Generalized Runge-Kutta methods for dynamical systems
Bull. Korean Math. Soc. 1998 Vol. 35, No. 1, 157-172
Dong Won Yu Chung-Ang University
Abstract : A numerical method is proposed for dynamical systems. We utilize the fact that special matrix exponentials can be exactly evaluated by the intrinsic library functions. Numerical examples are given, which show that the relative errors of the proposed method converge to a small constant and that the method faithfully approximates the dynamics of the nonlinear differential equations.
Keywords : Generalized Runge-Kutta methods, Order of convergence, Dynamical systems, Discrete dynamical systems