Improved traditional Rosenbrock–Wanner methods for stiff ODEs and DAEs

摘要

Rosenbrock–Wanner methods usually have order reduction if they are applied to stiff ordinary differential or differential algebraic equations. Therefore, in several papers further order conditions are derived to reduce this effect. In Rang (2014) the example of Prothero and Robinson (1974) is analysed to find further order conditions. In this paper we consider traditional ROW methods such as ROS3P (Lang and Verwer, 2001), ROS3Pw (Rang and Angermann, 2005), ROS3PL (Lang and Teleaga, 2008), and RODASP (Steinebach, 1995) and improve these methods such that these further order conditions are satisfied. Numerical examples show the advantages of the new methods.