An optimal (m+3)[m+4] Runge Kutta algorithm

Abstract

Recurrent power series methods are particularly applicable to problems in celestial mechanics since the Taylor coefficients may be expressed by recurrence relations. However, as the number of Taylor coefficients increases as is often necessary because of accuracy requirements, the computing time grows prohibitively large. In order to avoid this unfavorable situation, Dr E. Fehlberg introduced in 1960 Runge-Kutta methods that use the firstm Taylor coefficients obtained by recursive relations, or some other technique.

Optimalm-fold Runge-Kutta methods are introduced. Embedded methods of order (m+3)[m+4] and (m+4)[m+5] are presented which have coefficients that produce minimum local truncation errors for the higher order pair of solutions of the method, as well as providing a near maximum absolute stability region. It is emphasized that the methods are formulated such that the higher order pair of solutions is to be utilized. These optimal methods are compared to the existingm-fold methods for several test problems. The numerical comparisons show that the optimal methods are more efficient. It is stressed that these optimal methods are particularly efficient whenm is small.