A parameter study of explicit Runge-Kutta pairs of orders 6(5)

DOI10.1016/S0893-9659(97)00135-3MaRDI QIDQ2565587zbMATH OpenWikidataFDO

Authors Ch. Tsitouras

Publication date 27 September 2005

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

zbMATH Keywords

numerical examplesinitial value problemsphase lagstability regionsdissipation errorRunge-Kutte pairs

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Stability and convergence of numerical methods for ordinary differential equations (65L20) Numerical methods for initial value problems involving ordinary differential equations (65L05)

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Cites work

• scientific article; zbMATH DE number 107539 (Why is no real title available?)
• A General Family of Explicit Runge–Kutta Pairs of Orders $6(5)$
• A new embedded pair of Runge-Kutta formulas of orders 5 and 6
• Explicit Runge–Kutta (–Nyström) Methods with Reduced Phase Errors for Computing Oscillating Solutions
• Global error estimation with Runge-Kutta triples
• Runge-Kutta pairs for periodic initial value problems
• Solving Ordinary Differential Equations I
• Some Runge–Kutta Formula Pairs
• Two FORTRAN packages for assessing initial value methods

Cited in

(24)

• Symbolic derivation of Runge-Kutta-Nyström order conditions
• On modified Runge-Kutta trees and methods
• Numerically optimal Runge-Kutta pairs with interpolants
• Explicit Runge-Kutta methods for starting integration of Lane-Emden problem
• Dissipative high phase-lag order methods
• On ninth order, explicit Numerov-type methods with constant coefficients
• The optimal parameters for explicit Runge-Kutta schemes of lower orders
• Symbolic derivation of Runge-Kutta order conditions
• Explicit, eighth-order, four-step methods for solving \(y^{\prime\prime}=f(x, y)\)
• On the efficiency of 5(4) RK-embedded pairs with high order compact scheme and Robin boundary condition for options valuation
• A high-order explicit Runge-Kutta pair for initial value problems with oscillating solutions
• An adaptive and explicit fourth order Runge-Kutta-Fehlberg method coupled with compact finite differencing for pricing American put options
• High-order zero-dissipative Runge-Kutta-Nyström methods
• Trigonometric-fitted explicit Numerov-type method with vanishing phase-lag and its first and second derivatives
• EXPLICIT EIGHTH ORDER TWO-STEP METHODS WITH NINE STAGES FOR INTEGRATING OSCILLATORY PROBLEMS
• A new eighth order exponentially fitted explicit Numerov-type method for solving oscillatory problems
• Optimized Runge-Kutta pairs for problems with oscillating solutions
• Sixth-order compact differencing with staggered boundary schemes and \(3(2)\) Bogacki-Shampine pairs for pricing free-boundary options
• Optimized explicit Runge-Kutta pair of orders \(9(8)\)
• Explicit Runge-Kutta pairs appropriate for engineering applications
• A General Family of Explicit Runge–Kutta Pairs of Orders $6(5)$
• On high order Runge-Kutta-Nyström pairs
• Eighth order, phase-fitted, six-step methods for solving \(y^{\prime \prime}=f(x,y)\)
• Runge-Kutta pairs of order 5(4) satisfying only the first column simplifying assumption

Describes a project that uses

Uses Software

• STDTST
• NSDTST
• Mathematica

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