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A family of embedded Runge-Kutta formulae

Authors: J.R. Dormand, P.J. Prince

Published: 1980 (Journal Paper)

Source: Journal of Computational and Applied Mathematics

Algorithm: Dormand-Prince Method

DOI: 10.1016/0771-050x(80)90013-3

Summary

Abstract

Abstract A family of embedded Runge-Kutta formulae RK5 (4) are derived. From these are presented formulae which have (a) ‘small’ principal truncation terms in the fifth order and (b) extended regions of absolute stability.