Enhanced order composition methods

DOI10.1016/J.APNUM.2006.11.012MaRDI QIDQ2479418zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 26 March 2008

Published in Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.apnum.2006.11.012

zbMATH Keywords

\(C\) and \(D\) simplifying assumptioncomposition ruleelementary weight functionenhanced order composition of RK methodsExplicit Runge-Kutta methodslinear combination of treesPicard integral

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06)

Review text

This paper is concerned with the derivation of explicit Runge-Kutta (RK) methods for numerical solution of initial value problems for differential systems. After the studies of \textit{J. C. Butcher} [Math. Comp. 19, 408--417 (1965; Zbl 0132.36401)] it is well known that to get an explicit RK method with order \( p \leq 4 \) we need at least \(p\) stages and to get order \(p=5,6\) we need at least \(p+1\) stages. Here the authors propose a way to break this barrier obtaining a method with order six with six-stage RK formulas. To achieve this goal, by using Butcher series, it is shown that with three suitable consecutive sixth-stage methods of order five we may get an order six solution if some cancelation of the principal local truncation errors occurs in the composition of the three methods. Explicit coefficients of these three methods are given as well as a local error estimation. The results of some numerical experiments are presented to show that the new composition can outperform the classical DOPRI(5,4) of Dormand and Prince in some DETEST problems.

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Cites work

• A New Theoretical Approach to Runge–Kutta Methods
• An Algebraic Theory of Integration Methods
• An introduction to ``Almost Runge-Kutta methods
• ARK methods: some recent developments
• scientific article; zbMATH DE number 2034460 (Why is no real title available?)
• scientific article; zbMATH DE number 3295705 (Why is no real title available?)
• Multi-step zero approximations for stepsize control
• On the Attainable Order of Runge-Kutta Methods
• Solving Ordinary Differential Equations I
• Variable stepsize schemes for effective order methods and enhanced order composition methods

Cited in

(4)

• Families of high-order composition methods
• Composite group of explicit Runge-Kutta methods
• Variable stepsize schemes for effective order methods and enhanced order composition methods
• An explicit 16-stage Runge-Kutta method of order 10 discovered by numerical search

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