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#

  • **** -*** Shampine, Implementation of Rosenbrock methods, 1982.

  • **** -*** Hairer and Wanner, Solving Ordinary Differential Equations II, Section 4 Table 7.2.

Hairer’s code ros4.f

See Also#

TS: Scalable ODE and DAE Solvers, TSROSW, TSROSWGRK4T, TSROSWVELDD4, TSROSW4L

Level#

intermediate

Location#

src/ts/impls/rosw/rosw.c


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Index of all TS routines
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Index of all manual pages