Centrum Voor Wiskunde En Informatica Ros3p -an Accurate Third-order Rosenbrock Solver Designed for Parabolic Problems Ros3p { an Accurate Third{order Rosenbrock Solver Designed for Parabolic Problems

In this note we present a new Rosenbrock solver which is third{order accurate for nonlin-ear parabolic problems. Since Rosenbrock methods suuer from order reductions when they are applied to partial diierential equations, additional order conditions have to be satissed. Although these conditions have been known for a longer time, from the practical point of… (More)