Algebraically Stable and Implementable Runge-Kutta Methods of High Order
Authors:
- E. HairerEHE. Hairer
- G. WannerGWG. Wanner
- 1 December 1981
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Numerical Analysis
- Vol. 18 (6) , 1098-1108
Abstract
There are three interesting properties of methods for (stiff) ordinary differential equations: order, stability and efficiency of implementation. This paper constructs Runge–Kutta methods of orders 5 and 6 which possess these properties to a high extent. We further classify all algebraically stable methods of an arbitrary order and give various relationships between contractivity and order of implicit methods.Keywords
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