Exponentially-fitted explicit Runge-Kutta methods

Citation
G. Vanden Berghe et al., Exponentially-fitted explicit Runge-Kutta methods, COMP PHYS C, 123(1-3), 1999, pp. 7-15
Citations number
10
Categorie Soggetti
Physics
Journal title
COMPUTER PHYSICS COMMUNICATIONS
ISSN journal
00104655 → ACNP
Volume
123
Issue
1-3
Year of publication
1999
Pages
7 - 15
Database
ISI
SICI code
0010-4655(199912)123:1-3<7:EERM>2.0.ZU;2-O
Abstract
An exponentially-fitted explicit Runge-Kutta method is constructed, which e xactly integrates differential initial-value problems whose solutions are l inear combinations of functions of the form exp(omega x) and exp(-omega x) (omega is an element of R or iR); this method is compared to a previously c onstructed method of Simos. Numerical experiments show the efficiency of th e new method. (C) 1999 Elsevier Science B.V. All rights reserved.