Stiff differential equations are more effectively solved with the Rosenbrock methods. Consider, for example, problem E3 from Enright & Pryce which was solved earlier. With the Rosenbrock-GRK4A coefficients, the solution is obtained from t= 0 to 500, with TOL = 1E-5 in about 715 steps. In contrast, the RK-Fehlberg algorithm takes over 12,400 steps to barely solve for the entire range.
The number of steps as a function of TOL is shown below for GRK4A for the same example. The Rosenbrock method consistently over-performs even with stringent tolerance requirements.

No comments:
Post a Comment