Optimum Runge-Kutta methods

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Optimum Runge-Kutta Methods

The optimum Runge-Kutta method of a particular order is the one whose truncation error is a minimum. Various measures of the size of the truncation error are considered. The optimum method is practically independent of the measure being used. Moreover, among methods of the same order which one might consider using the difference in size of the estimated error is not more than a factor of 2 or 3...

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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...

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ژورنال

عنوان ژورنال: Mathematics of Computation

سال: 1964

ISSN: 0025-5718

DOI: 10.1090/s0025-5718-1964-0165700-6