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Article
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SIAM Journal on Numerical Analysis
Article . 1982 . Peer-reviewed
Data sources: Crossref
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An Analysis of Rosenbrock Methods for Nonlinear Stiff Initial Value Problems

An analysis of Rosenbrock methods for nonlinear stiff initial value problems
Authors: Verwer, J. G.;

An Analysis of Rosenbrock Methods for Nonlinear Stiff Initial Value Problems

Abstract

The paper presents an analysis of the Rosenbrock integration method applied to a stiff system of the form \[ (1)\qquad \dot x = f(t,x,y,\varepsilon ) + \varepsilon ^{ - 1} A(t)y,\quad \dot y = g(t,x,y,\varepsilon ) + \varepsilon ^{ - 1} \mu (t)By. \] This equation possesses the following desirable model properties. (a) It permits the simultaneous occurrence of smooth and transient solution components. (b) It contains a small parameter admitting a transition to arbitrarily high stiffness. (c) The Jacobian matrix has a time-dependent eigensystem. (d) It contains nonlinear terms. Provided certain assumptions have been satisfied, a characteristic of (1) is that for given initial vectors $x(0) = x_0 ,y(0) = y_0 $\[ (2)\qquad \| {x(t,\varepsilon )} \| = O(1),\quad \| {y(t,\varepsilon )} \| = O(\varepsilon ),\quad \varepsilon \to 0,\quad t \in (0,T],\quad T{\text{finite}}.\] Our analysis will be directed towards obtaining criteria which guarantee a similar behavior for finite sequences of Rosenbrock approximatio...

Keywords

stiff system, D-stability, nonlinear, Rosenbrock method, model equation, Numerical methods for initial value problems involving ordinary differential equations, Stability and convergence of numerical methods for ordinary differential equations

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
12
Average
Top 10%
Average
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