A computer program for determining truncation error coefficients for Runge-Kutta methods

Abstract

The basic structure of a program to generate the truncation error coefficients for Runge-Kutta (RK) methods is reformulated to reduce storage requirements significantly and to accommodate variable dimensioning. This FORTRAN program, SUBROUTINE RKEQ, determines truncation error coefficients for RK algorithms for orders 1 through 10 and extends the order of coefficients through 12 with the 11th- and 12th-order terms determined following the patterns used to establish the lower order coefficients. Both subroutines (the original and RKEQ) are also written to treat RK m-fold methods which utilize m known derivatives of f to increase the order of the algorithm. Setting m = 0 gives the classical RK algorithm.