Design of optimal Runge-Kutta methods - FEniCS Project
Design of optimal Runge-Kutta methods - FEniCS Project
Design of optimal Runge-Kutta methods - FEniCS Project
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Stability Optimization: a toy example<br />
What is the relative efficiency?<br />
Stable step size<br />
Cost per step<br />
RK(4,4): 1.4<br />
≈ 0.35<br />
4<br />
RK(10,4): 6<br />
= 0.6<br />
10<br />
By allowing even more stages, can asymptotically approach the efficiency<br />
<strong>of</strong> Euler’s method.<br />
D. Ketcheson (KAUST) 16 / 36