Published online by Cambridge University Press: 01 August 2015
This paper illuminates the derivation, applicability, and efficiency of the multiplicative Runge–Kutta method, derived in the framework of geometric multiplicative calculus. The removal of the restrictions of geometric multiplicative calculus on positive-valued functions of real variables and the fact that the multiplicative derivative does not exist at the roots of the function are presented explicitly to ensure that the proposed method is universally applicable. The error and stability analyses are also carried out explicitly in the framework of geometric multiplicative calculus. The method presented is applied to various problems and the results are compared to those obtained from the ordinary Runge–Kutta method. Moreover, for one example, a comparison of the computation time against relative error is worked out to illustrate the general advantage of the proposed method.