A variable order Runge-Kutta method for initial value problems with rapidly varying right-hand sides

Abstract

Explicit Runge-Kutta methods (RKMs) are among the most popular classes of formulas for the approximate numerical integration of nonstiff, initial value problems. However, high-order Runge-Kutta methods require more function evaluations per integration step than, for example, Adams methods used in PECE mode, and so, with RKMs, it is expecially important to avoid rejected steps. Steps are often rejected when certain derivatives of the solutions are very large for part of the region of integration. This corresponds, for example, to regions where the solution has a sharp front or, in the limit, some derivative of the solution is discontinuous. In these circumstances the assumption that the local truncation error is changing slowly is invalid, and so any step-choosing algorithm is likely to produce an unacceptable step. In this paper we derive a family of explicit Runge-Kutta formulas. Each formula is very efficient for problems with smooth solution as well as problems having rapidly varying solutions. Each member of this family consists of a fifty-order formula that contains imbedded formulas of all orders 1 through 4. By computing solutions at several different orders, it is possible to detect sharp fronts or discontinuities before all the function evaluations defining the full Runge-Kutta step have been computed. We can then either accpet a lower order solution or abort the step, depending on which course of action seems appropriate. The efficiency of the new algorithm is demonstrated on the DETEST test set as well as on some difficult test problems with sharp fronts or discontinuities.