Jacobian-free locally linearized Runge-Kutta method of Dormand and Prince for large systems of differential equations

Numerical linear algebra (65Fxx) Numerical methods for ordinary differential equations (65Lxx) General theory for ordinary differential equations (34Axx)

Cites Work

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Locally linearized Runge Kutta method of Dormand and Prince
Jacobian-free Newton-Krylov methods: a survey of approaches and applications.
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Locally linearized Runge-Kutta method of Dormand and Prince for large systems of initial value problems
Local linearization-Runge-Kutta methods: a class of A-stable explicit integrators for dynamical systems
A variable-stepsize Jacobian-free exponential integrator for simulating transport in heterogeneous porous media: application to wood drying
Efficient integration of large stiff systems of ODEs with exponential propagation iterative (EPI) methods
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Nonlinearly Preconditioned Krylov Subspace Methods for Discrete Newton Algorithms
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Exponential Integrators for Large Systems of Differential Equations
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An exponential method of numerical integration of ordinary differential equations
Jacobian-free high order local linearization methods for large systems of initial value problems

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