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Acceleration of Runge-Kutta integration schemes

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  • Phailaung Phohomsiri
  • Firdaus E. Udwadia

Abstract

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.

Suggested Citation

  • Phailaung Phohomsiri & Firdaus E. Udwadia, 2004. "Acceleration of Runge-Kutta integration schemes," Discrete Dynamics in Nature and Society, Hindawi, vol. 2004, pages 1-8, January.
    • Handle: RePEc:hin:jnddns:430475
    DOI: 10.1155/S1026022604311039
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