New embedded pairs of explicit Runge-Kutta methods with FSAL properties adapted to the numerical integration of oscillatory problems

作者：Fang Yonglei; Song Yongzhong; Wu Xinyuan^*

来源：Physics Letters A, 2008, 372(44): 6551-6559.

DOI：10.1016/j.physleta.2008.09.014

• Embedded pairs
• Adapted RK methods
• Oscillatory problems
• FSAL technique
• Absolute stability

A higher order Runge-Kutta (pair) method specially adapted to the numerical integration of IVPs with oscillatory solutions is presented. This method is based on the adapted methods proposed by Franco (see Ref. [J.M. Franco, Appl. Numer. Math. 50 (2004) 427]). We give explicit method (up to order 5) as well as pairs of embedded Runge-Kutta methods of order 5 and 4 designed using the FSAL properties. The stability of the new methods is analyzed. The numerical experiments are carried out to show the efficiency and robustness of our methods in comparison with some efficient methods.

• 出版日期2008-10-27
• 单位南京大学