Embedded Runge-Kutta formulae with stable equilibrium states (Q917230)

The behaviour of a special step size control with embedded Runge-Kutta formulae was analyzed by the second author using the model equation \(y'=ky\) [ACM Trans. Math. Software 11, 289-301 (1985; Zbl 0601.65056) and 12, 183-192 (1986; Zbl 0633.65062)]. The step size h can oscillate if \(u=kh\) is near to the boundary of the region of absolute stability. But, the step size behaves smoothly if the spectral radius of a certain matrix, depending on u and the coefficients of the Runge-Kutta method, is less than 1. This property is denoted as stable equilibrium state. Three new Runge-Kutta pairs with stable equilibrium states are presented by the authors. These formulae are compared with those of the same order given by \textit{J. R. Dormand} and \textit{P. J. Prince} [J. Comput. Appl. Math. 6, 19-26 (1980; Zbl 0448.65045)] and by \textit{E. Fehlberg} [Computing 6, 61-71 (1970; Zbl 0217.530)].