MUR8 - A MULTIRATE EXTENSION OF THE 8TH-ORDER DORMAND-PRINCE METHOD

Citation
C. Engstler et C. Lubich, MUR8 - A MULTIRATE EXTENSION OF THE 8TH-ORDER DORMAND-PRINCE METHOD, Applied numerical mathematics, 25(2-3), 1997, pp. 185-192
Citations number
8
Categorie Soggetti
Mathematics,Mathematics
ISSN journal
01689274
Volume
25
Issue
2-3
Year of publication
1997
Pages
185 - 192
Database
ISI
SICI code
0168-9274(1997)25:2-3<185:M-AMEO>2.0.ZU;2-T
Abstract
A multirate Runge-Kutta method, which embeds low-order methods in an e ighth-order method of Dormand and Prince, is developed for the integra tion of differential equations whose components evolve at different ti me scales. Numerical work for slow components is reduced by stopping t heir function evaluations after the first few stages. The partitioning into different levels of slow and fast components is obtained automat ically during the integration. The method has been implemented in the Fortran code MUR8. (C) 1997 Elsevier Science B.V.