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.
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
| 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, |
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
| 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, |
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
| 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, |
| 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% |