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Rosenbrock Methods


A generalization of the Runge-Kutta method for solution of ordinary differential equations, also called Kaps-Rentrop methods.


See also

Runge-Kutta Method

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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.

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Rosenbrock Methods

Cite this as:

Weisstein, Eric W. "Rosenbrock Methods." From MathWorld--A Wolfram Web Resource. https://mathworld.wolfram.com/RosenbrockMethods.html

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