TSROSWR34PRW

Four stage third order L-stable Rosenbrock-W scheme for PDAE of index 1 [Ran15]. 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) = 0.25. This method is B_{PR} consistent of order 3. This method is spelled “ROS34PRw” in the paper, an improvement to an earlier “ROS34PRW” method from the same author with B_{PR} order 2.

References

[Ran15]

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

TS: Scalable ODE and DAE Solvers, TSROSW

Level

intermediate

Location

src/ts/impls/rosw/rosw.c

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