The convergence of explicit Runge-Kutta methods combined with Richardson extrapolation

Faragó, István, Havasi, Ágnes, and Zlatev, Zahari. "The convergence of explicit Runge-Kutta methods combined with Richardson extrapolation." Applications of Mathematics 2012. Prague: Institute of Mathematics AS CR, 2012. 99-106. <http://eudml.org/doc/287853>.

@inProceedings{Faragó2012,
abstract = {Runge-Kutta methods are widely used in the solution of systems of ordinary differential equations. Richardson extrapolation is an efficient tool to enhance the accuracy of time integration schemes. In this paper we investigate the convergence of the combination of any explicit Runge-Kutta method with active Richardson extrapolation and show that the obtained numerical solution converges under rather natural conditions.},
author = {Faragó, István, Havasi, Ágnes, Zlatev, Zahari},
booktitle = {Applications of Mathematics 2012},
keywords = {system of ordinary differential equations; initial value problem; explicit Runge-Kutta method; Richardson extrapolation; convergence acceleration},
location = {Prague},
pages = {99-106},
publisher = {Institute of Mathematics AS CR},
title = {The convergence of explicit Runge-Kutta methods combined with Richardson extrapolation},
url = {http://eudml.org/doc/287853},
year = {2012},
}

TY - CLSWK
AU - Faragó, István
AU - Havasi, Ágnes
AU - Zlatev, Zahari
TI - The convergence of explicit Runge-Kutta methods combined with Richardson extrapolation
T2 - Applications of Mathematics 2012
PY - 2012
CY - Prague
PB - Institute of Mathematics AS CR
SP - 99
EP - 106
AB - Runge-Kutta methods are widely used in the solution of systems of ordinary differential equations. Richardson extrapolation is an efficient tool to enhance the accuracy of time integration schemes. In this paper we investigate the convergence of the combination of any explicit Runge-Kutta method with active Richardson extrapolation and show that the obtained numerical solution converges under rather natural conditions.
KW - system of ordinary differential equations; initial value problem; explicit Runge-Kutta method; Richardson extrapolation; convergence acceleration
UR - http://eudml.org/doc/287853
ER -