To obtain high order integration methods for ordinary differential equations which combine to some extent the advantages of RungeKutta methods on one hand and linear multistep methods on the other, the use of “modified multistep” or “hybrid” methods has been proPosedIll, PI, 131. In this paper formulae are derived for methods which use one extra intermediate point than in the previously pub lis...

A new Runge-Kutta-Nyström method, with phase-lag of order infinity, for the integration of second-order periodic initial-value problems is developed in this paper. The new method is based on the Dormand and Prince RungeKutta-Nyström method of algebraic order four[1]. Numerical illustrations indicate that the new method is much more efficient than the classical one.

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...

For a general class of methods, which includes linear multistep and RungeKutta methods as special cases, a concept of order relative to a given starting procedure is defined and an order of convergence theorem is proved. The definition is given an algebraic interpretation and illustrated by the derivation of a particular fourth-order method.

In this paper, we study the preservation of quadratic conservation laws of Runge-Kutta methods and partitioned Runge-Kutta methods for Hamiltonian PDEs and establish the relation between multi-symplecticity of Runge-Kutta method and its quadratic conservation laws. For Schrödinger equations and Dirac equations, the relation implies that multi-sympletic RungeKutta methods applied to equations wi...

In the present paper we introduce a new class of methods, Projected RungeKutta methods, for the solution of index 3 differential algebraic equations (DAEs) in Hessenberg form. The methods admit the integration of index 3 DAEs without any drift effects. This makes them particularly well suited for long term integration. Finally, implemented on the basis of the Radau5 code, the projected Runge-Ku...

A numerical approximation of the initial-boundary system of nonlinear hyperbolic equations based on spectral collocation method is presented in this article. A Chebyshev-Gauss-Radau collocation (C-GR-C) method in combination with the implicit RungeKutta scheme are employed to obtain highly accurate approximations to the mentioned problem. The collocation points are the Chebyshev interpolation n...

To integrate large systems of ordinary differential equations (ODEs) with disparate timescales, we present a multirate method with error control that is based on embedded, explicit Runge-Kutta (RK) formulas. The order of accuracy of such methods depends on interpolating certain solution components with a polynomial of sufficiently high degree. By analyzing the method applied to a simple test eq...