Encyclopedia of Applied and Computational Mathematics

2015 Edition
| Editors: Björn Engquist

Rosenbrock Methods

  • Florian Augustin
  • Peter Rentrop
Reference work entry
DOI: https://doi.org/10.1007/978-3-540-70529-1_143

Synonyms

Generalized Runge-Kutta methods; Linear-implicit Runge-Kutta methods; Rosenbrock methods; SDIRK methods

Definition

Rosenbrock methods are suitable for the numerical solution of stiff initial value problems
$$\displaystyle{ y^{\prime} = f(x,y),\quad y(x_{0}) = y_{0},\quad y \in \mathbb{R}^{n}. }$$
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Copyright information

© Springer-Verlag Berlin Heidelberg 2015

Authors and Affiliations

  • Florian Augustin
    • 1
  • Peter Rentrop
    • 1
  1. 1.Technische Universität MünchenFakultät MathematikMunichGermany