Computing

, Volume 26, Issue 4, pp 355–360 | Cite as

A reliable rosenbrock integrator for stiff differential equations

  • B. A. Gottwald
  • G. Wanner
Short Communications

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.

Keywords

Differential Equation Ordinary Differential Equation Computational Mathematic Stiff Differential Equation Good Numerical Result 

Ein verläßliches Rosenbrock-Programm für steife Differentialgleichungen

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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Copyright information

© Springer-Verlag 1981

Authors and Affiliations

  • B. A. Gottwald
    • 1
  • G. Wanner
    • 2
  1. 1.Fakultät für BiologieUniversität Freiburg i. Br.Freiburg i. Br.Federal Republic of Germany
  2. 2.Section de MathématiquesGenève 24Switzerland

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