Locally linearized Runge Kutta method of Dormand and Prince
From MaRDI portal
(Redirected from Publication:297778)
Abstract: In this paper, the effect that produces the local linearization of the embedded Runge-Kutta formulas of Dormand and Prince for initial value problems is studied. For this, embedded Locally Linearized Runge-Kutta formulas are defined and their performance is analyzed by means of exhaustive numerical simulations. For a variety of well-known physical equations with different dynamics, the simulation results show that the locally linearized formulas exhibit significant higher accuracy than the original ones, which implies a substantial reduction of the number of time steps and, consequently, a sensitive reduction of the overall computation cost of their adaptive implementation.
Recommendations
- Local Linearization-Runge Kutta (LLRK) Methods for Solving Ordinary Differential Equations
- A higher order local linearization method for solving ordinary differential equations
- Rate of convergence of local linearization schemes for initial-value problems
- scientific article; zbMATH DE number 775664
- Local linearization-Runge-Kutta methods: a class of A-stable explicit integrators for dynamical systems
Cites work
- scientific article; zbMATH DE number 1269194 (Why is no real title available?)
- scientific article; zbMATH DE number 940566 (Why is no real title available?)
- scientific article; zbMATH DE number 3306280 (Why is no real title available?)
- scientific article; zbMATH DE number 961607 (Why is no real title available?)
- A family of embedded Runge-Kutta formulae
- A higher order local linearization method for solving ordinary differential equations
- Accurate numerical derivatives in MATLAB
- An Attempt to Avoid Exact Jacobian and Nonlinear Equations in the Numerical Solution of Stiff Differential Equations
- Analysis Still Matters: A Surprising Instance of Failure of Runge--Kutta--Felberg ODE Solvers
- Automatic differentiation for MATLAB programs
- Avoiding the exactness of the Jacobian matrix in Rosenbrock formulae
- Construction and study of local linearization adaptive codes for ordinary differential equations
- Convergence rate of strong local linearization schemes for stochastic differential equations with additive noise
- Dynamic properties of the local linearization method for initial value problems.
- Exponential Rosenbrock-Type Methods
- Geometric Numerical Integration
- Local Linearization-Runge Kutta (LLRK) Methods for Solving Ordinary Differential Equations
- Local linearization-Runge-Kutta methods: a class of A-stable explicit integrators for dynamical systems
- Nineteen Dubious Ways to Compute the Exponential of a Matrix
- Nineteen Dubious Ways to Compute the Exponential of a Matrix, Twenty-Five Years Later
- Numerical Methods for Ordinary Differential Equations
- Rate of convergence of local linearization schemes for initial-value problems
- Rate of convergence of local linearization schemes for random differential equations
- Recent Progress in Extrapolation Methods for Ordinary Differential Equations
- Solving Ordinary Differential Equations I
- THE DYNAMICS OF RUNGE–KUTTA METHODS
- The MATLAB ODE Suite
- The Scaling and Squaring Method for the Matrix Exponential Revisited
Cited in
(7)- Local Linearization-Runge Kutta (LLRK) Methods for Solving Ordinary Differential Equations
- Jacobian-free locally linearized Runge-Kutta method of Dormand and Prince for large systems of differential equations
- Efficient computation of phi-functions in exponential integrators
- Jacobian-free high order local linearization methods for large systems of initial value problems
- Locally linearized methods for the simulation of stochastic oscillators driven by random forces
- Multiple shooting-local linearization method for the identification of dynamical systems
- Locally linearized Runge-Kutta method of Dormand and Prince for large systems of initial value problems
Describes a project that uses
Uses Software
This page was built for publication: Locally linearized Runge Kutta method of Dormand and Prince
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q297778)
