Some practical Runge-Kutta formulas
HTML articles powered by AMS MathViewer
- by Lawrence F. Shampine PDF
- Math. Comp. 46 (1986), 135-150 Request permission
Abstract:
A new selection is made of the most practical of the many explicit Runge-Kutta formulas of order 4 which have been proposed. A new formula is considered, formulas are modified to improve their quality and efficiency in agreement with improved understanding of the issues, and formulas are derived which permit interpolation. It is possible to do a lot better than the pair of Fehlberg currently regarded as "best".References
- J. R. Dormand and P. J. Prince, A family of embedded Runge-Kutta formulae, J. Comput. Appl. Math. 6 (1980), no. 1, 19–26. MR 568599, DOI 10.1016/0771-050X(80)90013-3
- W. H. Enright and T. E. Hull, Test results on initial value methods for non-stiff ordinary differential equations, SIAM J. Numer. Anal. 13 (1976), no. 6, 944–961. MR 428714, DOI 10.1137/0713075 E. Fehlberg, Low-Order Classical Runge-Kutta Formulas with Stepsize Control and Their Application to Some Heat Transfer Problems, Rept. NASA TR R-315, George C. Marshall Space Flight Center, Marshall, Alabama, 1969.
- E. Fehlberg, Klassische Runge-Kutta-Formeln vierter und niedrigerer Ordnung mit Schrittweiten-Kontrolle und ihre Anwendung auf Wärmeleitungsprobleme, Computing (Arch. Elektron. Rechnen) 6 (1970), 61–71 (German, with English summary). MR 280007, DOI 10.1007/bf02241732 I. Gladwell, "Initial value routines in the NAG library," ACM Trans. Math. Software, v. 5, 1979, pp. 386-400.
- G. Hall and J. M. Watt (eds.), Modern numerical methods for ordinary differential equations, Clarendon Press, Oxford, 1976. With contributions by J. C. Butcher, J. D. Lambert, A. Prothero, H. H. Robertson, C. T. H. Baker, I. Gladwell, G. Hall, J. E. Walsh, J. Williams, L. M. Delves, M. A. Hennell, R. Wait and J. M. Watt. MR 0474823 M. K. Horn, Scaled Runge-Kutta Algorithms for Handling Dense Output, Rept. DFVLR-FB81-13, DFVLR, Oberpfaffenhofen, F.R.G., 1981. M. K. Horn, Scaled Runge-Kutta Algorithms for Treating the Problem of Dense Output, Rept. NASA TMX-58239, L. B. Johnson Space Center, Houston, Texas, 1982.
- M. K. Horn, Fourth- and fifth-order, scaled Runge-Kutta algorithms for treating dense output, SIAM J. Numer. Anal. 20 (1983), no. 3, 558–568. MR 701096, DOI 10.1137/0720036 T. E. Hull & W. H. Enright, A Structure for Programs that Solve Ordinary Differential Equations, Rept. 66, Dept. Comp. Sci., Univ. of Toronto, Canada, 1974.
- T. E. Hull, W. H. Enright, B. M. Fellen, and A. E. Sedgwick, Comparing numerical methods for ordinary differential equations, SIAM J. Numer. Anal. 9 (1972), 603–637; errata, ibid. 11 (1974), 681. MR 351086, DOI 10.1137/0709052 T. E. Hull, W. H. Enright & K. R. Jackson, User’s Guide for DVERK—a Subroutine for Solving Non-Stiff ODE’s, Rept. 100, Dept. Comp. Sci., Univ. of Toronto, Canada, 1976.
- L. F. Shampine, Local extrapolation in the solution of ordinary differential equations, Math. Comp. 27 (1973), 91–97. MR 331803, DOI 10.1090/S0025-5718-1973-0331803-1 L. F. Shampine, Robust Relative Error Control, Rept. SAND82-2320, Sandia National Laboratories, Albuquerque, New Mexico, 1982.
- Lawrence F. Shampine, Interpolation for Runge-Kutta methods, SIAM J. Numer. Anal. 22 (1985), no. 5, 1014–1027. MR 799125, DOI 10.1137/0722060
- Lawrence F. Shampine, The step sizes used by one-step codes for ODEs, Appl. Numer. Math. 1 (1985), no. 1, 95–106. MR 775731, DOI 10.1016/0168-9274(85)90030-3
- L. F. Shampine, Local error estimation by doubling, Computing 34 (1985), no. 2, 179–190 (English, with German summary). MR 793081, DOI 10.1007/BF02259844
- L. F. Shampine and H. A. Watts, Comparing error estimators for Runge-Kutta methods, Math. Comp. 25 (1971), 445–455. MR 297138, DOI 10.1090/S0025-5718-1971-0297138-9 L. F. Shampine & H. A. Watts, Practical Solution of Ordinary Differential Equations by Runge-Kutta Methods, Rept. SAND76-0585, Sandia National Laboratories, Albuquerque, New Mexico, 1976. L. F. Shampine & H. A. Watts, DEPAC-Design of a User Oriented Package of ODE Solvers, Rept. SAND79-2374, Sandia National Laboratories, Albuquerque, New Mexico, 1980.
- L. F. Shampine, H. A. Watts, and S. M. Davenport, Solving nonstiff ordinary differential equations—the state of the art, SIAM Rev. 18 (1976), no. 3, 376–411. MR 413522, DOI 10.1137/1018075
- Hisayoshi Shintani, On a one-step method of order $4$, J. Sci. Hiroshima Univ. Ser. A-I Math. 30 (1966), 91–107. MR 199967
Additional Information
- © Copyright 1986 American Mathematical Society
- Journal: Math. Comp. 46 (1986), 135-150
- MSC: Primary 65L05
- DOI: https://doi.org/10.1090/S0025-5718-1986-0815836-3
- MathSciNet review: 815836