Accelerated Runge-Kutta Methods

Firdaus E. Udwadia and Artin Farahani

Discrete Dynamics in Nature and Society, 2008, vol. 2008, 1-38

Abstract:

Standard Runge-Kutta methods are explicit, one-step, and generally constant step-size numerical integrators for the solution of initial value problems. Such integration schemes of orders 3, 4, and 5 require 3, 4, and 6 function evaluations per time step of integration, respectively. In this paper, we propose a set of simple, explicit, and constant step-size Accerelated-Runge-Kutta methods that are two-step in nature. For orders 3, 4, and 5, they require only 2, 3, and 5 function evaluations per time step, respectively. Therefore, they are more computationally efficient at achieving the same order of local accuracy. We present here the derivation and optimization of these accelerated integration methods. We include the proof of convergence and stability under certain conditions as well as stability regions for finite step sizes. Several numerical examples are provided to illustrate the accuracy, stability, and efficiency of the proposed methods in comparison with standard Runge-Kutta methods.

Date: 2008
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnddns:790619

DOI: 10.1155/2008/790619

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