Abstract

We develop new techniques for numerical solution of stiff systems of ODE. A new algorithm for automatic symbolic derivation of order conditions for Rosenbrock type scheme with complex coefficients is proposed. The algorithm allows one to build order conditions of arbitrary order. Several two‐stage complex Rosenbrock schemes with accuracy O(τ4) were constructed. For wide applications we recommended the one which is L1‐stable and provides accuracy O(τ7) on linear problems.

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