Handling effectively the rejected stages in Runge-Kutta pairs implementation

Runge-Kutta (RK) pairs are widely used for numerically solving initial value problems (IVPs), but dealing with step rejections during integration is a common occurrence. Conventionally, when a step is rejected, all calculations made during that step are discarded, and a completely new set of computations is initiated. In our research, we propose a method to address this inefficiency by repurposing the previously computed RK stages from rejected steps. Our primary focus is on the renowned RKF45 pair, consisting of fifth- and fourth-order methods. When a step rejection occurs, we leverage the stages computed in prior steps and introduce just three additional stages. These stages are then used to evaluate the results with a smaller step size. This approach effectively reduces computational costs in various challenging IVPs where RK algorithms with different step sizes encounter difficulties