Variable-Stepsize Explicit Two-Step Runge-Kutta Methods
Nonlinear ordinary differential equations and systems (34A34) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Mesh generation, refinement, and adaptive methods for ordinary differential equations (65L50) Error bounds for numerical methods for ordinary differential equations (65L70)
This paper studies the order properties of a general class of variable step, explicit two-step Runge-Kutta methods (in which two sets of intermediate approximations are used over successive steps) using the general order theory of multivalue methods. Simplifying assumptions are used to construct methods of order \(p\) (\(\leq 5\)) with embedded continuous Runge-Kutta methods of order \(p-1\) which provide error estimates without additional function evaluations. It is shown that for each continuous Runge-Kutta method of order \(p-1 \geq 2\) there exists a variable two-step method of order \(p\) with the same coefficient matrix. Numerical results in a companion report for (3,4) and (4,5) pairs suggest that this approach is almost as reliable as Richardson extrapolation but much more efficient.
- A Special Class of Multistep Runge—Kutta Methods with Extended Real Stability Interval
- An Implementation of a Class of Stabilized Explicit Methods for the Time Integration of Parabolic Equations
- Comparing Numerical Methods for Ordinary Differential Equations
- Explicit two-step Runge-Kutta methods
- scientific article; zbMATH DE number 4041188 (Why is no real title available?)
- scientific article; zbMATH DE number 176988 (Why is no real title available?)
- scientific article; zbMATH DE number 3519828 (Why is no real title available?)
- scientific article; zbMATH DE number 3519829 (Why is no real title available?)
- scientific article; zbMATH DE number 3560637 (Why is no real title available?)
- scientific article; zbMATH DE number 3999169 (Why is no real title available?)
- Multistep-multistage-multiderivative methods for ordinary differential equations
- Natural Continuous Extensions of Runge-Kutta Methods
- On the Internal Stability of Explicit,m-Stage Runge-Kutta Methods for Largem-Values
- Order Barriers for Continuous Explicit Runge-Kutta Methods
- Order Properties of Implicit Multivalue Methods for Ordinary Differential Equations
- Pseudo-Runge-Kutta Methods Involving Two Points
- Two-Step Runge-Kutta Methods and Hyperbolic Partial Differential Equations
- Two-Step Runge–Kutta Methods
- Continuous variable stepsize explicit pseudo two-step RK methods
- Diagonally implicit general linear methods for ordinary differential equations
- Two-step Runge-Kutta: Theory and practice
- Stability analysis of two-step Runge-Kutta methods for delay differential equations
- Nordsieck representation of two-step Runge-Kutta methods for ordinary differential equations
- Variable stepsize continuous two-step Runge-Kutta methods for ordinary differential equations
- Explicit two-step Runge-Kutta methods
- Two-step Runge-Kutta methods for stochastic differential equations
- Explicit two-step peer methods
- scientific article; zbMATH DE number 4133417 (Why is no real title available?)
- Fixed versus variable order Runge-Kutta
- scientific article; zbMATH DE number 4046988 (Why is no real title available?)
- scientific article; zbMATH DE number 22024 (Why is no real title available?)
- scientific article; zbMATH DE number 35974 (Why is no real title available?)
- A variable order Runge-Kutta method for initial value problems with rapidly varying right-hand sides
- Order conditions for general linear methods
- Variable step-size control based on two-steps for Radau IIA methods
- Variable stepsize schemes for effective order methods and enhanced order composition methods
- Midway reassignment of Runge–Kutta step length
- On the derivation of explicit two-step peer methods
- Local error estimation for singly-implicit formulas by two-step Runge- Kutta methods
- Derivation and implementation of two-step Runge-Kutta pairs
This page was built for publication: Variable-Stepsize Explicit Two-Step Runge-Kutta Methods
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4031572)
