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PRACTICAL RUNGE–KUTTA METHODS FOR SCIENTIFIC COMPUTATION

PRACTICAL RUNGE–KUTTA METHODS FOR SCIENTIFIC COMPUTATION

Abstract Implicit Runge–Kutta methods have a special role in the numerical solution of stiff problems, such as those found by applying the method of lines to the partial differential equations arising in physical modelling. Of particular interest in this paper are the high-order methods based on Gaussian quadrature and the …