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A comparison of some ODE solvers which require Jacobian evaluations
Authors:J.D. Day  D.N.P. Murthy
Affiliation:Department of Mechanical Engineering, University of Queensland, St. Lucia, Brisbane, Queensland 4067, Australia
Abstract:A variety of third-order ODE solvers which have a minimum configuration (i.e. minimum work per step) have been numerically tested and the results compared. They include implicit and explicit processes, and share the property that a Jacobian matrix must be evaluated at least once during the integration. Some of these processes have not been previously described in the literature.
Keywords:Stiff equations  Rosenbrock method  multi-Jacobian method  occasional Jacobian method  single Jacobian method
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