A generalization of the Runge-Kutta method for solution of ordinary differential equations, also called Kaps-Rentrop methods.
Rosenbrock Methods
See also
Runge-Kutta MethodExplore with Wolfram|Alpha
References
Press, W. H.; Flannery, B. P.; Teukolsky, S. A.; and Vetterling, W. T. Numerical Recipes in FORTRAN: The Art of Scientific Computing, 2nd ed. Cambridge, England: Cambridge University Press, pp. 730-735, 1992.Referenced on Wolfram|Alpha
Rosenbrock MethodsCite this as:
Weisstein, Eric W. "Rosenbrock Methods." From MathWorld--A Wolfram Web Resource. https://mathworld.wolfram.com/RosenbrockMethods.html