Low-storage exponentially fitted explicit Runge-Kutta methods

In this paper, we study explicit Runge-Kutta (RK) methods for solving high-dimensional systems of ordinary differential equations (ODEs), with oscillatory or periodic solutions, that can be implemented with a few memory registers. We will refer to these schemes as Low-Storage Exponentially Fitted explicit Runge-Kutta methods (LSEFRK). In order to obtain them, we first study second-order and third-order low-storage (LS) schemes that can be implemented with two memory registers per step of the van der Houwen- and Williamson-type. Next, we construct optimal LSEFRK methods by imposing exponential fitting conditions along with accuracy and stability properties. In this way, new optimal three-stage third-order and five-stage fourth-order LSEFRK schemes are constructed for each type of LS method. The performance of these new schemes is tested by solving some high-dimensional differential systems with periodic solutions. Comparison with other non-LS exponentially fitted and low-storage non-EF RK methods from the literature shows that the new LSEFRK schemes outperform the efficiency of RK methods that only satisfy either the LS or the EF condition.

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Publication Details

Journal
Applied Numerical Mathematics
Published
2025-07-05
DOI
https://doi.org/10.1016/j.apnum.2025.06.017
Primary Topic
Numerical methods for differential equations
Type
article
Field-Weighted Citation Impact
0.00

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article

Low-storage exponentially fitted explicit Runge-Kutta methods

J.I. Montijano, Inmaculada Higueras, L. Rández
Applied Numerical Mathematics
Numerical methods for differential equations
article

Low-storage exponentially fitted explicit Runge-Kutta methods

J.I. Montijano, Inmaculada Higueras, L. Rández
article en

Abstract

In this paper, we study explicit Runge-Kutta (RK) methods for solving high-dimensional systems of ordinary differential equations (ODEs), with oscillatory or periodic solutions, that can be implemented with a few memory registers. We will refer to these schemes as Low-Storage Exponentially Fitted explicit Runge-Kutta methods (LSEFRK). In order to obtain them, we first study second-order and third-order low-storage (LS) schemes that can be implemented with two memory registers per step of the van der Houwen- and Williamson-type. Next, we construct optimal LSEFRK methods by imposing exponential fitting conditions along with accuracy and stability properties. In this way, new optimal three-stage third-order and five-stage fourth-order LSEFRK schemes are constructed for each type of LS method. The performance of these new schemes is tested by solving some high-dimensional differential systems with periodic solutions. Comparison with other non-LS exponentially fitted and low-storage non-EF RK methods from the literature shows that the new LSEFRK schemes outperform the efficiency of RK methods that only satisfy either the LS or the EF condition.

Applied Numerical MathematicsVol. 217
Universidad de Zaragoza (ES)
Ministerio de Economía y Competitividad, Ministerio de Ciencia e Innovación
Affordable and clean energy
Openalex Percentile: Top 75%
Numerical methods for differential equations
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