Modified parallel rosenbrock methods for stiff differential equations

摘要

To raise the efficiency of Rosenbrock methods Chen Lirong and Liu Degui have con- structed the parallel Rosenbrock methods in 1995, which are written as PRMs for short. In this paper we present a class of modified parallel Roenbrock methods which possesses More free parameters to improve further the various properties of the methods and will be Similarly written as MPROWs. Convergence and stability of MPROWs are discussed. Es- pecially, by choosing free parameters appropriately, we search out the practically optimal 2-stage 3rd-order and 3-stage 4th-order MPROWs, which are all A-stable and have small error constants.