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JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 2005 Volume 45, Number 7, Pages 1181–1191 (Mi zvmmf623)

This article is cited in 13 papers

A fifth-order five-stage embedded method of the Dormand–Prince type

I. V. Olemskoi

St. Petersburg State University, Faculty of Applied Mathematics and Control Processes

Abstract: An explicit embedded method is examined for the numerical integration of a system of ordinary differential equations of a special form. Fifth-order five-stage numerical schemes with automatic step size selection are constructed for special systems of differential equations of the first and second orders.

Key words: Cauchy problem, embedded method, order, stage.

UDC: 519.624.2

Received: 29.07.2004
Revised: 10.03.2005


 English version:
Computational Mathematics and Mathematical Physics, 2005, 45:7, 1140–1150

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