Scaled Runge-Kutta algorithms for handling dense output

Abstract

Low order Runge-Kutta algorithms are developed which determine the solution of a system of ordinary differential equations at any point within a given integration step, as well as at the end of each step. The scaled Runge-Kutta methods are designed to be used with existing Runge-Kutta formulas, using the derivative evaluations of these defining algorithms as the core of the system. For a slight increase in computing time, the solution may be generated within the integration step, improving the efficiency of the Runge-Kutta algorithms, since the step length need no longer be severely reduced to coincide with the desired output point. Scaled Runge-Kutta algorithms are presented for orders 3 through 5, along with accuracy comparisons between the defining algorithms and their scaled versions for a test problem.