Two-step Runge-Kutta methods of order over five with reduced function evaluations (Q1883533)

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Two-step Runge-Kutta methods of order over five with reduced function evaluations
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    Two-step Runge-Kutta methods of order over five with reduced function evaluations (English)
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    13 October 2004
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    The paper is focussed both on a two-step Runge-Kutta formulae of order five with reduced function evaluations and the order conditions for two-step Runge-Kutta formulae of order five and six. In the first section the auhor presents the general form of explicit two-step Runge-Kutta formulae and the connection with the classical Runge-Kutta methods. The second section is devoted to two-step Runge-Kutta methods of fifth-order with reduced function evaluations. Two kinds of two-step Runge-Kutta formulae of fifth-order with only five function evaluations per step are presented. Section three offers the order conditions for two-step Runge-Kutta methods of sixth-order. The fourth section is devoted to the stability analysis. Thus, in order to find the region of absolute stability for the formulae obtained above, one uses the Schur criterion. In the fifth section, several equations are solved with the new fifth-order methods on scalar autonomous equations and system of autonomous equations. The numerical results show these new formulae are feasible and effective. The last section contains some conclusions and remarks concerning the developed two-step Runge-Kutta formulae.
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    multistep methods
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    two-step Runge-Kutta method
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    extrapolation methods
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    absolute stability
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    order conditions
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    numerical results
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