Locally Linearized Runge Kutta method of Dormand and Prince

J. C. Jimenez, A. Sotolongo, J. M. Sanchez-Bornot

Research output: Contribution to journalArticlepeer-review

8 Citations (Scopus)


In this paper, the effect that produces the Local Linearization of the embedded Runge-Kutta formulas of Dormand and Prince for initial value problems is studied. For this, embedded Locally Linearized Runge-Kutta formulas are defined and their performance is analyzed by means of exhaustive numerical simulations. For a variety of well-known test equations with different dynamics, the simulation results show that the locally linearized formulas exhibit significant higher accuracy than the original ones, which implies a substantial reduction of the number of time steps and, consequently, a sensitive reduction of the overall computational cost of their adaptive implementation.

Original languageEnglish
Pages (from-to)589-606
Number of pages18
JournalApplied Mathematics and Computation
Publication statusPublished (in print/issue) - 15 Nov 2014


  • Differential equation
  • Dynamical systems
  • Local Linearization
  • Numerical integrator
  • Runge-Kutta


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