Rosenbrock-type methods applied to discontinuous differential systems
Numerical Analysis
2012-11-19 v1 Dynamical Systems
Abstract
In this paper we will study the numerical solution of a discontinuous differential system by a Rosenbrock method. We will also focus on one-sided approach in the context of Rosenbrock schemes, and we will suggest a technique based on the use of continuous extension, in order to locate the event point, with an application to discontinuous singularly perturbed systems.
Cite
@article{arxiv.1211.3933,
title = {Rosenbrock-type methods applied to discontinuous differential systems},
author = {Marco Berardi},
journal= {arXiv preprint arXiv:1211.3933},
year = {2012}
}
Comments
15 pages, 3 figures