DEVELOPMENT OF RATIONALISED ROSENBROCK SCHEMES

Abstract

Rationalised Rosenbrock schemes were developed to handle autonomous differential equations. The explicit rational Rosenbrock scheme developed were found to be consistent, A(α)- stable and were able to handle not only autonomous differential but also non- autonomous differential ones. Though they are explicit schemes, they were found to be able to handle few tested mildly stiff schemes. The results obtained when compared to Classical Runge- Kutta method were very encouraging and in general better. Numerical examples are provided.