Runge–Kutta methods for affinely controlled nonlinear systems |
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Authors: | Peter E. Kloeden,Andreas Rö ß ler |
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Affiliation: | 1. Johann Wolfgang Goethe Universität, Fachbereich Mathematik, D-60054 Frankfurt am Main, Germany;2. Technische Universität Darmstadt, Fachbereich Mathematik, Schlossgartenstr. 7, D-64289 Darmstadt, Germany |
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Abstract: | Rooted tree analysis is adapted from stochastic differential equations to derive systematically general Runge–Kutta methods for deterministic affinely controlled nonlinear systems. Order conditions are found and some specific coefficients for second- and third-order methods are determined, which are then used for simulations compared with the Taylor methods for affinely controlled nonlinear systems derived by Grüne and Kloeden. |
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Keywords: | 65L06 93B40 93C15 65L05 |
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