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A practically fifth order Almost Runge Kutta method

Nicolette Moir

Department of Mathematics, The University of Auckland, Private Bag 92019, Auckland, New Zealand
nicolette@math.auckland.ac.nz
http://www.math.auckland.ac.nz/~nic
Contributed talk


General linear methods have a long history, especially as regards theoretical developments. For example the paper by Butcher [1] presented a formulation for multistage-multivalue methods, which were extended to include multiderivative terms by Hairer and Wanner [5]. In contrast with this early work, there have been few developments identifying new practical methods. ARK methods (or Almost Runge Kutta methods) are a specific class of general linear methods which have been developed to retain many of the good properties of Runge-Kutta methods, while overcoming some of their undesirable features. They retain the simple stability properties of Runge-Kutta methods. However, they have the advantage that error estimation and interpolation is cheap and easy to implement. Amongst the large class of fourth order ARK methods, a method has been identified which, when implemented in a careful way, behaves as though it were fifth order. A discussion of this method will be presented, including an explanation of what seem to be its desirable properties.



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Ernst Hairer
2002-05-16