Runge–Kutta methods with minimum storage implementations

Abstract

Solution of partial differential equations by the method of lines requires the integration of large numbers of ordinary differential equations (ODEs). In such computations, storage requirements are typically one of the main considerations, especially if a high order ODE solver is required. We investigate Runge–Kutta methods that require only two storage locations per ODE. Existing methods of this type require additional memory if an error estimate or the ability to restart a step is required. We present a new, more general class of methods that provide error estimates and/or the ability to restart a step while still employing the minimum possible number of memory registers. Examples of such methods are found to have good properties.