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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2009, Volume 49, Number 2, Pages 270–287
(Mi zvmmf38)
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This article is cited in 18 scientific papers (total in 18 papers)
Two-stage complex Rosenbrock schemes for stiff systems
A. B. Alshina, E. A. Alshinaa, A. G. Limonovb a Institute of Mathematical Modeling, Russian Academy of Sciences, pl. Miusskaya 4a, Moscow, 125047, Russia
b Moscow State Institute of Electronic Engineering (Technical University), Zelenograd, Moscow, 124498, Russia
Abstract:
New two-stage Rosenbrock schemes with complex coefficients are proposed for stiff systems of differential equations. The schemes are fourth-order accurate and satisfy enhanced stability requirements. A one-parameter family of $L1$-stable schemes with coefficients explicitly calculated by formulas involving only fractions and radicals is constructed. A single $L2$-stable scheme is found in this family. The coefficients of the fourth-order accurate $L4$-stable scheme previously obtained by P. D. Shirkov are refined. Several fourth-order schemes are constructed that are high-order accurate for linear problems and possess the limiting order of $L$-decay. The schemes proposed are proved to converge. A symbolic computation algorithm is developed that constructs order conditions for multistage Rosenbrock schemes with complex coefficients. This algorithm is used to design the schemes proposed and to obtain fifth-order accurate conditions.
Key words:
two-stage complex Rosenbrock schemes, stiff systems of ordinary differential equations, $L_p$-stable schemes, $A$-stability.
Received: 26.02.2008 Revised: 06.06.2008
Citation:
A. B. Alshin, E. A. Alshina, A. G. Limonov, “Two-stage complex Rosenbrock schemes for stiff systems”, Zh. Vychisl. Mat. Mat. Fiz., 49:2 (2009), 270–287; Comput. Math. Math. Phys., 49:2 (2009), 261–278
Linking options:
https://www.mathnet.ru/eng/zvmmf38 https://www.mathnet.ru/eng/zvmmf/v49/i2/p270
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