THE ROSENBROCK TYPE METHOD OF THE THIRD ORDER WITH INHERENT L-STABILITY
It was constructed an L-stable method of the Rosenbrock type of the third accuracy order, in which the intermediate numerical formulae are L-stable as well. The author produced an inequality for controlling the calculation accuracy using an embedded method of the second accuracy order and derived an algorithm of integrating the variable pitch. Results of the calculation are given in conclusion.
Keywords: stiff system, Rosenbrock method, error estimation, variable pitch