:orphan: # TSROSW ODE solver using Rosenbrock-W schemes These methods are intended for problems with well-separated time scales, especially when a slow scale is strongly nonlinear such that it is expensive to solve with a fully implicit method. The user should provide the stiff part of the equation using `TSSetIFunction()` and the non-stiff part with `TSSetRHSFunction()`. ## Notes This method currently only works with autonomous ODE and DAE. Consider trying `TSARKIMEX` if the stiff part is strongly nonlinear. Since this uses a single linear solve per time-step if you wish to lag the jacobian or preconditioner computation you must use also -snes_lag_jacobian_persists true or -snes_lag_jacobian_preconditioner true ## Developer Notes Rosenbrock-W methods are typically specified for autonomous ODE ```none udot = f(u) ``` by the stage equations ```none k_i = h f(u_0 + sum_j alpha_ij k_j) + h J sum_j gamma_ij k_j ``` and step completion formula ```none u_1 = u_0 + sum_j b_j k_j ``` with step size h and coefficients alpha_ij, gamma_ij, and b_i. Implementing the method in this form would require f(u) and the Jacobian J to be available, in addition to the shifted matrix I - h gamma_ii J. Following Hairer and Wanner, we define new variables for the stage equations ```none y_i = gamma_ij k_j ``` The k_j can be recovered because Gamma is invertible. Let C be the lower triangular part of Gamma^{-1} and define ```none A = Alpha Gamma^{-1}, bt^T = b^T Gamma^{-1} ``` to rewrite the method as ```none [M/(h gamma_ii) - J] y_i = f(u_0 + sum_j a_ij y_j) + M sum_j (c_ij/h) y_j u_1 = u_0 + sum_j bt_j y_j ``` where we have introduced the mass matrix M. Continue by defining ```none ydot_i = 1/(h gamma_ii) y_i - sum_j (c_ij/h) y_j ``` or, more compactly in tensor notation ```none Ydot = 1/h (Gamma^{-1} \otimes I) Y . ``` Note that Gamma^{-1} is lower triangular. With this definition of Ydot in terms of known quantities and the current stage y_i, the stage equations reduce to performing one Newton step (typically with a lagged Jacobian) on the equation ```none g(u_0 + sum_j a_ij y_j + y_i, ydot_i) = 0 ``` with initial guess y_i = 0. ## See Also [](ch_ts), `TSCreate()`, `TS`, `TSSetType()`, `TSRosWSetType()`, `TSRosWRegister()`, `TSROSWTHETA1`, `TSROSWTHETA2`, `TSROSW2M`, `TSROSW2P`, `TSROSWRA3PW`, `TSROSWRA34PW2`, `TSROSWRODAS3`, `TSROSWSANDU3`, `TSROSWASSP3P3S1C`, `TSROSWLASSP3P4S2C`, `TSROSWLLSSP3P4S2C`, `TSROSWGRK4T`, `TSROSWSHAMP4`, `TSROSWVELDD4`, `TSROSW4L`, `TSType` ## Level beginner ## Location src/ts/impls/rosw/rosw.c ## Examples src/ts/tutorials/ex36.c
src/ts/tutorials/ex36A.c
src/ts/tutorials/ex36SE.c
src/ts/tutorials/ex40.c
src/ts/tutorials/ex41.c
src/ts/tutorials/ex51.c
src/ts/tutorials/ex8.c
--- [Edit on GitLab](https://gitlab.com/petsc/petsc/-/edit/release/src/ts/impls/rosw/rosw.c) [Index of all TS routines](index.md) [Table of Contents for all manual pages](/manualpages/index.md) [Index of all manual pages](/manualpages/singleindex.md)