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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

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