TSROSWRODASPR2#
Six stage fourth order L-stable Rosenbrock scheme [Ran15] By default, the Jacobian is only recomputed once per step.
Both the fourth order and embedded third order methods are stiffly accurate and L-stable.
The method is B_{PR} consistent of order 3, which ensures convergence order for non-stiff, medium stiff, and stiff problems.
This method is similar to TSROSWRODASPR, but satisfies one extra B_{PR} order condition.
Developer Note#
In numerical experiments with ts/tutorials/ex22.c, I (Jed) find this to produce surprisingly poor results. Although the coefficients pass basic smoke tests, I’m not confident it was tabulated correctly in the paper. It would be informative if someone could reproduce tests from the paper and/or reach out to the author to understand why it fails on this test problem. If the method is implemented correctly, doing so might shed light on an additional analysis lens (or further conditions) for robustness on such problems.
References#
Joachim Rang. Improved traditional Rosenbrock–Wanner methods for stiff ODEs and DAEs. Journal of Computational and Applied Mathematics, 286:128–144, 2015. doi:10.1016/j.cam.2015.03.010.
See Also#
Level#
intermediate
Location#
Index of all TS routines
Table of Contents for all manual pages
Index of all manual pages