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)

Full work available at URL https://doi.org/10.1016/S0893-9659(97)00135-3

zbMATH Keywords

dissipation errorinitial value problemsnumerical examplesphase lagRunge-Kutte pairsstability regions

Mathematics Subject Classification ID

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

Recommendations

• A General Family of Explicit Runge–Kutta Pairs of Orders 6(5)
• On high order Runge-Kutta-Nyström pairs
• scientific article; zbMATH DE number 708876
• Runge-Kutta pairs for periodic initial value problems
• Runge-Kutta Pairs For Scalar Autonomous Initial Value Problems

Cites work

• 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
• scientific article; zbMATH DE number 107539 (Why is no real title available?)
• 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

(25)

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

Describes a project that uses

Uses Software

• Mathematica
• NSDTST
• STDTST

This page was built for publication: A parameter study of explicit Runge-Kutta pairs of orders 6(5)

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2565587)