A New Two-Stage Rosenbrock Scheme for Differential- Algebraic Systems

摘要

In this work conditions for the two-stage Rosenbrock system parameters with third-order accuracy for the differential-algebraic systems of index 1 have been obtained. The coefficients of the system are complex numbers. A new system with L2 stability has been constructed with third-order accuracy for differential-algebraic systems and with fourth-order accuracy for differential systems. The convergence of this scheme is proved. This scheme was tested on standard stiff tests and compared with the already known schemes of the same class.