Analysis of error propagation in the RK3GL2 method

Published 13 Aug 2024 in math.NA and cs.NA | (2408.07186v1)

Abstract: The RK3GL2 method is a numerical method for solving initial value problems in ordinary differential equations, and is a hybrid of a third-order Runge-Kutta method and two-point Gauss-Legendre quadrature. In this paper we present an analytical study of the propagation of local errors in this method, and show that the global order of RK3GL2 is expected to be four.

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J. S. C. Prentice

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