Efficient classes of Runge-Kutta methods for two-point boundary value problems (Q1077139)

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.