Locally linearized Runge Kutta method of Dormand and Prince
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Publication:297778
DOI10.1016/J.AMC.2014.09.001zbMATH Open1338.65189arXiv1209.1415OpenAlexW1964144444MaRDI QIDQ297778FDOQ297778
Authors: J. C. Jimenez, A. Sotolongo, J. M. Sanchez-Bornot 
Publication date: 17 June 2016
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/1209.1415
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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
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