Economical Runge-Kutta methods

For the numerical solution of the Cauchy problem, this paper presents an elegant idea of saving one function call for a special class of Runge-Kutt methods by using information from the previous step. The stability analysis and practical error estimation by embedded formulas of order (3,2), (5,4)...

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Bibliographic Details
Main Authors: F. COSTABILE, R. CAIRA, M.I. GUALTIERI
Format: Article
Language:English
Published: Sapienza Università Editrice 1995-01-01
Series:Rendiconti di Matematica e delle Sue Applicazioni
Subjects:
Online Access:https://www1.mat.uniroma1.it/ricerca/rendiconti/ARCHIVIO/1995(1)/57-77.pdf
Description
Summary:For the numerical solution of the Cauchy problem, this paper presents an elegant idea of saving one function call for a special class of Runge-Kutt methods by using information from the previous step. The stability analysis and practical error estimation by embedded formulas of order (3,2), (5,4) are studied. Numerical examples are, also, considered, which proved that these methods are in competition with the best methods now exist.
ISSN:1120-7183
2532-3350