Improved Rosenbrock method with error estimator and Jacobian approximation using complex step
This paper proposes an A-stable one-stage Rosenbrock method for the solution of Ordinary Differential Equations (ODEs). In this method, Jacobians are approximated via complex step finite differences. An asymptotically accurate estimator of the truncation error is also provided. This error estimator...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2025-08-01
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| Series: | Results in Applied Mathematics |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2590037425000937 |
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