Title
The convergence of diagonally implicit Runge-Kutta methods combined with Richardson extrapolation
Abstract
Runge-Kutta methods are widely used in the solution of systems of ordinary differential equations. Richardson extrapolation is an efficient tool for enhancing the accuracy of time integration schemes. In this paper we investigate the convergence of the combination of any of the diagonally implicit (including also the explicit) Runge-Kutta methods with active Richardson extrapolation and show that the numerical solution obtained converges under rather natural conditions.
Year
DOI
Venue
2013
10.1016/j.camwa.2012.04.016
Computers & Mathematics with Applications
Keywords
Field
DocType
efficient tool,runge-kutta method,diagonally implicit runge-kutta method,richardson extrapolation,natural condition,time integration scheme,ordinary differential equation,numerical solution,active richardson extrapolation,lipschitz condition,consistency,ordinary differential equations
Numerical methods for ordinary differential equations,Runge–Kutta methods,Mathematical optimization,Explicit and implicit methods,Bulirsch–Stoer algorithm,Richardson extrapolation,Modified Richardson iteration,Ordinary differential equation,Mathematical analysis,Lipschitz continuity,Mathematics
Journal
Volume
Issue
ISSN
65
3
0898-1221
Citations 
PageRank 
References 
2
0.47
2
Authors
3
Name
Order
Citations
PageRank
István Faragó16221.50
Ágnes Havasi2399.98
Zahari Zlatev320565.20