petsc-3.10.5 2019-03-28
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TSROSWSHAMP4

four stage, fourth order Rosenbrock (not W) method from Shampine By default, the Jacobian is only recomputed once per step.

A-stable, |R(infty)| = 1/3.

This method does not provide a dense output formula.

References

1. - Shampine, Implementation of Rosenbrock methods, 1982.
2. - Hairer and Wanner, Solving Ordinary Differential Equations II, Section 4 Table 7.2.

Hairer's code ros4.f

See Also

TSROSW, TSROSWGRK4T, TSROSWVELDD4, TSROSW4L

Level

intermediate

Location

src/ts/impls/rosw/rosw.c
Index of all TS routines
Table of Contents for all manual pages
Index of all manual pages