Tuesday, September 23, 2014

Veldhuizen’s Coefficients for Rosenbrock Methods (VELDS)



Veldhuizen developed two sets of coefficients for use with the Rosenbrock formulation. Shown below is one such set, “VELDS”, as presented in Hairer & Wanner’s ROS4 code.

              A21= 0.2000000000000000E01
       A31= 0.1750000000000000E01
       A32= 0.2500000000000000
       C21=-0.8000000000000000E01
       C31=-0.8000000000000000E01
       C32=-0.1000000000000000E01
       C41= 0.5000000000000000
       C42=-0.5000000000000000
       C43= 0.2000000000000000E01
       B1= 0.1333333333333333E01
       B2= 0.6666666666666667
       B3=-0.1333333333333333E01
       B4= 0.1333333333333333E01
       E1=-0.3333333333333333
       E2=-0.3333333333333333
       E3=-0.0000000000000000
       E4=-0.1333333333333333E01
       GAMMA= 0.5000000000000000
       C2= 0.1000000000000000E01
       C3= 0.5000000000000000
       D1= 0.5000000000000000
       D2=-0.1500000000000000E01
       D3=-0.7500000000000000
       D4= 0.2500000000000000
 
Used with the Generalized Rosenbrock formulation, these coefficients can be implemented fairly easily for numerical solution of 1st order ODE’s.

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