On Reusing the Stages of a Rejected Runge-Kutta Step
Vladislav N. Kovalnogov,
Ruslan V. Fedorov,
Tamara V. Karpukhina,
Theodore E. Simos,
Charalampos Tsitouras
Affiliations
Vladislav N. Kovalnogov
Laboratory of Inter-Disciplinary Problems of Energy Production, Ulyanovsk State Technical University, 32 Severny Venetz Street, 432027 Ulyanovsk, Russia
Ruslan V. Fedorov
Laboratory of Inter-Disciplinary Problems of Energy Production, Ulyanovsk State Technical University, 32 Severny Venetz Street, 432027 Ulyanovsk, Russia
Tamara V. Karpukhina
Laboratory of Inter-Disciplinary Problems of Energy Production, Ulyanovsk State Technical University, 32 Severny Venetz Street, 432027 Ulyanovsk, Russia
Theodore E. Simos
Laboratory of Inter-Disciplinary Problems of Energy Production, Ulyanovsk State Technical University, 32 Severny Venetz Street, 432027 Ulyanovsk, Russia
Charalampos Tsitouras
General Department, National & Kapodistrian University of Athens, Euripus Campus, 34400 Evia, Greece
Runge-Kutta (RK) pairs are amongst the most popular methods for numerically solving Initial Value Problems. While using an RK pair, we may experience rejection of some steps through the interval of integration. Traditionally, all of the evaluations are then dropped, and we proceed with a completely new round of computations. In this work, we propose avoiding this waste and continuing by reusing the rejected RK stages. We focus especially on an RK pair of orders six and five. After step rejection, we reuse all the previously evaluated stages and only add three new stages. We proceed by evaluating the output using a smaller step. By this technique, we manage to significantly reduce the cost in a set of problems that are known to pose difficulties in RK algorithms with changing step sizes.
