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  2. Runge–Kutta methods - Wikipedia

    en.wikipedia.org/wiki/RungeKutta_methods

    The stability function of an explicit RungeKutta method is a polynomial, so explicit RungeKutta methods can never be A-stable. [ 32 ] If the method has order p , then the stability function satisfies r ( z ) = e z + O ( z p + 1 ) {\displaystyle r(z)={\textrm {e}}^{z}+O(z^{p+1})} as z → 0 {\displaystyle z\to 0} .

  3. List of Runge–Kutta methods - Wikipedia

    en.wikipedia.org/wiki/List_of_RungeKutta_methods

    Diagonally Implicit RungeKutta (DIRK) formulae have been widely used for the numerical solution of stiff initial value problems; [6] the advantage of this approach is that here the solution may be found sequentially as opposed to simultaneously.

  4. Runge–Kutta–Fehlberg method - Wikipedia

    en.wikipedia.org/wiki/RungeKutta–Fehlberg...

    The novelty of Fehlberg's method is that it is an embedded method from the RungeKutta family, meaning that it ... by function f on ... Runge-Kutta-Nystrom-Formeln ...

  5. Runge's phenomenon - Wikipedia

    en.wikipedia.org/wiki/Runge's_phenomenon

    The Weierstrass approximation theorem states that for every continuous function f(x) defined on an interval [a,b], there exists a set of polynomial functions P n (x) for n=0, 1, 2, ..., each of degree at most n, that approximates f(x) with uniform convergence over [a,b] as n tends to infinity, that is,

  6. Numerical integration - Wikipedia

    en.wikipedia.org/wiki/Numerical_integration

    Numerical methods for ordinary differential equations, such as RungeKutta methods, can be applied to the restated problem and thus be used to evaluate the integral. For instance, the standard fourth-order RungeKutta method applied to the differential equation yields Simpson's rule from above.

  7. Numerical methods for ordinary differential equations - Wikipedia

    en.wikipedia.org/wiki/Numerical_methods_for...

    Explicit examples from the linear multistep family include the Adams–Bashforth methods, and any RungeKutta method with a lower diagonal Butcher tableau is explicit. A loose rule of thumb dictates that stiff differential equations require the use of implicit schemes, whereas non-stiff problems can be solved more efficiently with explicit ...

  8. Runge–Kutta method (SDE) - Wikipedia

    en.wikipedia.org/wiki/RungeKutta_method_(SDE)

    A newer RungeKutta scheme also of strong order 1 straightforwardly reduces to the improved Euler scheme for deterministic ODEs. [2] Consider the vector stochastic process () that satisfies the general Ito SDE = (,) + (,), where drift and volatility are sufficiently smooth functions of their arguments.

  9. L-stability - Wikipedia

    en.wikipedia.org/wiki/L-stability

    A method is L-stable if it is A-stable and () as , where is the stability function of the method (the stability function of a RungeKutta method is a rational function and thus the limit as + is the same as the limit as ).