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High algebraic order Runge–Kutta embedded methods are commonly used when stringent tolerances are demanded. Traditionally, various criteria are satisfied while constructing these methods for application in double precision arithmetic. Firstly we try to keep the magnitude of the coefficients low, otherwise we may experience loss of accuracy; however, when working in quadruple precision we may admit larger coefficients. Then we are able to construct embedded methods of orders eight and seven (i.e., pairs of methods) with even smaller truncation errors. A new derived pair, as expected, is performing better than state-of-the-art pairs in a set of relevant problems.

The derivation of Runge–Kutta pairs of orders five and four that effectively uses six stages per step is considered. The coefficients provided by such a method are 27 and have to satisfy a system of 25 nonlinear equations. Traditionally, various solutions have been tried. Each of these solutions makes use of some simplified assumptions and offers different families of methods. Here, we make use of the most celebrated family to appear in the literature, where we may use as the last stage the first function evaluation from the next step (FSAL property). The family under consideration has the advantage of being solved explicitly. Actually, we arrive at a subsystem where all the coefficients are found with respect to five free parameters. These free parameters are adjusted (trained) in order to deliver a pair that outperforms other similar pairs of orders 5(4) in Keplerian type orbits, e.g., Kepler, perturbed Kepler, Arenstorf orbit or Pleiades. The training uses differential evolution technique. The finally proposed pair has a remarkable performance and offers on average more than a digit of accuracy in a variety of orbits.

Runge-Kutta (RK) pairs are amongst the most popular methods for numerically solving Initial Value Problems. While using an RK pair, we may experience rejection of some steps through the interval of integration. Traditionally, all of the evaluations are then dropped, and we proceed with a completely new round of computations. In this work, we propose avoiding this waste and continuing by reusing the rejected RK stages. We focus especially on an RK pair of orders six and five. After step rejection, we reuse all the previously evaluated stages and only add three new stages. We proceed by evaluating the output using a smaller step. By this technique, we manage to significantly reduce the cost in a set of problems that are known to pose difficulties in RK algorithms with changing step sizes.

No abstract