Implications of order reduction for implicit Runge-Kutta methods (Q1200542)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Implications of order reduction for implicit Runge-Kutta methods |
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Implications of order reduction for implicit Runge-Kutta methods (English)
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16 January 1993
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A review on some stability concepts for Runge-Kutta methods is presented and formulas of the local error for the Prothero-Robinson test problem \(y'=\lambda(y-g(x))+g'(x)\) are given. In order to study the phenomenon of order reduction, four implicit Runge-Kutta methods are applied to the above test problem. The numerically observed orders are discussed.
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stiff differential equations
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variable-step algorithms
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global measure of order
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observed order
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stiff systems
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stepsize selection algorithm
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stability
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local error
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Prothero-Robinson test problem
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order reduction
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implicit Runge-Kutta methods
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