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Mathematics of Computation

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On the efficient implementation of implicit Runge-Kutta methods

Author: J. M. Varah
Journal: Math. Comp. 33 (1979), 557-561
MSC: Primary 65L05
MathSciNet review: 521276
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Abstract: Extending some recent ideas of Butcher, we show how one can efficiently implement general implicit Runge-Kutta methods, including those based on Gaussian quadrature formulas which are particularly useful for stiff equations. With this implementation, it appears that these methods are more efficient than the recently proposed semiexplicit methods and their variants.

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Article copyright: © Copyright 1979 American Mathematical Society

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