ZIB

Hits per page

hit 1 - 1 | 1 hit

Select All Export

Electronic Resource

Directional approximation of the jacobians in ROW-methods (1991)

Burmeister, W. ; Grossmann, Ch. ; Scholz, S.

Springer

BIT 31 (1991), S. 89-101

add to mindlist on the mindlist

Details

ISSN: 1572-9125

Keywords: 65L05 ; Numerical analysis ; stiff problems ; Rosenbrock methods

Source: Springer Online Journal Archives 1860-2000

Topics: Mathematics

Notes: Abstract In this paper a new technique for avoiding exact Jacobians in ROW methods is proposed. The Jacobiansf' n are substituted by matricesA n satisfying a directional consistency conditionA n f n =f' n f n +O(h). In contrast to generalW-methods this enables us to reduce the number of order conditions and we construct a 2-stage method of order 3 and families of imbedded 4-stage methods of order 4(3). The directional approximation of the Jacobians has been realized via rank-1 updating as known from quasi-Newton methods.

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1007/BF01952786

Library	Location	Call Number	Volume/Issue/Year	Availability

Others were also interested in ...

Paper (German National Licenses)

Fulltext

hit 1 - 1 | 1 hit