Improving Round-off in Runge-Kutta Computations with Gill's Method

A Runge-Kutta-Gill scheme in common use is based on an incomplete
adaptation for floating point operations of Gill's method.  An
improved version reduces round-off error significantly.  In this note
the heart of the scheme is presented in Fortran language.  It is
then shown how an improved version of the method can be obtained with
the addition of two Fortran statements.  The two version is a
significant improvement.  A numerical example comparing the two is included.

CACM December, 1970

Thompson, R. J.

Runge-Kutta methods, ordinary differential
equations, round-off error, error analysis

5.11 5.17

CA701205 JB February 9, 1978  3:40 PM

1958	5	1958
1958	5	1958
1958	5	1958