jacobian is needed. By default, it is only recomputed once per step.

This is strongly A-stable with R(infty) = 0. The embedded method of order 2 is strongly A-stable with R(infty) = 0.48.

References

RA05

J. Rang and L. Angermann. New Rosenbrock W-methods of order 3 for partial differential algebraic equations of index 1. BIT Numerical Mathematics, 45(4):761–787, 2005. doi:10.1007/s10543-005-0035-y.

See Also

TS: Scalable ODE and DAE Solvers, TSROSW

Level

intermediate

Location

src/ts/impls/rosw/rosw.c

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Index of all TS routines
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