petsc-3.6.1 2015-08-06

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.

Shampine, Implementation of Rosenbrock methods, 1982.

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

Hairer's code ros4.f