Generalizations of the Stage Order of Runge–Kutta Methods

Runge–Kutta methods are used to solve stiff systems of ordinary differential equations and differential-algebraic equations. The solution of such problems often exhibits order reduction, when, for prescribed accuracy, the actual order of a method is lower than its classical order, which inevitably increases computational costs. To avoid order reduction, the method has to have a sufficiently high stage order. However, methods with the most convenient and efficient implementation have a low stage order. Accordingly, a task of importance is to construct methods of low stage order that have properties of methods with a higher stage order. The construction of methods of this type is addressed in the present paper. Singly diagonally implicit and explicit methods and methods inverse to explicit ones are considered. Results of solving test problems are presented.

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Journal
Computational Mathematics and Mathematical Physics
Published
2024-12-01
DOI
https://doi.org/10.1134/s0965542524701690
Primary Topic
Numerical methods for differential equations
Type
article
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article

Generalizations of the Stage Order of Runge–Kutta Methods

Л. М. Скворцов
Computational Mathematics and Mathematical Physics
Numerical methods for differential equations
article

Generalizations of the Stage Order of Runge–Kutta Methods

Л. М. Скворцов
article en

Abstract

Runge–Kutta methods are used to solve stiff systems of ordinary differential equations and differential-algebraic equations. The solution of such problems often exhibits order reduction, when, for prescribed accuracy, the actual order of a method is lower than its classical order, which inevitably increases computational costs. To avoid order reduction, the method has to have a sufficiently high stage order. However, methods with the most convenient and efficient implementation have a low stage order. Accordingly, a task of importance is to construct methods of low stage order that have properties of methods with a higher stage order. The construction of methods of this type is addressed in the present paper. Singly diagonally implicit and explicit methods and methods inverse to explicit ones are considered. Results of solving test problems are presented.

Computational Mathematics and Mathematical PhysicsVol. 64(12)
Scientific Services (ZA)
Openalex Percentile: Top 61%
Numerical methods for differential equations
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