Runge–Kutta type methods with special properties for the numerical integration of ordinary differential equations

Abstract

In this work we review single step methods of the Runge–Kutta type with special properties. Among them are methods specially tuned to integrate problems that exhibit a pronounced oscillatory character and such problems arise often in celestial mechanics and quantum mechanics. Symplectic methods, exponentially and trigonometrically fitted methods, minimum phase-lag and phase-fitted methods are presented. These are Runge–Kutta, Runge–Kutta–Nyström and Partitioned Runge–Kutta methods. The theory of constructing such methods is given as well as several specific methods. In order to present the performance of the methods we have tested 58 methods from all categories. We consider the two dimensional harmonic oscillator, the two body problem, the pendulum problem and the orbital problem studied by Stiefel and Bettis. Also we have tested the methods on the computation of the eigenvalues of the one dimensional time independent Schrödinger equation with the harmonic oscillator, the doubly anharmonic oscillator and the exponential potentials.