Natural Continuous Extensions of Runge-Kutta Methods

Natural Continuous Extensions of Runge - Kutta Methods

The present paper develops a theory of Natural Continuous Extensions (NCEs) for the discrete approximate solution of an ODE given by a Runge-Kutta process. These NCEs are defined in such a way that the continuous solutions furnished by the one-step collocation methods are included.

Continuous Explicit Runge-Kutta methods

Natural Continuous Extensions of Runge-Kutta Methods for Volterra Integral Equations of the Second Kind and Their Applications

We consider a very general class of Runge-Kutta methods for the numerical solution of Volterra integral equations of the second kind, which includes as special cases all the more important methods which have been considered in the literature. The main purpose of this paper is to define and prove the existence of the Natural Continuous Extensions (NCE's) of Runge-Kutta methods, i.e., piecewise p...

Runge - Kutta Methods page RK 1 Runge - Kutta Methods

Literature For a great deal of information on Runge-Kutta methods consult J.C. Butcher, Numerical Methods for Ordinary Differential Equations, second edition, Wiley and Sons, 2008, ISBN 9780470723357. That book also has a good introduction to linear multistep methods. In these notes we refer to this books simply as Butcher. The notes were written independently of the book which accounts for som...

Accelerated Runge-Kutta Methods

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 ...