A family of fifth-order Runge-Kutta pairs
stabilityRunge-Kutta pairnumerial resultspairs of embedded methodslocal extrapolation modemaximal phase-lage orderminimized truncation error coefficients
Nonlinear ordinary differential equations and systems (34A34) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Stability and convergence of numerical methods for ordinary differential equations (65L20) Error bounds for numerical methods for ordinary differential equations (65L70) Numerical methods for initial value problems involving ordinary differential equations (65L05)
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- Comparing Numerical Methods for Ordinary Differential Equations
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- High-order Explicit Runge-Kutta Formulae, Their Uses, and Limitations
- Local Extrapolation in the Solution of Ordinary Differential Equations
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- The Complete Solution of the Fifth Order Runge–Kutta Equations
- Two FORTRAN packages for assessing initial value methods
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- Runge-Kutta Pairs For Scalar Autonomous Initial Value Problems
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- On the efficiency of 5(4) RK-embedded pairs with high order compact scheme and Robin boundary condition for options valuation
- Midway reassignment of Runge–Kutta step length
- Handling effectively the rejected stages in Runge-Kutta pairs implementation
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- On high order Runge-Kutta-Nyström pairs
- Optimized Runge-Kutta pairs for problems with oscillating solutions
- A General Family of Explicit Runge–Kutta Pairs of Orders $6(5)$
- Embedded (4, 5) pairs of explicit 7-stage Runge-Kutta methods with FSAL property
- Runge-Kutta pairs of order \(5(4)\) satisfying only the first column simplifying assumption
- Sixth-order compact differencing with staggered boundary schemes and \(3(2)\) Bogacki-Shampine pairs for pricing free-boundary options
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