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A Three-Stage Multiderivative Explicit Runge-Kutta Method

DOI: 10.4236/ajcm.2013.32020, PP. 121-126

Keywords: Multiderivative, Autonomous, Rung-Kutta, Stability, Convergence, Initial Value Problems

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Abstract:

In recent years, the derivation of Runge-Kutta methods with higher derivatives has been on the increase. In this paper, we present a new class of three stage Runge-Kutta method with first and second derivatives. The consistency and stability of the method is analyzed. Numerical examples with excellent results are shown to verify the accuracy of the proposed method compared with some existing methods.

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