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ART--2009-005

Implementation of high-order implicit Runge-Kutta methods

Gonzalez-Pinto, S. (spinto@ull.es) ; Pérez-Rodríguez, S. (sperezr@ull.es) ; Montijano, Juan I. (monti@unizar.es)


Published in:   Computers & Mathematics with Applications
  Comput. Math. Appl. Vol. 41, num. 7-8 (Abril 2001), pp. 1009-1024


Abstract: In this paper, we develop single-Newton iterative schemes for the solution of the stage equations of some implicit Runge-Kutta methods such as the four-stage Gauss and Radau IIA methods and the five-stage Lobatto IIIA formula. We also compare the implementation cost of these schemes with the simplified-Newton iteration and we present some numerical experiments on some well-known stiff test problems to show that the proposed iterations are reliable and efficient.

Language: spa
Department: Matemática Aplicada

Keyword(s): high-order implicit runge-kutta methods

 

 Record created 2009-05-07, last modified 2011-08-09



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