Efficient classes of Runge-Kutta methods for two-point boundary value problems

Nonlinear boundary value problems for ordinary differential equations (34B15) Numerical methods for initial value problems involving ordinary differential equations (65L05) Numerical solution of boundary value problems involving ordinary differential equations (65L10) Stability and convergence of numerical methods for ordinary differential equations (65L20)

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The standard approach to applying implicit Runge-Kutta methods in the solution of two-point boundary value problems involves the solution of a non-linear system of \(n\times s\) equations in order to calculate the stages of the method, where n is the number of differential equations and s is the number of stages of the implicit Runge-Kutta method. For two- point boundary value problems, we can select a subset of the implicit Runge-Kutta methods that do not require us to solve a non-linear system; the calculation of the stages can be done explicitly, as is the case for explicit Runge-Kutta methods. However, these methods have better stability properties than the explicit Runge-Kutta methods. We have called these new formulas two-point explicit Runge-Kutta (TPERK) methods. Their most important property is that, because their stages can be computed explicitly, the solution of a two-point boundary value problem can be computed more efficiently than is possible using an implicit Runge-Kutta method. We have also developed a symmetric subclass of the TPERK methods, called ATPERK methods, which exhibit a number of useful properties.

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