A method for constructing generalized Runge-Kutta methods (Q1184137)
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English | A method for constructing generalized Runge-Kutta methods |
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A method for constructing generalized Runge-Kutta methods (English)
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28 June 1992
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The authors develop an approach which allows in a uniform way to construct various generalized Runge-Kutta methods for solving the Cauchy problem \(y'=f(x,y)\), \(y(x_ 0)=y_ 0\), \(y,f\in\mathbb{R}^ m\). Only a fixed finite numbers iterations are taken in the Newton iteration process and in the modified Newton iteration process, in order to solve systems of nonlinear equations arising by the implementation of an implicit Runge- Kutta formula. Hence one needs to solve three systems of linear equations of dimension at most 3m. Three methods of order five imbedding a fourth-order formula for error estimation are constructed and their accuracy and stability are analyzed. Salient properties of the methods are illustrated by 25 numerical tests.
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generalized Runge-Kutta methods
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Cauchy problem
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Newton iteration process
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implicit Runge-Kutta formula
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linear equations
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error estimation
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accuracy
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stability
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numerical tests
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