A note on monotonicity of a Rosenbrock method

A note on monotonicity of a Rosenbrock method

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Article ID: iaor1988307
Country: Netherlands
Volume: 20
Start Page Number: 267
End Page Number: 273
Publication Date: Nov 1987
Journal: Computational and Applied Mathematics
Authors:
Abstract:

For a dissipative differential equation with stationary solution u*, the difference between any solution U(t) and u* is nonincreasing with t. This note presents necessary and sufficient conditions in order for a similar monotonicity property to hold for numerical approximations computed from a Rosenbrock method. The results also provide global convergence results for some modifications of Newton’s method.

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