Implementation of high-order implicit Runge-Kutta methods
Gonzalez-Pinto, S. (email@example.com) ; Pérez-Rodríguez, S. (firstname.lastname@example.org) ; Montijano, Juan I. (email@example.com)
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.
Department: Matemática Aplicada
Keyword(s): high-order implicit runge-kutta methods
Record created 2009-05-07, last modified 2011-08-09