Rosenbrock-Type Methods

  • Ernst Hairer
  • Gerhard Wanner
Part of the Springer Series in Computational Mathematics book series (SSCM, volume 14)

Abstract

... is discussed in this section. Among the methods which already give satisfactory results for stiff equations, Rosenbrock methods are the easiest to program. We shall describe their theory in this section, which will lead us to our first “stiff” code. Rosenbrock methods belong to a large class of methods which try to avoid nonlinear systems and replace them by a sequence of linear systems. We therefore call these methods linearly implicit Runge-Kutta methods. In the literature such methods are often called “semi-implicit” (or was it “semi-explicit”?), or “generalized” or “modified” or “adaptive” or “additive” Runge-Kutta methods.

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Copyright information

© Springer-Verlag Berlin Heidelberg 1996

Authors and Affiliations

  • Ernst Hairer
    • 1
  • Gerhard Wanner
    • 1
  1. 1.Section de Mathématiques, C.P. 240Université de GenèveGenève 24Switzerland

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