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An efficient Runge-Kutta (4,5) pair

โœ Scribed by P. Bogacki; L.F. Shampine

Book ID
103931731
Publisher
Elsevier Science
Year
1996
Tongue
English
Weight
1022 KB
Volume
32
Category
Article
ISSN
0898-1221

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โœฆ Synopsis

A pair of explicit Runge-Kutta formulas of orders 4 and 5 is derived. It is significantly more efficient than the Fehlberg and Dormand-Prince pairs, and by standard measures it is of at least as high quality. There are two independent estimates of the local error. The local error of the interpolant is, to leading order, a problem-independent function of the local error at the end of the step.

๐Ÿ“œ SIMILAR VOLUMES

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New Runge-Kutta-Nystrรถm methods especially designed for the numerical integration of periodic initial value problems are presented in this paper. They are able to integrate exactly the harmonic oscillator. Here we analyze the construction of an embedded 5(3) RKN pair with four stages. Numerical expe