A note on monotonicity of a Rosenbrock method
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摘要
For a dissipative differential equation with stationary solution u∗, the difference between any solution U(t) and u∗ is nonincreasing with t. In this note we present necessary and sufficient conditions in order for a similar monotonicity property to hold for numerical approximations computed from a Rosenbrock method. Our results also provide global convergence results for some modifications of Newton's method.
论文关键词：Stiff differential equations,monotonicity,Rosenbrock methods,nonlinear algebraic equations,modified Newton methods
论文评审过程：Received 17 March 1986, Revised 8 December 1986, Available online 1 April 2002.
论文官网地址：https://doi.org/10.1016/0377-0427(87)90143-9
