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Algebraically Stable and Implementable Runge-Kutta Methods of High Order

Published in SIAM Journal on Numerical Analysis. 1981, vol. 18, no. 6, p. 1098-1108
Abstract There are three interesting properties of methods for (stiff) ordinary differential equations: order, stability and efficiency of implementation. This paper constructs Runge-Kutta methods of orders 5 and 6 which possess these properties to a high extent. We further classify all algebraically stable methods of an arbitrary order and give various relationships between contractivity and order of implicit methods.
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Other version: http://www.jstor.org/stable/2157258
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HAIRER, Ernst, WANNER, Gerhard. Algebraically Stable and Implementable Runge-Kutta Methods of High Order. In: SIAM Journal on Numerical Analysis, 1981, vol. 18, n° 6, p. 1098-1108. https://archive-ouverte.unige.ch/unige:12544

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Deposited on : 2010-11-19

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