Locally linearized Runge Kutta method of Dormand and Prince

DOI10.1016/j.amc.2014.09.001zbMath1338.65189arXiv1209.1415OpenAlexW1964144444MaRDI QIDQ297778

F. Blanchet-Sadri, M. Dambrine

Publication date: 17 June 2016

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1209.1415

zbMATH Keywords

dynamical systemsdifferential equationRunge-Kuttanumerical integratorlocal linearization

Mathematics Subject Classification ID

Initial value problems, existence, uniqueness, continuous dependence and continuation of solutions to ordinary differential equations (34A12) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06)

Related Items (5)

Locally linearized Runge-Kutta method of Dormand and Prince for large systems of initial value problems ⋮ Jacobian-free high order local linearization methods for large systems of initial value problems ⋮ Multiple shooting-local linearization method for the identification of dynamical systems ⋮ Locally linearized methods for the simulation of stochastic oscillators driven by random forces ⋮ Efficient computation of phi-functions in exponential integrators

Uses Software

• Matlab
• RODAS
• ode23
• ode45
• Ode15s
• ode113
• ode23s
• MATLAB ODE suite
• PMAD
• MATLAB expm

Cites Work

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• Exponential Rosenbrock-Type Methods
• The Scaling and Squaring Method for the Matrix Exponential Revisited
• Geometric Numerical Integration
• Numerical Methods for Ordinary Differential Equations

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