Construction of Runge-Kutta methods of Crouch-Grossman type of high order (Q5934299)

The solution of many systems of differential equations preserves certain constraints or invariants. These can be formulated in certain cases as differential equations on manifolds. It is important therefore to derive numerical methods that evolve on the manifold. \textit{P. E. Crouch} and \textit{R. Grossman} [J. Nonlinear Sci. 3, No. 1, 1-33 (1993; Zbl 0798.34012)] developed a theory of such numerical methods. Because of the complicated conditions, they were able to give only a Runge-Kutta (RK) type method of order three. The authors present now effective RK methods of order four and five, yielding numerical approximations evolving in the exact solution manifold. Numerical experiments show the high-order of these methods.