Skip to content

goodship1/Collection-ESRK-third-fourth-order-schemes

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 

History

92 Commits
 
 
 
 
 
 
 
 
 
 
 
 
 
 

Repository files navigation

Collection of extended stability Runge-Kutta schemes

A curated set of third- and fourth-order Extended-Stability Runge–Kutta (ESRK) methods with large real-axis stability regions—ready to use in ODE/PDE solvers and Neural ODEs. Scope. This repo focuses on practical, implementation-ready schemes: tabulated coefficients, stability diagnostics, and small utilities to verify order conditions and plot stability polynomials.

Third Order Schemes

ESRK(15,3) — Extended-Stability Runge–Kutta Scheme

Order: 3
Stages: 15
Type: Explicit RK (strictly lower-triangular A)
Family: ESRK — Extended-Stability Runge–Kutta
Design goal: Maximize the real-axis stability interval while retaining 3rd-order accuracy. Scheme: In the esrk(15,3) file

🔑 Scheme Summary

Property Value
Name ESRK(15,3)
Family Extended-Stability Runge–Kutta (ESRK)
Order 3
Stages 15
Type Explicit RK (lower-triangular (A))
Stability polynomial degree 15
Real-axis stability radius ) ≈ 71.77823812058196,

ESRK(21,3) — Extended-Stability Runge–Kutta Scheme

Order: 3

Stages: 21

Type: Explicit RK (strictly lower-triangular A)

Family: ESRK — Extended-Stability Runge–Kutta

Design goal: Maximize the real-axis stability interval while retaining 3rd-order accuracy.

Scheme: In the esrk(21,3) file

🔑 Scheme Summary

Property Value
Name ESRK(21,3)
Family Extended-Stability Runge–Kutta (ESRK)
Order 3
Stages 21
Type Explicit RK (lower-triangular (A))
Stability polynomial degree 21
Real-axis stability radius ) ≈ 141.49,

Fourth Order Schemes

ESRK(16,4) — Extended-Stability Runge–Kutta Scheme

Order: 4
Stages: 16
Type: Explicit RK (strictly lower-triangular A)
Family: ESRK — Extended-Stability Runge–Kutta
Design goal: Maximize the real-axis stability interval while retaining 4th-order accuracy. Scheme: In the esrk(16,4) file

🔑 Scheme Summary

Property Value
Name ESRK(16,4)
Family Extended-Stability Runge–Kutta (ESRK)
Order 4
Stages 16
Type Explicit RK (lower-triangular (A))
Stability polynomial degree 16
Real-axis stability radius ) ≈ 58.656618727743464,

ESRK(16,4) — Extended-Stability Runge–Kutta Scheme + embeddings

🔑 Scheme Summary

Property Value
Name ESRK(16,4)
Family Extended-Stability Runge–Kutta (ESRK)
Order 4
Stages 16
Type Explicit RK (lower-triangular (A))
Stability polynomial degree 16
Real-axis stability radius ) ≈ 58.656618727743464,
Embedded ratio (R_3/R_4)** ≈ 0.33
dev from main 4%

About

Collection of third and fourth order extended stability runge kutta schemes

Topics

Resources

License

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published