A Class of Adaptive Exponentially Fitted Rosenbrock Methods with Variable Coefficients for Symmetric Systems

Abstract

In several important scientific fields, the efficient numerical solution of symmetric systems of ordinary differential equations, which are usually characterized by oscillation and periodicity, has become an open problem of interest. In this paper, we construct a class of embedded exponentially fitted Rosenbrock methods with variable coefficients and adaptive step size, which can achieve third order convergence. This kind of method is developed by performing the exponentially fitted technique for the two-stage Rosenbrock methods, and combining the embedded methods to estimate the frequency. By using Richardson extrapolation, we determine the step size control strategy to make the step size adaptive. Numerical experiments are given to verify the validity and efficiency of our methods.

Keywords

• adaptive exponentially fitted Rosenbrock methods
• frequency estimation
• variable coefficients
• convergence
• stability