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Explicit General Linear Methods with Inherent Runge–Kutta Stability

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Abstract

A class of general linear methods is derived for application to non-stiff ordinary differential equations. A property known as “inherent Runge–Kutta stability” guarantees the stability regions of these methods are the same as for Runge–Kutta methods. Methods with this property have high stage order which enables asymptotically correct error estimates and high order interpolants to be computed conveniently. Some preliminary numerical experiments are given comparing these methods with some well known Runge–Kutta methods.

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Wright, W. Explicit General Linear Methods with Inherent Runge–Kutta Stability. Numerical Algorithms 31, 381–399 (2002). https://doi.org/10.1023/A:1021195804379

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