Acceleration of Runge-Kutta integration schemes

A simple accelerated third-order Runge-Kutta-type, fixed time step, integration scheme that uses just two function evaluations per step is developed. Because of the lower number of function evaluations, the scheme proposed herein has a lower computational cost than the standard third-order Runge-Kut...

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Bibliographic Details
Main Authors: Phailaung Phohomsiri, Firdaus E. Udwadia
Format: Article
Language:English
Published: Wiley 2004-01-01
Series:Discrete Dynamics in Nature and Society
Online Access:http://dx.doi.org/10.1155/S1026022604311039
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Summary:A simple accelerated third-order Runge-Kutta-type, fixed time step, integration scheme that uses just two function evaluations per step is developed. Because of the lower number of function evaluations, the scheme proposed herein has a lower computational cost than the standard third-order Runge-Kutta scheme while maintaining the same order of local accuracy. Numerical examples illustrating the computational efficiency and accuracy are presented and the actual speedup when the accelerated algorithm is implemented is also provided.
ISSN:1026-0226
1607-887X