Runge–Kutta Embedded Methods of Orders 8(7) for Use in Quadruple Precision Computations

Vladislav N. Kovalnogov, Ruslan V. Fedorov, Tamara V. Karpukhina, Theodore E. Simos () and Charalampos Tsitouras
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Vladislav N. Kovalnogov: Laboratory of Inter-Disciplinary Problems of Energy Production, Ulyanovsk State Technical University, 32 Severny Venetz Street, 432027 Ulyanovsk, Russia
Ruslan V. Fedorov: Laboratory of Inter-Disciplinary Problems of Energy Production, Ulyanovsk State Technical University, 32 Severny Venetz Street, 432027 Ulyanovsk, Russia
Tamara V. Karpukhina: Laboratory of Inter-Disciplinary Problems of Energy Production, Ulyanovsk State Technical University, 32 Severny Venetz Street, 432027 Ulyanovsk, Russia
Theodore E. Simos: Laboratory of Inter-Disciplinary Problems of Energy Production, Ulyanovsk State Technical University, 32 Severny Venetz Street, 432027 Ulyanovsk, Russia
Charalampos Tsitouras: General Department, Euripus Campus, National & Kapodistrian University of Athens, GR34400 Psachna, Greece

Mathematics, 2022, vol. 10, issue 18, 1-12

Abstract: High algebraic order Runge–Kutta embedded methods are commonly used when stringent tolerances are demanded. Traditionally, various criteria are satisfied while constructing these methods for application in double precision arithmetic. Firstly we try to keep the magnitude of the coefficients low, otherwise we may experience loss of accuracy; however, when working in quadruple precision we may admit larger coefficients. Then we are able to construct embedded methods of orders eight and seven (i.e., pairs of methods) with even smaller truncation errors. A new derived pair, as expected, is performing better than state-of-the-art pairs in a set of relevant problems.

Keywords: initial value problem; Runge–Kutta; quadruple precision (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2022
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

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