TSROSWSHAMP4

four stage, fourth order Rosenbrock (not W) method from Shampine [Sha82] 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.

Note

See Section 4 Table 7.2 in in [WH96]

References

Sha82

Lawrence F Shampine. Implementation of Rosenbrock methods. ACM Transactions on Mathematical Software (TOMS), 8(2):93–113, 1982.

WH96

Gerhard Wanner and Ernst Hairer. Solving ordinary differential equations II. Volume 375. Springer Berlin Heidelberg New York, 1996.

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
Table of Contents for all manual pages
Index of all manual pages