Enhanced order composition methods (Q2479418): Difference between revisions

This paper is concerned with the derivation of explicit Runge-Kutta (RK) methods for numerical solution of initial value problems for differential systems. After the studies of \textit{J. C. Butcher} [Math. Comp. 19, 408--417 (1965; Zbl 0132.36401)] it is well known that to get an explicit RK method with order \( p \leq 4 \) we need at least \(p\) stages and to get order \(p=5,6\) we need at least \(p+1\) stages. Here the authors propose a way to break this barrier obtaining a method with order six with six-stage RK formulas. To achieve this goal, by using Butcher series, it is shown that with three suitable consecutive sixth-stage methods of order five we may get an order six solution if some cancelation of the principal local truncation errors occurs in the composition of the three methods. Explicit coefficients of these three methods are given as well as a local error estimation. The results of some numerical experiments are presented to show that the new composition can outperform the classical DOPRI(5,4) of Dormand and Prince in some DETEST problems.