Skip to main content
Log in

Explicit Runge-Kutta formulas with increased stability boundaries

  • Published:
Numerische Mathematik Aims and scope Submit manuscript

Abstract

A survey of the main results is given of our work of the last years on explicit Runge-Kutta methods for the integration of ordinary or partial differential equations. Three classes of integration formulas are presented which have second, third and fourth order accuracy, respectively. These methods are characterized by their limited storage requirements and by the possibility to adapt the characteristic root of the method to the problem under consideration. They may be used for the integration of parabolic, of hyperbolic and of stiff differential equations.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Calahan, D. A.: A stable, accurate method of numerical integration for non-linear systems. Proc. IEEE56, 744–746 (1968).

    Google Scholar 

  2. Fehlberg, E.: Klassische Runge-Kutta-Formeln vierter und niedrigerer Ordnung mit Schrittweiten-Kontrolle und ihre Anwendung auf Wärmeleitungsprobleme. Computing6, 61–71 (1970).

    Google Scholar 

  3. Franklin, J. N.: Numerical stability in digital and analogue computation for diffusion problems. J. Math. Phys.37, 305–315 (1959).

    Google Scholar 

  4. Houwen, P. J. van der: Finite difference methods for solving partial differential equations. MC Tract 20. Mathematisch Centrum, Amsterdam (1968).

    Google Scholar 

  5. Houwen, P. J. van der: Difference schemes with complex time steps. Report MR 105, Mathematisch Centrum, Amsterdam (1969), 16 pp.

    Google Scholar 

  6. Houwen, P. J. van der: One-step methods for linear initial value problems I, Polynomial methods. Report TW 119/70, Mathematisch Centrum, Amsterdam (1970), 36 pp.

    Google Scholar 

  7. Houwen P. J. van der: One-step methods for linear initial value problems II, applications to stiff equations. Report TW 122/70, Mathematisch Centrum, Amsterdam (1970), 42 pp.

    Google Scholar 

  8. Houwen, P. J. van der, Kok, J.: Numerical solution of a minimax problem Report TW 123/71, Mathematisch Centrum, Amsterdam (1971), 25 pp.

    Google Scholar 

  9. Houwen, P. J. van der: Stabilized Runge-Kutta methods with limited storage requirements. TW 124/71, Mathematisch Centrum, Amsterdam (1971), 33 pp.

    Google Scholar 

  10. Houwen, P. J. van der: One-step methods for linear initial value problems. ZAMM51, T58–59 (1971).

    Google Scholar 

  11. Houwen, P. J. van der, Beentjes, P., Dekker, K., Slagt, E.: One-step methods for linear initial value problems, Numerical results. Report TW 130/71, Mathematisch Centrum, Amsterdam (1971), 83 pp.

    Google Scholar 

  12. Houwen, P. J. van der. A survey of stabilized Runge-Kutta formulas. MC Tract 37, chapter 5, Mathematisch Centrum, Amsterdam (1971).

    Google Scholar 

  13. Houwen, P. J. van der: Explicit and semi-implicit Runge-Kutta formulas for the integration of stiff equations. Report TW 132/72, Mathematisch Centrum, Amsterdam (1972), 20 pp.

    Google Scholar 

  14. Liniger, W., Willoughby, R. A.: Efficient integration methods for stiff systems of ordinary differential equations. SIAM J. Numer. Anal7, 47–66 (1970).

    Google Scholar 

  15. Lomax, H.: On the construction of highly stable, explicit, numerical methods for integrating coupled ordinary differential equations with parasitic eigenvalues. NASA Technical Note, NASATN D-4547 (1968), 45 pp.

  16. Pope, D. A.: An exponential method of numerical integration of ordinary differential equations. Comm. ACM,6, 491–493 (1963).

    Google Scholar 

  17. Richtmyer, R. D., and Morton, K. W.: Difference methods for initial-value problems. Interscience Publishers, John Wiley, New York 1967.

    Google Scholar 

  18. Rosenbrock, H. H.: Some general implicit processes for the numerical solution of differential equations. Comput. J.5, 329–330 (1963).

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

About this article

Cite this article

van der Houwen, P.J. Explicit Runge-Kutta formulas with increased stability boundaries. Numer. Math. 20, 149–164 (1972). https://doi.org/10.1007/BF01404404

Download citation

  • Received:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF01404404

Keywords

Navigation