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A reliable rosenbrock integrator for stiff differential equations

Ein verläßliches Rosenbrock-Programm für steife Differentialgleichungen

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Abstract

This note points out that the reliability of step-by-step integrators for ordinary differential equations can be increased considerably by a simple trick. We incorporated this idea into a program based on an A-stable Rosenbrock formula. This program comprises about 100 statements only and gives good numerical results.

Zusammenfassung

Es wird gezeigt, daß die Sicherheit eines Programmes für gewöhnliche Differentialgleichungen durch einen einfachen Trick wesentlich erhöht werden kann. Mit Hilfe dieser Idee und einer A-stabilen Rosenbrock-Formel haben wir ein kleines Programm geschrieben, welches gute numerische Resultate liefert.

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Authors and Affiliations

  1. Fakultät für Biologie, Universität Freiburg i. Br., Schänzlestrasse 1, D-7800, Freiburg i. Br., Federal Republic of Germany

    B. A. Gottwald

  2. Section de Mathématiques, Case postale 124, CH-1211, Genève 24, Switzerland

    G. Wanner

Authors
  1. B. A. Gottwald
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  2. G. Wanner
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Gottwald, B.A., Wanner, G. A reliable rosenbrock integrator for stiff differential equations. Computing 26, 355–360 (1981). https://doi.org/10.1007/BF02237954

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  • DOI: https://doi.org/10.1007/BF02237954

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