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Order conditions for Rosenbrock type methods |
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| Authors: | Syvert P Nørsett Arne Wolfbrandt |
| Institution: | (1) Norges Tekniske Høgskole, Institutt for Numerisk Matematik, Universitetet i Trondheim, N-7034 Trondheim, Norge;(2) Department of Computer Sciences, Chalmers University of Technology, Fack, S-402 20 Göteborg 5, Sweden |
| Abstract: | Summary Based on the theory of Butcher series this paper developes the order conditions for Rosenbrock methods and its extensions to Runge-Kutta methods with exact Jacobian dependent coefficients. As an application a third order modified Rosenbrock method with local error estimate is constructed and tested on some examples. |
| Keywords: | AMS(MOS): 65L05 CR: 5 12 |
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