Skip to main content
Log in

A Simplified Approach to the Order Conditions of Integration Methods

  • Published:
Computing Aims and scope Submit manuscript

Abstract

We present an approach to the numerical integration of ordinary differential equations based on the algebraic theory of Butcher (Math. Comp. 26, 79–106, 1972) and the -series theory of Hairer and Wanner (Computing 13, 1–15, 1974). We clarify the differences of these two approaches by equating the elementary weight functions and showing the differences of the composition rules. By interpreting the elementary weight function as a mapping from input values to output values and introducing some special mappings, we are able to derive the order conditions of several types of integration methods in a straight-forward way. The simplicity of the derivation is illustrated by linear multistep methods that use the second derivative as an input value, Runge-Kutta type methods that use the second as well as first derivatives, and general two-step Runge-Kutta methods. We derive new high stage-order methods in each example. In particular, we found a symmetric and stiffly-accurate method of order eight in the second example.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

Similar content being viewed by others

References

  • J. C. Butcher (1972) ArticleTitleAn algebraic theory of integration methods Math. Comp. 26 79–106 Occurrence Handle10.2307/2004720 Occurrence Handle0258.65070 Occurrence Handle46 #4738

    Article  MATH  MathSciNet  Google Scholar 

  • J. C. Butcher (1987) The numerical analysis of ordinary differential equations: Runge-Kutta and general linear methods Chichester Wiley

    Google Scholar 

  • J. C. Butcher T. M. H. Chan (2002) ArticleTitleA new approach to the algebraic structures for integration methods BIT 42 477–489 Occurrence Handle2003h:65054

    MathSciNet  Google Scholar 

  • J. C. Butcher S. Tracogna (1997) ArticleTitleOrder conditions for two-step Runge-Kutta methods Appl. Numer. Math. 24 351–364 Occurrence Handle10.1016/S0168-9274(97)00032-9 Occurrence Handle98d:65093

    Article  MathSciNet  Google Scholar 

  • Chan, R. P. K.: Symmetric and symplectic Runge-Kutta-Nyström methods. Internal publication, Auckland 2002.

  • Chan, R. P. K., Tsai, A. Y. J.: Two-derivative Runge-Kutta methods. Internal publication, Auckland 2003.

  • Hairer, E., Nørsett, S. P., Wanner, G..: Solving ordinary differential equations I. Nonstiff problems, 2nd edition. Springer Series in Computational Mathematics, vol. 8. Springer, Berlin 1993

  • E. Hairer G. Wanner (1974) ArticleTitleOn the Butcher group and general multi-value methods Computing 13 1–15 Occurrence Handle10.1007/BF02268387 Occurrence Handle53 #7037

    Article  MathSciNet  Google Scholar 

  • Hairer, E., Wanner, G..: Solving ordinary differential equations II. Stiff and differential-algebraic problems. Springer Series in Computational Mathematics, vol. 14. Springer, Berlin 1991

  • E. Hairer G. Wanner (1997) ArticleTitleOrder conditions for general two-step Runge-Kutta methods SIAM J. Numer. Anal. 34 2087–2089 Occurrence Handle10.1137/S0036142996298144 Occurrence Handle99b:65085

    Article  MathSciNet  Google Scholar 

  • Hojjati, G., Rahimi Ardabili, M. Y., Hosseini, S. M.: New second derivative multistep methods for stiff systems (to appear).

  • K. H. Kastlunger G. Wanner (1972) ArticleTitleRunge-Kutta processes with multiple nodes Computing 9 9–24 Occurrence Handle10.1007/BF02236372 Occurrence Handle46 #10210

    Article  MathSciNet  Google Scholar 

  • K. H. Kastlunger G. Wanner (1972) ArticleTitleOn Turan type implicit Runge-Kutta methods Computing 9 317–325 Occurrence Handle10.1007/BF02241605 Occurrence Handle46 #10211

    Article  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to T. M. H. Chan.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Chan, T.M.H., Chan, R.P.K. A Simplified Approach to the Order Conditions of Integration Methods. Computing 77, 237–252 (2006). https://doi.org/10.1007/s00607-005-0151-1

Download citation

  • Received:

  • Revised:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s00607-005-0151-1

AMS Subject Classifications

Keywords

Navigation