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Implementation of high-order implicit Runge-Kutta methods

Gonzalez-Pinto, S. ( ; Pérez-Rodríguez, S. ( ; Montijano, Juan I. (

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

Resumen: 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.

Idioma: Español
Departamento: Matemática Aplicada

Palabra(s) clave: high-order implicit runge-kutta methods


 Registro creado el 2009-05-07, última modificación el 2011-08-09

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