The purpose of this study is the design of efficient methods for the solution of an ordinary differential system of equations arising from the semidiscretization of a hyperbolic partial differential equation. Jameson recently introduced the use of one-step Runge-Kutta methods for the numerical solution of the Euler equations. Improvements in efficiency up to 80% may be achieved by using two-ste...

Iterative solvers in combination with multi-grid have been used extensively to solve large algebraic systems. One of the best known is the Runge-Kutta iteration. Previously [4] we reformulated the Runge-Kutta scheme and established a model of a complete V-cycle which was used to optimize the coefficients of the multi-stage scheme and resulted in a better overall performance. We now look into as...

We apply the concept of effective order to strong stability preserving (SSP) explicit Runge–Kutta methods. Relative to classical Runge–Kutta methods, methods with an effective order of accuracy are designed to satisfy a relaxed set of order conditions, but yield higher order accuracy when composed with special starting and stopping methods. We show that this allows the construction of four-stag...

We apply the concept of effective order to strong stability preserving (SSP) explicit Runge–Kutta methods. Relative to classical Runge–Kutta methods, effective order methods are designed to satisfy a relaxed set of order conditions, but yield higher order accuracy when composed with special starting and stopping methods. The relaxed order conditions allow for greater freedom in the design of ef...

This paper investigates diagonally implicit Runge-Kutta methods in which the implicit relations can be solved in parallel and are singly diagonalimplicit on each processor. The algorithms are based on diagonally implicit iteration of fully implicit Runge-Kutta methods of high order. The iteration scheme is chosen in such a way that the resulting algorithm is ^(a)-stable or Z,(a)-stable with a e...

Strong stability-preserving (SSP) Runge–Kutta methods were developed for time integration of semidiscretizations of partial differential equations. SSP methods preserve stability properties satisfied by forward Euler time integration, under a modified time-step restriction. We consider the problem of finding explicit Runge–Kutta methods with optimal SSP time-step restrictions, first for the cas...

The pioneering work of Runge and Kutta a hundred years ago has ultimately led to suites of sophisticated numerical methods suitable for solving complex systems of deterministic ordinary diierential equations. However, in many modelling situations, the appropriate representation is a stochastic diier-ential equation and here numerical methods are much less sophisticated. In this paper a very gen...

We describe a new method for numerical integration, dubbed bandlimited collocation implicit Runge–Kutta (BLC-IRK), and compare its efficiency in propagating orbits to existing techniques commonly used in Astrodynamics. The BLC-IRK scheme uses generalized Gaussian quadratures for bandlimited functions. This new method allows us to use significantly fewer force function evaluations than explicit ...