New embedded explicit pairs of exponentially fitted Runge-Kutta methods

  • Authors:
  • A. París;L. Rández

  • Affiliations:
  • Instituto Universitario de Matemáticas y Aplicaciones, Universidad de Zaragoza, 50009-Zaragoza, Spain;Instituto Universitario de Matemáticas y Aplicaciones, Universidad de Zaragoza, 50009-Zaragoza, Spain

  • Venue:
  • Journal of Computational and Applied Mathematics
  • Year:
  • 2010

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Abstract

Two new embedded pairs of exponentially fitted explicit Runge-Kutta methods with four and five stages for the numerical integration of initial value problems with oscillatory or periodic solutions are developed. In these methods, for a given fixed @w the coefficients of the formulae of the pair are selected so that they integrate exactly systems with solutions in the linear space generated by {sinh(@wt),cosh(@wt)}, the estimate of the local error behaves as O(h^4) and the high-order formula has fourth-order accuracy when the stepsize h-0. These new pairs are compared with another one proposed by Franco [J.M. Franco, An embedded pair of exponentially fitted explicit Runge-Kutta methods, J. Comput. Appl. Math. 149 (2002) 407-414] on several problems to test the efficiency of the new methods.