Optimized explicit Runge-Kutta pair of orders 9(8)

Abstract A fully explicit algorithm for deriving a Runge–Kutta pair of orders 9(8) is presented in this paper. After that an optimal pair is given, which is found to outperform all other published Runge–Kutta pairs when severe tolerances are required.

[1]  Ch. Tsitouras,et al.  A general family of explicit Runge-Kutta pairs of orders 6(5) , 1996 .

[2]  C. Tsitouras A parameter study of explicit Runge-Kutta pairs of orders 6(5) , 1998 .

[3]  M. N. Vrahatis,et al.  A New Unconstrained Optimization Method for Imprecise Function and Gradient Values , 1996 .

[4]  J. Butcher The Numerical Analysis of Ordinary Di erential Equa-tions , 1986 .

[5]  J. Butcher Implicit Runge-Kutta processes , 1964 .

[6]  J. Dormand,et al.  High order embedded Runge-Kutta formulae , 1981 .

[7]  Péter Vértesi,et al.  Optimal lebesgue constant for lagrange interpolation , 1990 .

[8]  J. Verner Explicit Runge–Kutta Methods with Estimates of the Local Truncation Error , 1978 .

[9]  Charalampos Tsitouras,et al.  Cheap Error Estimation for Runge-Kutta Methods , 1999, SIAM J. Sci. Comput..

[10]  J. Dormand,et al.  A family of embedded Runge-Kutta formulae , 1980 .

[11]  T. E. Hull,et al.  Comparing Numerical Methods for Ordinary Differential Equations , 1972 .

[12]  Philip W. Sharp,et al.  Numerical comparisons of some explicit Runge-Kutta pairs of orders 4 through 8 , 1991, TOMS.

[13]  J. Butcher On Runge-Kutta processes of high order , 1964, Journal of the Australian Mathematical Society.

[14]  J. H. Verner,et al.  High-order explicit Runge-Kutta pairs with low stage order , 1996 .

[15]  S. N. Papakostas,et al.  High Phase-Lag-Order Runge-Kutta and Nyström Pairs , 1999, SIAM J. Sci. Comput..

[16]  Ernst Hairer,et al.  Solving Ordinary Differential Equations I: Nonstiff Problems , 2009 .

[17]  Ernst Hairer,et al.  A Runge-Kutta Method of Order 10 , 1978 .

[18]  John D. Pryce,et al.  Two FORTRAN packages for assessing initial value methods , 1987, TOMS.