Higher order composition Runge-Kutta methods

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Abstract

We derive a fifth order five-stage explicit Runge-Kutta composition method, and an error estimator using linear combination of stage values and output values over two steps. Numerical results presented by testing the new pair over DETEST problems show a significant improvement.

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Chen, D. J. L., Chang, J. C., & Cheng, C. H. (2008). Higher order composition Runge-Kutta methods. Tamkang Journal of Mathematics, 39(3), 199–211. https://doi.org/10.5556/j.tkjm.39.2008.12

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