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A comparison of the efficiency of Rosenbrock and DIRK variants
Author(s) -
Bijl Hester,
Birken Philipp,
Meister Andreas,
van Zuijlen Alexander
Publication year - 2012
Publication title -
pamm
Language(s) - English
Resource type - Journals
ISSN - 1617-7061
DOI - 10.1002/pamm.201210326
Subject(s) - jacobian matrix and determinant , flow (mathematics) , mathematics , computer science , algorithm , mathematical optimization , geometry
We consider the use of DIRK and Rosenbrock schemes for the time integration of unsteady flow problems. Thereby, two variants of solving the linear systems are compared regarding their efficiency, namely a Jacobian‐free method versus computing an approximate Jacobian. The Rosenbrock schemes are slow in the Jacobian‐free variant, but may be competitive in the other. (© 2012 Wiley‐VCH Verlag GmbH & Co. KGaA, Weinheim)