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An Efficient Runge-Kutta (4,5) Pair, P. Bogacki, L. F. Shampine
An Efficient Runge-Kutta (4,5) Pair, P. Bogacki, L. F. Shampine
Mathematics & Statistics Faculty Publications
A pair of explicit Runge-Kutta formulas of orders 4 and 5 is derived. It is significantly more efficient than the Fehlberg and Dormand-Prince pairs, and by standard measures it is of at least as high quality. There are two independent estimates of the local error. The local error of the interpolant is, to leading order, a problem-independent function of the local error at the end of the step.