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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2009, Volume 49, Number 2, Pages 270–287 (Mi zvmmf38)  

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
References:
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
English version:
Computational Mathematics and Mathematical Physics, 2009, Volume 49, Issue 2, Pages 261–278
DOI: https://doi.org/10.1134/S0965542509020067
Bibliographic databases:
Document Type: Article
UDC: 519.622.2
Language: Russian
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
Citation in format AMSBIB
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  • https://www.mathnet.ru/eng/zvmmf/v49/i2/p270
  • This publication is cited in the following 18 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    Журнал вычислительной математики и математической физики Computational Mathematics and Mathematical Physics
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