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JOURNALS // Matematicheskoe modelirovanie // Archive

Matem. Mod., 2011 Volume 23, Number 3, Pages 127–138 (Mi mm3092)

This article is cited in 3 papers

One-stage Rosenbrock method with complex coefficients and automatic time step evaluation

A. M. Zubanova, N. I. Kokonkovb, P. D. Shirkovc

a Dubna International University for Nature, Society, and Man
b Moscow Institute of Physics and Technology
c Dubna International University of Nature, Society and Man (Dmitrov Branch)

Abstract: Well-known one-stage Rosenbrock scheme with complex coefficients is generalized to the case which allows to make a simple estimation of the truncation error. New version of such a scheme preserves all properties of the old one (such as $A$-stability and $L$-decrementation) and makes possible to choose step of integration automatically with the use of correction procedure.
Testing of strategy of time step evaluation as well as of new method has been done with the use of well known and original nonlinear differential equations and systems of equations include nonlinear equation of the heat conduction.

Keywords: Rosenbrock methods, monotonous schemes, stiff problems, method of lines, automatic time step evaluation.

Received: 28.06.2010


 English version:
Mathematical Models and Computer Simulations, 2011, 3:5, 596–603

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