A simple accelerated third-order Runge-Kutta-type, fixed time step, integration scheme that uses just two function evaluations per step is developed. Because of the lower number of function evaluations, the scheme proposed herein has a lower computational cost than the standard third-order Runge-Kutta scheme while maintaining the same order of local accuracy. Numerical examples illustrating the...

The RK5GL3 method is a numerical method for solving initial value problems in ordinary differential equations, and is based on a combination of a fifth-order Runge-Kutta method and 3-point Gauss-Legendre quadrature. In this paper we describe the propagation of local errors in this method, and show that the global order of RK5GL3 is expected to be six, one better than the underlying RungeKutta m...

We consider canonical partitioned Runge-Kutta methods for separable Hamiltonians H = T(ß) + Viq) and canonical Runge-Kutta-Nyström methods for Hamiltonians of the form H = ^pTM~lp + Viq) with M a diagonal matrix. We show that for explicit methods there is great simplification in their structure. Canonical methods of orders one through four are constructed. Numerical experiments indicate the sui...

Research on parallel iterated methods based on Runge-Kutta formulas both for stii and non-stii problems has been pioneered by van der Houwen et al., for example see 8, 9, 10, 11]. Burrage and Suhartanto have adopted their ideas and generalized their work to methods based on Multistep Runge-Kutta of Radau type 2] for non-stii problems. In this paper we discuss our methods for stii problems and s...

The parametric instability arising when ordinary differential equations (ODEs) are numerically integrated with Runge-Kutta-Nyström (RKN) methods with varying step sizes is investigated. Perturbation methods are used to quantify the critical step sizes associated with parametric instability. It is shown that there is no parametric instability for linear constant coefficient ODEs integrated with ...

This paper concerns predictive stepsize control applied to high order methods for temporal discretization in reservoir simulation. The family of Runge-Kutta methods is presented and in particular the explicit singly diagonally implicit Runge-Kutta (ESDIRK) methods are described. A predictive stepsize adjustment rule based on error estimates and convergence control of the integrated iterative so...

In this paper we are concerned with the development of an explicit Runge-Kutta scheme for the numerical solution of delay diierential equations (DDEs) where one or more delay lies in the current Runge-Kutta interval. The scheme presented is also applicable to the numerical solution of Volterra functional equations (VFEs), although the theory is not covered in this paper. We also derive the stab...

In Burrage and Burrage (1996) it was shown that by introducing a very general formulation for stochastic Runge-Kutta methods, the previous strong order barrier of order one could be broken without having to use higher derivative terms. In particular, methods of strong order 1.5 were developed in which a Stratonovich integral of order one and one of order two were present in the formulation. In ...

We describe the derivation of order conditions, without restrictions on stage order, for general linear methods for ordinary differential equations. This derivation is based on the extension of Albrecht approach proposed in the context of Runge-Kutta and composite and linear cyclic methods. This approach was generalized by Jackiewicz and Tracogna to two-step Runge-Kutta methods, by Jackiewicz a...