Scientific article
English

Algebraically Stable and Implementable Runge-Kutta Methods of High Order

Published inSIAM journal on numerical analysis, vol. 18, no. 6, p. 1098-1108
Publication date1981
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.

Citation (ISO format)
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. doi: 10.1137/0718074
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Additional URL for this publicationhttp://www.jstor.org/stable/2157258
Journal ISSN0036-1429
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