Construction of two-step Runge-Kutta methods of high order of ordinary differential equations (Q1272643)

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Construction of two-step Runge-Kutta methods of high order of ordinary differential equations
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    Construction of two-step Runge-Kutta methods of high order of ordinary differential equations (English)
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    6 July 1999
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    The authors describe an approach of two-step Runge-Kutta methods of higher order \(p\) and stage-order \(q=p\), for \(p=4,5,6\). These methods have large intervals of absolut stability for explicit formulas and are \(A\)-stable and \(L\)-stable for implicit formulas. The construction of the methods is based on selecting their stability functions in advance. The obtained methods are more efficient than classical Runge-Kutta methods in terms of the number of evaluations of derivatives.
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    two-step Runge-Kutta methods
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    stability
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    least squares minimization
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