Block embedded explicit Runge-Kutta methods

DOI10.1016/0898-1221(85)90061-6MaRDI QIDQ1067368zbMATH OpenOpenAlexFDO

Authors Jeff R. Cash

Publication date 1985

Published in Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0898-1221(85)90061-6

zbMATH Keywords

block explicit Runge-Kutta methodscomparison of methodserror estimationRKF45

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Numerical methods for initial value problems involving ordinary differential equations (65L05)

Review text

This paper considers block explicit Runge-Kutta methods given by the formulae: \[ y_{n+i}=y_ n+h\sum^{m}_{j=1}\quad b_{ij}k_ j(i=1,...\quad s),\quad k_ j=f(y_ n+h\sum^{j-1}_{i=1}a_{ji}k_ i) \] that advance the integration by s steps using a total of m function evaluations. Furthermore an embedded formula of the same type is used for the purpose of error estimation. In particular the author derives some low order pairs and a 5(4) pair with \(s=2\) called BERK. A code based on BERK formulae is compared with the Runge-Kutta-Merson of the NAG library and the RKF45 of \textit{L. F. Shampine} and \textit{H. A. Watts} [Computer methods for mathematical computations (1977)]. He concludes that BERK is generally more efficient and reliable than either of the above mentioned codes. Finally the author points out that BERK formulae may be particularly attractive for problems where output is requested at many off step points because the solution at these points may be computed with relatively little additional computational effort.

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Cites work

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Cited in

(3)

• Block 6(5) and 7(6) explicit Runge-Kutta formulae
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