Embedded Explicit Two-Step Runge-Kutta-Nyström for Solving Special Second-Order IVPs

Size: px
Start display at page:

Download "Embedded Explicit Two-Step Runge-Kutta-Nyström for Solving Special Second-Order IVPs"

Transcription

1 Applied Mathematical Sciences, Vol. 8, 14, no. 94, HIKARI Ltd, Embedded Explicit TwoStep RungeKuttaNyström for Solving Special SecondOrder IVPs L. M. Ariffin Department of Mathematics and Statistics, Faculty of Science, Technology and Human Development Universiti Tun Hussein Onn Malaysia 864 Batu Pahat, Johor, Malaysia N. Senu, M. Suleiman and Z.A. Majid Department of Mathematics and Institute for Mathematical Research Universiti Putra Malaysia, 434 UPM Serdang Selangor, Malaysia. Copyright c 14 L. M. Ariffin, N. Senu, M. Suleiman and Z.A. Majid. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. Abstract A thirdorder threestage explicit Twostep RungeKuttaNyström TSRKN) method embedded into fourthorder threestage TSRKN method is developed to solve special secondorder initial value problems IVPs) directly. The stability of the method is investigated. Numerical results are obtained by solving a standard set of test problems, which then reduced to firstorder system when solved using RungeKutta RK) method and comparison are made with existing RK method with same order using variable stepsize. The results clearly showed the advantage and the efficiency of the new method. Mathematics Subject Classification: 65L5, 65L Keywords: Twostep RungeKuttaNyström methods, Second Order ODEs, Absolute Stability

2 4656 L.M. Ariffin, N. Senu, M. Suleiman and Z.A. Majid 1 Introduction Special secondorder ordinary differential equations ODE s) is given by with the initial conditions y x) =f x, y x)) 1) y x )=y,y x )=y where y x) f x, y) R n. Equation 1) can be solved when using standard RungeKutta RK) method provided that it has to be reduce to an equivalent firstorder system of twice the dimension. However, Sharp and Fine [1], Dormand et al. [] and ElMikkawy and ElDesouky [3] shows that they manage to solve equation 1) directly and efficiently by using RungeKuttaNyström RKN) method. In general, RK and RKN codes involving the embedded pairs of order q p) is efficient when the method of order q = p + 1 is used to obtain the numerical solutions of the problem where as the method of order p is used to obtain the local truncation error. Unlike twostep RK method used in Jackiewicz and Verner [4], RK method for the numerical solution of 1) requires many evaluations of the function fper step and hence is not as efficient as linear multistep methods, when the derivative evaluations are relatively expensive. According to Senu et al. [5], when solving 1) numerically, the algebraic order of the method is essential where it is the main criterion to achieve high accuracy and to have lower stage of RKN method with maximal order in order to reduce the computational cost. Thus, in this paper we derive an embedded pair which is explicit and twostep in nature. We consider the TSRKN method for the initial value problem 1) by Paternoster [6] which was derived as an indirect method from the twostep RK method presented by Jackiewicz et al. [7], as follows where Y j m y i+ = 1 θ) y i+1 + θy i + h v j y i + h m w j y i+1 + m h v j f x i + c j h, Y j ) i + wj f x i+1 + c j h, Y j ) i+1 m y i+ = 1 θ) y i+1 + θy i + h v j f x i + c j h, Y j ) i + w j f x i+1 + c j h, Y j ) i+1 i+1 = y i+1 + hc j y i+1 + h m s=1 a js f x i+1 + c s h, Y s i+1), j =1,...m ) 3)

3 Embedded explicit twostep RungeKuttaNyström 4657 Y j i = y i + hc j y i + h m s=1 a js f x i + c s h, Yi s ), j =1,...m 4) where θ, v j,w j, v j, w j,a js for j, s =1,...m are the coefficients of the methods with m is the number of stages for the method. Alternatively TSRKN )and 3) can be written as y i+ = m 1 θ) y i+1 + θy i + h v j y i + h m w j y i+1 + m h v j k j i + w j k j i+1 5) y i+ = m 1 θ) y i+1 + θy i + h v j k j i + w j k j i+1 6) where k j m ) i = f x i + c j h, y i + hc j y i + h a js ki s, j =1,...m s=1 k j m ) i+1 = f x i+1 + c j h, y i+1 + hc j y i+1 + h a js ki+1 s, j =1,...m. 7) Essentially, the methods derived should have the properties of zero stable and consistent. According to Paternoster [6], TSRKN is zero stable if 1 <θ 1 and it is consistent if m v j +w j )=1+θ. Fulfillment of these two properties implies that the method is convergent see Watt [8] and Jackiewicz et al. [7]). Thus, we apply both properties into the derivation of our new method with θ= that will guarantee zero stability of our method as proposed by Jackiewicz and Verner [4]. An embedded qp) pair of TSRKN methods is based on the method c, A, v, w, v, w) of order q and the other TSRKN method c, A, ˆv, ŵ, ˆ v, ˆ w) of order pp <q) which is similar with the embedded pair for onestep RKN derived by Senu et al. [5]. It can also be presented by the following Butcher array: where c =[c 1,c,...,c m ] T, A =[a ij ], θ =,v =[v 1,v,...,v m ] T, w = [w 1,w,...,w m ] T, v =[ v 1, v,..., v m ] T, w =[ w 1, w,..., w m ] T,ˆv =[ˆv 1, ˆv,...,ˆv m ] T, ŵ =[ŵ 1, ŵ,...,ŵ m ] T, ˆ v = [ˆ v ] T 1, ˆ v,...,ˆ v m and ˆ w = [ˆ w ] T 1, ˆ w,...,ˆ w m. The main motivation for the embedded pair of TSRKN is to obtain cheap local error estimation which is to be used in a variable stepsize algorithm. s=1

4 4658 L.M. Ariffin, N. Senu, M. Suleiman and Z.A. Majid Table 1: Embedded mstage step explicit RKN method c θ A v w v w = c a, c m a m,1 a m, θ v 1 v v m w 1 w w m v 1 v v m w 1 w w m ˆv ŵ ˆ v ˆ w ˆv 1 ˆv ˆv m ŵ 1 ŵ ŵ m ˆ v 1 ˆ v ˆ v m ˆ w 1 ˆ w ˆ w m Stability of the Method In this section the linear stability of the TSRKN method will be discussed. By substituting x i+1 = x i + h, y i+1 = y i + hy i + h y i,y i+1 = y i + hy i and apply the test equation y = f x, y) = λ y into TSRKN method ) and 3), we obtain y i+ = y i + hy i + h h m ) λ m m y i + h v j y i + h ) v j λ Y j ) i + wj λ Y j i+1 y i+ = y i + h λ y i ) + h m where v j λ Y j ) i + wj λ Y j ) i+1 w j y i + h λ y i )) + Y j i+1 = y i + hy i + h ) λ y i + hcj y i + h )) λ y i + Y j h m s=1 a js λ Y s i+1 i = y i + hy i c j + h m s=1 ) 8) 9) 1) ) a js λ Yi s. 11)

5 Embedded explicit twostep RungeKuttaNyström 4659 Multiply equation 9) by h gives hy i+ = hy i + h λ y i ) + h m v j λ Y j ) i + wj λ Yi+1) j. 1) The application of the test equation to equation 1) and 11) yields the recursion Y i and Y i+1 respectively. Y i = N 1 y i e + hy i c) and Y i+1 = N 1 y i e + e H + ch) + hy i e + c)). Elimination of the auxiliary vectors Y i and Y i+1 in equations 8) and 9) yields y i+ = y i 1+ H + Hwe + H vn 1 e + wn 1 e + H ) wn 1 e + H wn 1 c + hy i 1+ve + we + H vn 1 c + wn 1 e + wn 1 c ) 13) ) hy i+ = y i H + HvN 1 e + HwN 1 e + H wn 1 e + H wn 1 c + hy i 1+HvN 1 c + HwN 1 e + HwN 1 c ) 14) with v =v 1,v,...,v m ), w =w 1,w,...,w m ), v = v 1, v,..., v m ) and w = w 1, w,..., w m ). The resulting recursion is Z i+ = D H) Z i with Z i+ = y i+,hy i+) T and Zi = ) y i,hy T i ) AH) BH) D H) = A H) B H) with AH) = 1+ H + Hwe + H vn 1 e + wn 1 e + H wn 1 e + H wn 1 c BH) = 1+ve + we + H vn 1 c + wn 1 e + wn 1 c A H) = H + HvN 1 e + HwN 1 e + H wn 1 e + H wn 1 c B H) = 1+HvN 1 c + HwN 1 e + HwN 1 c where N = I HA, H = λh), c =c 1,..., c s ) T, e =1,..., 1) T with D H) is the stability matrix for the TSRKN methods above. The characteristic equation of D can be written as ξ traced)ξ + detd) = 15) which is the stability polynomial of the TSRKN method. Definition.1 Absolute stability interval) An interval H a, ) is called the interval of absolute stability of the method ) and 3) if for all H H a, ), ξ 1, < 1.

6 466 L.M. Ariffin, N. Senu, M. Suleiman and Z.A. Majid 3 Construction of the Method The ETSRKN43) parameters must satisfy the following algebraic conditions as given in Ariffin et al. [9]. These order conditions was obtained in a more elementary way using the Taylor series expansion as proposed by Williamson [1]. Different approach was done by Jackiewicz et al. [7] where they used the theory of Hairer and Wanner [11] in order to derive the TSRK order conditions up to fourthorder. Here are the order conditions for TSRKN methods: Order conditions for y: order 1 : vi + w i = 1 16) order : order 3 : order 4 : wi + v i + w i = 3 wi + c i v i = 4 3, wi + c i v i + w i )= ) 18) 1 wi + c i v i = 3, 1 wi +a ij v i = 3, 19) 1 wi + c i v i + w i )+c i w i = 3, wi + c i v i + c i w i = 4 3. ) Order conditions for y order 1 : vi + w i = 1 1) order : wi + c i v i + w i )=, wi + c i v i = ) order 3 : 1 wi + c i v i = 4 3, 1 wi +a ij v i = 4 3, 3) 1 wi + c i v i + w i )+c i w i = 4 3, wi + c i v i + c i w i = 8 4) 3 order 4 : 1 wi +a ij c i v i =, 1 aij c i w i =, 6 1 wi + c 3 i 6 v i = 3, 5) wi + c 3 i v i + w i )+3c i w i +3c i w i = 3, 6)

7 Embedded explicit twostep RungeKuttaNyström wi + c i w i + c i w i + c 3 i v i =, 1 wi + c i w i +a ij c i v i =, 7) 1 wi + c i w i + c 3 i v i =, aij c j v i = 3 Paternoster [1] gives the following definition: 8) Definition 3.1 An mstage TSRKN method is said to satisfy the following simplifying conditions if its parameters satisfy m a ij c k j = c k i, i =1,...,m, k =1,...,q. 9) k k 1) Equation 9) allow the reduction of order conditions in the theory of TSRKN methods. For the fourthorder method, solving simultaneously the equations 16) 8) together with simplifying assumption 9). It involved equations with 17 parameters and by setting c,c 3 and v 3 as free parameters, the following solution of threeparameter family is obtained: a 1 = 1 c,a 31 = c c 3 4c c 3 +c c 3 +c 3 )c 3, c c ) a 3 = c 3 c c 3 + c + c 3 c 3 ),v 1 = c 3 +3c c 3 c +4), c c ) 3c c 3 c 3 ) v = 3 1+c )c c 3 c ),v c ) 3 = 3c 3 c c 3 + c + c 3 c 3 ), w 1 = 4c 3 +3c c c ),w =,w 3 =, 3 1+c ) 1+c 3 ) v 1 = [6 v 3 c 3 3c 6 v 3 c v 3 c 3 6 v 3 c 3c 6 v 3 c 3c 6 v 3 c 3 c + 1 v 3 c 3 c +11c 3c 15c 3c 6 v 3 c 3 +3c +6 v 3 c 6 v 3 c 15c ]/ [6c 1+c ) 1+c 3 )], v = v 3c 3 1+c 3 ) c 1+c ), w 1 = 4+4c 3 v 3 c 3 c +3 v 3 c 3, w =, w 3 =. 3 1+c ) According to Dormand [], the strategy to choose the free parameter is by minimizing the truncation error coefficients which are defined by τ p+1) np+1 = ) p+1) τ j and τ p+1) np+1 = ) τ p+1) j for yn and y n respectively. Thus, we use this approach to obtain the value of all free parameters obtained from the above solution.

8 466 L.M. Ariffin, N. Senu, M. Suleiman and Z.A. Majid Letting c = 5 gives τ 5) 6 in term of c 3. By using the minimize command in MAPLE, τ 5) has a minimum value zero at c 3 = 395. Since TSRKN 473 is a twostep method, we may consider for the case c 3 [, ]. Obtaining the value of c 3 gives τ 5) in terms of v 3. Again, by using the minimize command τ 5) has a minimum value zero at v 3 = The above obtained value of the free parameters gives τ 5) = and τ 5) = The stability interval of the fourthorder formula is approximately.185,). For the thirdorder method, using the same values for a ij and c i obtained in the fourthorder method, solving the first four equations for y n and the first seven equations for y n simultaneously, the following solution of fourparameter is obtained: v 1 = v 3, v = v 3, ˆ v = 35 6ˆ v ˆ v ˆv 3, ŵ 1 = ˆv 3, ŵ =, ŵ 3 =, ˆ w = ˆ w ˆ v ˆ v ˆv 3, ˆ w 3 = ˆ w ˆ v 1 +5ˆ v ˆv 3. Using the minimize error approach; we obtain the value for all parameters. By minimizing τ 4), we obtain the minimum value zero at ˆv 3 = However, we choose ˆv 3 = 13 and it gives τ 4) 1 = Letting ˆ v 1 = 3 and ˆ w 1 = 38113, we obtain 5 the value of ˆ v 3 with τ 4) = The coefficients in Table are generated using MAPLE where the significant digits is set to by the command Digits. 4 Problems Tested Below are some of the problems tested: Problem 1 Homogeneous) d yx) dx = 64yx),y) = 1,y ) =. Exact solution: yx) = 1 sin8x) + cos8x). 4 Source: van der Houwen and Sommeijer [13]

9 Embedded explicit twostep RungeKuttaNyström 4663 Table : Coefficients for ETSRKN43) method represented by Butcher array

10 4664 L.M. Ariffin, N. Senu, M. Suleiman and Z.A. Majid The first order system: The new variable are y 1 = y and y = y. y 1 = y, y = 64y 1, y 1 ) = 1, y ) =, x 5. Exact solutions are y 1 x) = 1/4 sin8x) + cos8x),y x) = cos8x) 8 sin8x). Problem Inhomogeneous) d yx) = v yx)+v 1) sinx), dx y) = 1, y ) = v +1, x, where v 1, x 5. Exact solution is yx) = cosvx) + sinvx) + sinx). Numerical result is for the case v =1. Source: van der Houwen and Sommeijer [13] The first order system: y 1 = y, y = 1y sinx), y 1 ) = 1, y ) = 11, x 5. Exact solutions are y 1 x) = cos1x)+sin1x)+sinx),y x) = 1 sin1x)+ 1 cos1x) + cosx). Problem 3 d y 1 x) + y dx 1 x) =.1 cosx), y 1 ) = 1, y 1 ) = d y x) + y dx x) =.1 sinx), y ) =, y ) =.9995, x 1 Exact solutions are y 1 x) = cosx)+.5x sinx),y x) = sinx).5x cosx) Source: Stiefel and Bettis [14]. The first order system: y 1 = y,y = y cosx),y 1 ) = 1,y ) =, y 3 = y 4,y 4 = y sinx),y 3 ) =,y 4 ) =.9995, x 1. Exact solutions are y 1 x) = cosx)+.5x sinx),y x) = sinx)+.5x cosx)+.5 sinx), y 3 x) = sinx).5x cosx),y 4 x) = cosx)+.5x sinx).5 cosx). Problem 4

11 Embedded explicit twostep RungeKuttaNyström 4665 y 1 = y y 1, y 1 ) = 1, y 1) y =, 1 + y) 3 = y, y ) =, y y 1 + y) 3 ) = 1, x 15π. Exact solutions are y 1 x) = cosx),y x) = sinx). Source: Dormand et al. []. The first order system: y 1 = y,y = y 1 ) 3,y 1 ) = 1,y ) =, y1 + y3 y 3 = y 4,y 4 = y 3 ) 3,y 1 ) =,y ) = 1, x 15π. y1 + y3 Exact solutions are y 1 x) = cosx),y x) = sinx),y 3 x) = sinx),y 4 x) = cosx). Problem 5 d yx) = yx)+x, y) = 1,y ) =, x 5. dx Exact solution yx) = sinx) + cosx) +x. Source: Allen and Wing [15]. The first order system: y 1 = y,y = y 1 + x, y 1 ) = 1,y ) =, x 5. Exact solutions are y 1 x) = sinx) + cosx)+x, y x) = cosx) sinx)+1. Problem 6 Inhomogeneous System) d y 1 x) dx = v y 1 x)+v fx)+f x),y 1 ) = a + f),y 1 ) = f ), d y x) dx = v y x)+v fx)+f x),y ) = f),y ) = va + f ), x 1. Exact solutions are y 1 x) =a cosvx)+fx),y x) =a sinvx)+fx),fx) is chosen to be e 1x and parameters v and a are 4 and.1 respectively.

12 4666 L.M. Ariffin, N. Senu, M. Suleiman and Z.A. Majid Source: Lambert and Watson [16]. The first order system: y 1 = y,y = 16y 1 +16e 1x + 1e 1x,y 1 ) = 1.1,y ) = 1, y 3 = y 4,y 4 = 16y 3 +16e 1x + 1e 1x,y 3 ) = 1,y ) = 9.6. Exact solutions are y 1 x) =.1 cos4x)+e 1x,y x) =.4 sin4x) 1e 1x,y 3 x) =.1 sin4x)+e 1x,y 4 x) =.4 cos4x) 1e 1x. Problem 7 Nonlinear System) d y 1 x) dx = 4x y 1 d y x) dx = 4x y + y y 1 + y y 1 y 1 + y,y 1 t )=,y 1 x )= π/ Exact solutions are y 1 x) = cosx ),y t) = sinx ). Source: Sharp et al. [17]. The first order system:,y x )=1,y x )=, π/ x 5 y 1 = y,y = y 3 4x y 1,y 1 ) =,y ) = π, y1 + y3 y 3 = y 4,y = 4x y 1 y 3 +,y 1 ) = 1,y ) =. y1 + y3 Exact solutions are y 1 x) = cosx ),y x) = x sinx ),y 3 x) = sinx ),y 4 x) = x cosx ). 5 Implementation and Numerical Results The set of test problems in section 4 is solved using the new method and the results are compared with the numerical results when the same set of test problems are reduced to first order system twice the dimension and solve using method by Fehlberg [18] and Butcher [19]. For the new method and the existing methods, the next step size is determined by ) TOL p+1 h new =.4 h old LT E where TOL is the chosen tolerance, h old is the current step size, p is the order of the method.

13 Embedded explicit twostep RungeKuttaNyström 4667 The numerical results are given in Figs. 17 and the notations used as follows: MAXE maximum global error max y n y x n ) ), that is the computed solution minus the true solution. ETSRKN 43) pair derived in this paper. ERK 43) pair by Butcher [19]. ERK 43) pair by Fehlberg [18]. TSRKN4 ) log1ma ) Timeseconds)... Figure 1: The efficiency curves of the ETSRKN43) method and its comparisons for Problem 1 with x end =5

14 4668 L.M. Ariffin, N. Senu, M. Suleiman and Z.A. Majid TSRKN4 ) log1ma ) Timeseconds) Figure : The efficiency curves of the ETSRKN43) method and its comparisons for Problem with x end =5 TSRKN4 ) log1ma ) Timeseconds) Figure 3: The efficiency curves of the ETSRKN43) method and its comparisons for Problem 3 with x end = 1

15 Embedded explicit twostep RungeKuttaNyström 4669 TSRKN4 ) log1ma ) Timeseconds) Figure 4: The efficiency curves of the ETSRKN43) method and its comparisons for Problem 4 with x end =15π TSRKN4 ) log1ma ) Timeseconds) Figure 5: The efficiency curves of the ETSRKN43) method and its comparisons for Problem 5 with x end = 5

16 467 L.M. Ariffin, N. Senu, M. Suleiman and Z.A. Majid TSRKN4 ) log1ma ) Timeseconds) Figure 6: The efficiency curves of the ETSRKN43) method and its comparisons for Problem 6 with x end = 1 TSRKN4 ) log1ma ) Timeseconds) Figure 7: The efficiency curves of the ETSRKN43) method and its comparisons for Problem 7 with x end =5

17 Embedded explicit twostep RungeKuttaNyström Discussion and Conclusion From Figures 17, we observed that ETSRKN43) is more efficient when compared to ERK43)B and ERK43)F in terms of computational time. This is due to the fact that when secondorder problems is solve using method ERK43)B and ERK43)F, it has to be reduce to firstorder system that is twice its dimension. In terms of global error, ETSRKN43) produced smaller error compared to ERK43)B and ERK43)F for all problems except for problem 4 where ETSRKN43) global error is comparable with ERK43)B and ERK43)F. Thus we can conclude here that ETSRKN43) is more efficient than the existing technique where all the special secondorder problems are solved directly whereby for other techniques, the problems need to reduce to firstorder system of ODEs. Hence less time is needed to solve the same set of problems. References [1] P.W. Sharp and J.M. Fine, Some Nyström pairs for the general secondorder initialvalue problem, Journal of Computational and Applied Mathematics, 4 199), [] J.R. Dormand, M.E.A. ElMikkawy and P.J. Prince, Families of Runge KuttaNyström Formulae, IMA Journal of Numerical Analysis, ), 355. [3] M.E.A. ElMikkawy and R. ElDesouky, A new optimized nonfsal embedded RungeKuttaNyström algorithm of orders 6 and 4 in six stages, Applied Mathematics and Computation, 145 3), [4] Z. Jackiewicz and J.H. Verner, Derivation and Implementation of Two Step RungeKutta Pairs, Japan J. Indust. Appl. Math., 19 ), [5] N. Senu, M. Suleiman and F. Ismail, An embedded explicit RungeKutta Nyström method for solving oscillatory problems, Phys. Scr., 8 9), 155 7pp) [6] B. Paternoster, Two Step RungeKuttaNyström Methods for y = f x, y) and PStability, Computational Science ICCS, Lecture Notes in Computer Science 331, Part III, edited by P.M.A. Sloot et al. Eds.), Berlin Heidelberg: SpringerVerlag: ),

18 467 L.M. Ariffin, N. Senu, M. Suleiman and Z.A. Majid [7] Z. Jackiewicz,R. Renaut and A. Feldstein, TwoStep RungeKutta Methods, SIAM J. Numer. Anal, ), [8] J.M. Watt, The asymptotic discretization error of a class of methods for solving ordinary differential equations, Proc. Cambridge Philos. Soc., ), [9] L.M. Ariffin, N. Senu and M. Suleiman, A threestage explicit twostep RungeKuttaNyström method for solving secondorder ordinary differential equations, National Symposium on Mathematical Sciences, AIP Conf. Proc. 15, 13), [1] R.A. Williamson Numerical Solution of Hyperbolic Partial Differential Equations, Ph.D. Thesis, Churchill College, Cambridge, 1984). [11] E. Hairer and G. Wanner, MultistepMultistageMultiderivative Methods for Ordinary Differential Equations, Computing, ), [1] B. Paternoster, Two Step RungeKuttaNyström Methods for Oscillatory Problems Based on Mixed Polynomials, P.M.A. Sloot et. al. Eds): ICCS 3, LNCS 658 3), [13] P.J. van der Houwen and B.P. Sommeijer, Explicit RungeKutta Nystrom) methods with reduced phase errors for computing oscillating solutions, SIAM J. Numer. Anal ), [14] E. Stiefel and D.G. Bettis, Stabilization of Cowell s methods, Numerische Mathematik, ), [15] R.C. Allen Jr. and G.M. Wing, An invariant imbedding algorithm for the solution of inhomogeneous linear twopoint boundary value problems, Journal of Computational Physics, ), 458. [16] J.D. Lambert and I.A. Watson, Symmetric multistep methods for periodic initial value problems, IMA Journal of Applied Mathematics, ), 189. [17] P.W. Sharp, J.M. Fine and K. Burrage, Twostage and Threestage Diagonally Implicit RungeKuttaNyström methods of orders three and four, IMA Journal of Numerical Analysis, 1 199), [18] E. Fehlberg, Classical RungeKutta fourthorder and lower order formulas with step size control and their application to Waermeleitungs problem, Computing, 6 197), 6171.

19 Embedded explicit twostep RungeKuttaNyström 4673 [19] J.C. Butcher, The Numerical Analysis of Ordinary Differential Equations: RungeKutta and General Linear Methods, John Wiley & Sons, Great Britain, 1987). Received: June 5, 14

A New Embedded Phase-Fitted Modified Runge-Kutta Method for the Numerical Solution of Oscillatory Problems

A New Embedded Phase-Fitted Modified Runge-Kutta Method for the Numerical Solution of Oscillatory Problems Applied Mathematical Sciences, Vol. 1, 16, no. 44, 157-178 HIKARI Ltd, www.m-hikari.com http://dx.doi.org/1.1988/ams.16.64146 A New Embedded Phase-Fitted Modified Runge-Kutta Method for the Numerical Solution

More information

Starting Methods for Two-Step Runge Kutta Methods of Stage-Order 3 and Order 6

Starting Methods for Two-Step Runge Kutta Methods of Stage-Order 3 and Order 6 Cambridge International Science Publishing Cambridge CB1 6AZ Great Britain Journal of Computational Methods in Sciences and Engineering vol. 2, no. 3, 2, pp. 1 3 ISSN 1472 7978 Starting Methods for Two-Step

More information

A NEW INTEGRATOR FOR SPECIAL THIRD ORDER DIFFERENTIAL EQUATIONS WITH APPLICATION TO THIN FILM FLOW PROBLEM

A NEW INTEGRATOR FOR SPECIAL THIRD ORDER DIFFERENTIAL EQUATIONS WITH APPLICATION TO THIN FILM FLOW PROBLEM Indian J. Pure Appl. Math., 491): 151-167, March 218 c Indian National Science Academy DOI: 1.17/s13226-18-259-6 A NEW INTEGRATOR FOR SPECIAL THIRD ORDER DIFFERENTIAL EQUATIONS WITH APPLICATION TO THIN

More information

arxiv: v1 [math.na] 31 Oct 2016

arxiv: v1 [math.na] 31 Oct 2016 RKFD Methods - a short review Maciej Jaromin November, 206 arxiv:60.09739v [math.na] 3 Oct 206 Abstract In this paper, a recently published method [Hussain, Ismail, Senua, Solving directly special fourthorder

More information

Generalized RK Integrators for Solving Ordinary Differential Equations: A Survey & Comparison Study

Generalized RK Integrators for Solving Ordinary Differential Equations: A Survey & Comparison Study Global Journal of Pure and Applied Mathematics. ISSN 7-78 Volume, Number 7 (7), pp. Research India Publications http://www.ripublication.com/gjpam.htm Generalized RK Integrators for Solving Ordinary Differential

More information

Improved Starting Methods for Two-Step Runge Kutta Methods of Stage-Order p 3

Improved Starting Methods for Two-Step Runge Kutta Methods of Stage-Order p 3 Improved Starting Methods for Two-Step Runge Kutta Methods of Stage-Order p 3 J.H. Verner August 3, 2004 Abstract. In [5], Jackiewicz and Verner derived formulas for, and tested the implementation of two-step

More information

Research Article Diagonally Implicit Block Backward Differentiation Formulas for Solving Ordinary Differential Equations

Research Article Diagonally Implicit Block Backward Differentiation Formulas for Solving Ordinary Differential Equations International Mathematics and Mathematical Sciences Volume 212, Article ID 767328, 8 pages doi:1.1155/212/767328 Research Article Diagonally Implicit Block Backward Differentiation Formulas for Solving

More information

Fifth-Order Improved Runge-Kutta Method With Reduced Number of Function Evaluations

Fifth-Order Improved Runge-Kutta Method With Reduced Number of Function Evaluations Australian Journal of Basic and Applied Sciences, 6(3): 9-5, 22 ISSN 99-88 Fifth-Order Improved Runge-Kutta Method With Reduced Number of Function Evaluations Faranak Rabiei, Fudziah Ismail Department

More information

Embedded 5(4) Pair Trigonometrically-Fitted Two Derivative Runge- Kutta Method with FSAL Property for Numerical Solution of Oscillatory Problems

Embedded 5(4) Pair Trigonometrically-Fitted Two Derivative Runge- Kutta Method with FSAL Property for Numerical Solution of Oscillatory Problems Embedded 5(4) Pair Trigonometrically-Fitted Two Derivative Runge- Kutta Method with FSAL Property for Numerical Solution of Oscillatory Problems N. SENU, N. A. AHMAD, F. ISMAIL & N. BACHOK Institute for

More information

A Modified Runge-Kutta-Nyström Method by using Phase Lag Properties for the Numerical Solution of Orbital Problems

A Modified Runge-Kutta-Nyström Method by using Phase Lag Properties for the Numerical Solution of Orbital Problems Appl. Math. Inf. Sci., No., - () Applied Mathematics & Information Sciences An International Journal A Modified Runge-Kutta-Nyström Method by using Phase Lag Properties for the Numerical Solution of Orbital

More information

arxiv: v1 [math.na] 15 Nov 2008

arxiv: v1 [math.na] 15 Nov 2008 arxiv:0811.2481v1 [math.na] 15 Nov 2008 A Phase-Fitted Runge-Kutta-Nyström method for the Numerical Solution of Initial Value Problems with Oscillating Solutions Abstract D. F. Papadopoulos a, Z. A. Anastassi

More information

Exponentially-Fitted Runge-Kutta Nystrom Method of Order Three for Solving Oscillatory Problems ABSTRACT 1. INTRODUCTION

Exponentially-Fitted Runge-Kutta Nystrom Method of Order Three for Solving Oscillatory Problems ABSTRACT 1. INTRODUCTION Malaysian Journal of Mathematical Sciences 8(S): 7-4 (04) Special Issue: International Conference on Mathematical Sciences and Statistics 0 (ICMSS0) MALAYSIAN JOURNAL OF MATHEMATICAL SCIENCES Journal homepage:

More information

One-Step Hybrid Block Method with One Generalized Off-Step Points for Direct Solution of Second Order Ordinary Differential Equations

One-Step Hybrid Block Method with One Generalized Off-Step Points for Direct Solution of Second Order Ordinary Differential Equations Applied Mathematical Sciences, Vol. 10, 2016, no. 29, 142-142 HIKARI Ltd, www.m-hikari.com http://dx.doi.org/10.12988/ams.2016.6127 One-Step Hybrid Block Method with One Generalized Off-Step Points for

More information

Z. Omar. Department of Mathematics School of Quantitative Sciences College of Art and Sciences Univeristi Utara Malaysia, Malaysia. Ra ft.

Z. Omar. Department of Mathematics School of Quantitative Sciences College of Art and Sciences Univeristi Utara Malaysia, Malaysia. Ra ft. International Journal of Mathematical Analysis Vol. 9, 015, no. 46, 57-7 HIKARI Ltd, www.m-hikari.com http://dx.doi.org/10.1988/ijma.015.57181 Developing a Single Step Hybrid Block Method with Generalized

More information

On the reliability and stability of direct explicit Runge-Kutta integrators

On the reliability and stability of direct explicit Runge-Kutta integrators Global Journal of Pure and Applied Mathematics. ISSN 973-78 Volume, Number 4 (), pp. 3959-3975 Research India Publications http://www.ripublication.com/gjpam.htm On the reliability and stability of direct

More information

Research Article P-Stable Higher Derivative Methods with Minimal Phase-Lag for Solving Second Order Differential Equations

Research Article P-Stable Higher Derivative Methods with Minimal Phase-Lag for Solving Second Order Differential Equations Hindawi Publishing Corporation Journal of Applied Mathematics Volume 2011, Article ID 407151, 15 pages doi:10.1155/2011/407151 Research Article P-Stable Higher Derivative Methods with Minimal Phase-Lag

More information

Applied Math for Engineers

Applied Math for Engineers Applied Math for Engineers Ming Zhong Lecture 15 March 28, 2018 Ming Zhong (JHU) AMS Spring 2018 1 / 28 Recap Table of Contents 1 Recap 2 Numerical ODEs: Single Step Methods 3 Multistep Methods 4 Method

More information

A NOTE ON EXPLICIT THREE-DERIVATIVE RUNGE-KUTTA METHODS (ThDRK)

A NOTE ON EXPLICIT THREE-DERIVATIVE RUNGE-KUTTA METHODS (ThDRK) BULLETIN OF THE INTERNATIONAL MATHEMATICAL VIRTUAL INSTITUTE ISSN 303-4874 (p), ISSN (o) 303-4955 www.imvibl.org / JOURNALS / BULLETIN Vol. 5(015), 65-7 Former BULLETIN OF THE SOCIETY OF MATHEMATICIANS

More information

Direct Explicit Integrators of RK Type for Solving Special Fourth-Order Ordinary Differential Equations With An Application

Direct Explicit Integrators of RK Type for Solving Special Fourth-Order Ordinary Differential Equations With An Application Global Journal of Pure and Applied Mathematics. ISSN 0973-768 Volume, Number 6 (06), pp. 4687 475 Research India Publications http://www.ripublication.com/gjpam.htm Direct Explicit Integrators of RK Type

More information

Improved Extended Runge-Kutta-like Method for Solving First Order IVPs

Improved Extended Runge-Kutta-like Method for Solving First Order IVPs Indian Journal of Science and Technology, Vol 9(48), DOI: 0.7485/ijst/06/v9i48/0938, December 06 ISSN (Print) : 0974-6846 ISSN (Online) : 0974-5645 Improved Extended Runge-Kutta-like Method for Solving

More information

Investigation on the Most Efficient Ways to Solve the Implicit Equations for Gauss Methods in the Constant Stepsize Setting

Investigation on the Most Efficient Ways to Solve the Implicit Equations for Gauss Methods in the Constant Stepsize Setting Applied Mathematical Sciences, Vol. 12, 2018, no. 2, 93-103 HIKARI Ltd, www.m-hikari.com https://doi.org/10.12988/ams.2018.711340 Investigation on the Most Efficient Ways to Solve the Implicit Equations

More information

Numerical Methods for Differential Equations

Numerical Methods for Differential Equations Numerical Methods for Differential Equations Chapter 2: Runge Kutta and Multistep Methods Gustaf Söderlind Numerical Analysis, Lund University Contents V4.16 1. Runge Kutta methods 2. Embedded RK methods

More information

Two Optimized Runge-Kutta Methods for the Solution of the Schrödinger Equation

Two Optimized Runge-Kutta Methods for the Solution of the Schrödinger Equation MATCH Communications in Mathematical and in Computer Chemistry MATCH Commun. Math. Comput. Chem. (8) 7-77 ISSN - Two Optimized Runge-Kutta Methods for the Solution of the Schrödinger Equation T.V. Triantafyllidis,

More information

A New Block Method and Their Application to Numerical Solution of Ordinary Differential Equations

A New Block Method and Their Application to Numerical Solution of Ordinary Differential Equations A New Block Method and Their Application to Numerical Solution of Ordinary Differential Equations Rei-Wei Song and Ming-Gong Lee* d09440@chu.edu.tw, mglee@chu.edu.tw * Department of Applied Mathematics/

More information

Explicit Runge Kutta Pairs with Lower Stage-Order *

Explicit Runge Kutta Pairs with Lower Stage-Order * myjournal manuscript No. (will be inserted by the editor) Explicit Runge Kutta Pairs with Lower Stage-Order * J.H. Verner Dedicated to John C. Butcher in celebration of his eightieth birthday October,

More information

Adebayo O. Adeniran1, Saheed O. Akindeinde2 and Babatunde S. Ogundare2 * Contents. 1. Introduction

Adebayo O. Adeniran1, Saheed O. Akindeinde2 and Babatunde S. Ogundare2 * Contents. 1. Introduction Malaya Journal of Matematik Vol. No. 73-73 8 https://doi.org/.37/mjm/ An accurate five-step trigonometrically-fitted numerical scheme for approximating solutions of second order ordinary differential equations

More information

On Nonlinear Methods for Stiff and Singular First Order Initial Value Problems

On Nonlinear Methods for Stiff and Singular First Order Initial Value Problems Nonlinear Analysis and Differential Equations, Vol. 6, 08, no., 5-64 HIKARI Ltd, www.m-hikari.com https://doi.org/0.988/nade.08.8 On Nonlinear Methods for Stiff and Singular First Order Initial Value Problems

More information

An Embedded Fourth Order Method for Solving Structurally Partitioned Systems of Ordinary Differential Equations

An Embedded Fourth Order Method for Solving Structurally Partitioned Systems of Ordinary Differential Equations Applied Mathematical Sciences, Vol. 9, 0, no. 97, 484-48 HIKARI Ltd, www.m-hikari.com http://dx.doi.org/0.988/ams.0.98 An Embedded Fourth Order Method for Solving Structurally Partitioned Systems of Ordinary

More information

Energy-Preserving Runge-Kutta methods

Energy-Preserving Runge-Kutta methods Energy-Preserving Runge-Kutta methods Fasma Diele, Brigida Pace Istituto per le Applicazioni del Calcolo M. Picone, CNR, Via Amendola 122, 70126 Bari, Italy f.diele@ba.iac.cnr.it b.pace@ba.iac.cnr.it SDS2010,

More information

EXAMPLE OF ONE-STEP METHOD

EXAMPLE OF ONE-STEP METHOD EXAMPLE OF ONE-STEP METHOD Consider solving y = y cos x, y(0) = 1 Imagine writing a Taylor series for the solution Y (x), say initially about x = 0. Then Y (h) = Y (0) + hy (0) + h2 2 Y (0) + h3 6 Y (0)

More information

Four Point Gauss Quadrature Runge Kuta Method Of Order 8 For Ordinary Differential Equations

Four Point Gauss Quadrature Runge Kuta Method Of Order 8 For Ordinary Differential Equations International journal of scientific and technical research in engineering (IJSTRE) www.ijstre.com Volume Issue ǁ July 206. Four Point Gauss Quadrature Runge Kuta Method Of Order 8 For Ordinary Differential

More information

A Study on Linear and Nonlinear Stiff Problems. Using Single-Term Haar Wavelet Series Technique

A Study on Linear and Nonlinear Stiff Problems. Using Single-Term Haar Wavelet Series Technique Int. Journal of Math. Analysis, Vol. 7, 3, no. 53, 65-636 HIKARI Ltd, www.m-hikari.com http://dx.doi.org/.988/ijma.3.3894 A Study on Linear and Nonlinear Stiff Problems Using Single-Term Haar Wavelet Series

More information

Runge Kutta Collocation Method for the Solution of First Order Ordinary Differential Equations

Runge Kutta Collocation Method for the Solution of First Order Ordinary Differential Equations Nonlinear Analysis and Differential Equations, Vol. 4, 2016, no. 1, 17-26 HIKARI Ltd, www.m-hikari.com http://dx.doi.org/10.12988/nade.2016.5823 Runge Kutta Collocation Method for the Solution of First

More information

A Two-step Iterative Method Free from Derivative for Solving Nonlinear Equations

A Two-step Iterative Method Free from Derivative for Solving Nonlinear Equations Applied Mathematical Sciences, Vol. 8, 2014, no. 161, 8021-8027 HIKARI Ltd, www.m-hikari.com http://dx.doi.org/10.12988/ams.2014.49710 A Two-step Iterative Method Free from Derivative for Solving Nonlinear

More information

A Zero-Stable Block Method for the Solution of Third Order Ordinary Differential Equations.

A Zero-Stable Block Method for the Solution of Third Order Ordinary Differential Equations. A Zero-Stable Block Method for the Solution of Third Order Ordinary Differential Equations. K. Rauf, Ph.D. 1 ; S.A. Aniki (Ph.D. in view) 2* ; S. Ibrahim (Ph.D. in view) 2 ; and J.O. Omolehin, Ph.D. 3

More information

Lecture Notes to Accompany. Scientific Computing An Introductory Survey. by Michael T. Heath. Chapter 9

Lecture Notes to Accompany. Scientific Computing An Introductory Survey. by Michael T. Heath. Chapter 9 Lecture Notes to Accompany Scientific Computing An Introductory Survey Second Edition by Michael T. Heath Chapter 9 Initial Value Problems for Ordinary Differential Equations Copyright c 2001. Reproduction

More information

Efficiency of Runge-Kutta Methods in Solving Simple Harmonic Oscillators

Efficiency of Runge-Kutta Methods in Solving Simple Harmonic Oscillators MATEMATIKA, 8, Volume 3, Number, c Penerbit UTM Press. All rights reserved Efficiency of Runge-Kutta Methods in Solving Simple Harmonic Oscillators Annie Gorgey and Nor Azian Aini Mat Department of Mathematics,

More information

Numerical Methods for Differential Equations

Numerical Methods for Differential Equations Numerical Methods for Differential Equations Chapter 2: Runge Kutta and Linear Multistep methods Gustaf Söderlind and Carmen Arévalo Numerical Analysis, Lund University Textbooks: A First Course in the

More information

Exponentially Fitted Symplectic Runge-Kutta-Nyström methods

Exponentially Fitted Symplectic Runge-Kutta-Nyström methods Appl. Math. Inf. Sci. 7, No. 1, 81-85 (2013) 81 Applied Mathematics & Information Sciences An International Journal Exponentially Fitted Symplectic Runge-Kutta-Nyström methods Th. Monovasilis 1, Z. Kalogiratou

More information

Explicit One-Step Methods

Explicit One-Step Methods Chapter 1 Explicit One-Step Methods Remark 11 Contents This class presents methods for the numerical solution of explicit systems of initial value problems for ordinary differential equations of first

More information

Sains Malaysiana 47(9)(2018):

Sains Malaysiana 47(9)(2018): Sains Malaysiana 47(9)(2018): 2223 2230 http://dx.doi.org/10.17576/jsm-2018-4709-33 Block Hybrid Method with Trigonometric-Fitting for Solving Oscillatory Problems (Kaedah Blok Hibrid dengan Penyuaian-Trigonometri

More information

Construction and Implementation of Optimal 8 Step Linear Multistep

Construction and Implementation of Optimal 8 Step Linear Multistep Page 138 ORIGINAL RESEARCH Construction and Implementation of Optimal 8 Step Linear Multistep method Bakre Omolara Fatimah, Awe Gbemisola Sikirat and Akanbi Moses Adebowale Department of Mathematics, Lagos

More information

Research Article A Legendre Wavelet Spectral Collocation Method for Solving Oscillatory Initial Value Problems

Research Article A Legendre Wavelet Spectral Collocation Method for Solving Oscillatory Initial Value Problems Applied Mathematics Volume 013, Article ID 591636, 5 pages http://dx.doi.org/10.1155/013/591636 Research Article A Legendre Wavelet Spectral Collocation Method for Solving Oscillatory Initial Value Problems

More information

Extended Runge Kutta-like formulae

Extended Runge Kutta-like formulae Applied Numerical Mathematics 56 006 584 605 www.elsevier.com/locate/apnum Extended Runge Kutta-like formulae Xinyuan Wu a Jianlin Xia b a State Key Laboratory for Novel Software Technology Department

More information

-Stable Second Derivative Block Multistep Formula for Stiff Initial Value Problems

-Stable Second Derivative Block Multistep Formula for Stiff Initial Value Problems IAENG International Journal of Applied Mathematics, :3, IJAM 3_7 -Stable Second Derivative Bloc Multistep Formula for Stiff Initial Value Problems (Advance online publication: 3 August ) IAENG International

More information

Chapter 8. Numerical Solution of Ordinary Differential Equations. Module No. 1. Runge-Kutta Methods

Chapter 8. Numerical Solution of Ordinary Differential Equations. Module No. 1. Runge-Kutta Methods Numerical Analysis by Dr. Anita Pal Assistant Professor Department of Mathematics National Institute of Technology Durgapur Durgapur-71309 email: anita.buie@gmail.com 1 . Chapter 8 Numerical Solution of

More information

Subquadrature Expansions for TSRK methods

Subquadrature Expansions for TSRK methods Subquadrature Expansions for TSRK methods Abstract. Anne Kværnø and Jim Verner January 3, 2 The representation of order conditions for general linear methods formulated using an algebraic theory by Butcher,

More information

Symplectic integration with Runge-Kutta methods, AARMS summer school 2015

Symplectic integration with Runge-Kutta methods, AARMS summer school 2015 Symplectic integration with Runge-Kutta methods, AARMS summer school 2015 Elena Celledoni July 13, 2015 1 Hamiltonian systems and their properties We consider a Hamiltonian system in the form ẏ = J H(y)

More information

Parallel general linear methods for stiff ordinary differential and differential algebraic equations

Parallel general linear methods for stiff ordinary differential and differential algebraic equations ~-~H-~-~ ~ APPLIED ~ NUMERICAL MATHEMATICS ELSEVIER Applied Numerical Mathematics 17 (1995) 213-222 Parallel general linear methods for stiff ordinary differential and differential algebraic equations

More information

Solving Delay Differential Equations (DDEs) using Nakashima s 2 Stages 4 th Order Pseudo-Runge-Kutta Method

Solving Delay Differential Equations (DDEs) using Nakashima s 2 Stages 4 th Order Pseudo-Runge-Kutta Method World Applied Sciences Journal (Special Issue of Applied Math): 8-86, 3 ISSN 88-495; IDOSI Publications, 3 DOI:.589/idosi.wasj.3..am.43 Solving Delay Differential Equations (DDEs) using Naashima s Stages

More information

A SYMBOLIC-NUMERIC APPROACH TO THE SOLUTION OF THE BUTCHER EQUATIONS

A SYMBOLIC-NUMERIC APPROACH TO THE SOLUTION OF THE BUTCHER EQUATIONS CANADIAN APPLIED MATHEMATICS QUARTERLY Volume 17, Number 3, Fall 2009 A SYMBOLIC-NUMERIC APPROACH TO THE SOLUTION OF THE BUTCHER EQUATIONS SERGEY KHASHIN ABSTRACT. A new approach based on the use of new

More information

Symplectic Runge-Kutta-Nyström Methods with Phase-Lag Oder 8 and Infinity

Symplectic Runge-Kutta-Nyström Methods with Phase-Lag Oder 8 and Infinity Appl. Math. Inf. Sci. 9, No. 3, 1105-1112 (2015) 1105 Applied Mathematics & Information Sciences An International Journal http://dx.doi.org/10.12785/amis/090302 Symplectic Runge-Kutta-Nyström Methods with

More information

Symmetry Reduction of Chazy Equation

Symmetry Reduction of Chazy Equation Applied Mathematical Sciences, Vol 8, 2014, no 70, 3449-3459 HIKARI Ltd, wwwm-hikaricom http://dxdoiorg/1012988/ams201443208 Symmetry Reduction of Chazy Equation Figen AÇIL KİRAZ Department of Mathematics,

More information

Numerical solution of ODEs

Numerical solution of ODEs Numerical solution of ODEs Arne Morten Kvarving Department of Mathematical Sciences Norwegian University of Science and Technology November 5 2007 Problem and solution strategy We want to find an approximation

More information

Geometric Numerical Integration

Geometric Numerical Integration Geometric Numerical Integration (Ernst Hairer, TU München, winter 2009/10) Development of numerical ordinary differential equations Nonstiff differential equations (since about 1850), see [4, 2, 1] Adams

More information

Scientific Computing: An Introductory Survey

Scientific Computing: An Introductory Survey Scientific Computing: An Introductory Survey Chapter 9 Initial Value Problems for Ordinary Differential Equations Prof. Michael T. Heath Department of Computer Science University of Illinois at Urbana-Champaign

More information

Fourth-order symplectic exponentially-fitted modified Runge-Kutta methods of the Gauss type: a review

Fourth-order symplectic exponentially-fitted modified Runge-Kutta methods of the Gauss type: a review Fourth-order symplectic exponentially-fitted modified Runge-Kutta methods of the Gauss type: a review G. Vanden Berghe and M. Van Daele Vakgroep Toegepaste Wiskunde en Informatica, Universiteit Gent, Krijgslaan

More information

A Class of an Implicit Stage-two Rational Runge-Kutta Method for Solution of Ordinary Differential Equations

A Class of an Implicit Stage-two Rational Runge-Kutta Method for Solution of Ordinary Differential Equations Journal of Applied Mathematics & Bioinformatics, vol.2, no.3, 2012, 17-31 ISSN: 1792-6602 (print), 1792-6939 (online) Scienpress Ltd, 2012 A Class of an Implicit Stage-two Rational Runge-Kutta Method for

More information

An Overly Simplified and Brief Review of Differential Equation Solution Methods. 1. Some Common Exact Solution Methods for Differential Equations

An Overly Simplified and Brief Review of Differential Equation Solution Methods. 1. Some Common Exact Solution Methods for Differential Equations An Overly Simplified and Brief Review of Differential Equation Solution Methods We will be dealing with initial or boundary value problems. A typical initial value problem has the form y y 0 y(0) 1 A typical

More information

Downloaded 12/15/15 to Redistribution subject to SIAM license or copyright; see

Downloaded 12/15/15 to Redistribution subject to SIAM license or copyright; see SIAM J. NUMER. ANAL. Vol. 40, No. 4, pp. 56 537 c 2002 Society for Industrial and Applied Mathematics PREDICTOR-CORRECTOR METHODS OF RUNGE KUTTA TYPE FOR STOCHASTIC DIFFERENTIAL EQUATIONS KEVIN BURRAGE

More information

Remark on the Sensitivity of Simulated Solutions of the Nonlinear Dynamical System to the Used Numerical Method

Remark on the Sensitivity of Simulated Solutions of the Nonlinear Dynamical System to the Used Numerical Method International Journal of Mathematical Analysis Vol. 9, 2015, no. 55, 2749-2754 HIKARI Ltd, www.m-hikari.com http://dx.doi.org/10.12988/ijma.2015.59236 Remark on the Sensitivity of Simulated Solutions of

More information

Linearization of Two Dimensional Complex-Linearizable Systems of Second Order Ordinary Differential Equations

Linearization of Two Dimensional Complex-Linearizable Systems of Second Order Ordinary Differential Equations Applied Mathematical Sciences, Vol. 9, 2015, no. 58, 2889-2900 HIKARI Ltd, www.m-hikari.com http://dx.doi.org/10.12988/ams.2015.4121002 Linearization of Two Dimensional Complex-Linearizable Systems of

More information

Quadratic Optimization over a Polyhedral Set

Quadratic Optimization over a Polyhedral Set International Mathematical Forum, Vol. 9, 2014, no. 13, 621-629 HIKARI Ltd, www.m-hikari.com http://dx.doi.org/10.12988/imf.2014.4234 Quadratic Optimization over a Polyhedral Set T. Bayartugs, Ch. Battuvshin

More information

Finite Differences for Differential Equations 28 PART II. Finite Difference Methods for Differential Equations

Finite Differences for Differential Equations 28 PART II. Finite Difference Methods for Differential Equations Finite Differences for Differential Equations 28 PART II Finite Difference Methods for Differential Equations Finite Differences for Differential Equations 29 BOUNDARY VALUE PROBLEMS (I) Solving a TWO

More information

Adaptation of Taylor s Formula for Solving System of Differential Equations

Adaptation of Taylor s Formula for Solving System of Differential Equations Nonlinear Analysis and Differential Equations, Vol. 4, 2016, no. 2, 95-107 HIKARI Ltd, www.m-hikari.com http://dx.doi.org/10.12988/nade.2016.51144 Adaptation of Taylor s Formula for Solving System of Differential

More information

Application of the perturbation iteration method to boundary layer type problems

Application of the perturbation iteration method to boundary layer type problems DOI 10.1186/s40064-016-1859-4 RESEARCH Open Access Application of the perturbation iteration method to boundary layer type problems Mehmet Pakdemirli * *Correspondence: mpak@cbu.edu.tr Applied Mathematics

More information

Curriculum Vitae Hassan Eltayeb Gadain Salaim Institute for Mathematics Research University Putra Malaysia, UPM, Serdang, Selangor

Curriculum Vitae Hassan Eltayeb Gadain Salaim Institute for Mathematics Research University Putra Malaysia, UPM, Serdang, Selangor Curriculum Vitae Hassan Eltayeb Gadain Salaim Institute for Mathematics Research University Putra Malaysia, 43400 UPM, Serdang, Selangor Personal Information Name: Hassan Eltayeb Gadaub Salaim Date of

More information

Solving scalar IVP s : Runge-Kutta Methods

Solving scalar IVP s : Runge-Kutta Methods Solving scalar IVP s : Runge-Kutta Methods Josh Engwer Texas Tech University March 7, NOTATION: h step size x n xt) t n+ t + h x n+ xt n+ ) xt + h) dx = ft, x) SCALAR IVP ASSUMED THROUGHOUT: dt xt ) =

More information

An Optimized Symmetric 8-Step Semi-Embedded Predictor-Corrector Method for IVPs with Oscillating Solutions

An Optimized Symmetric 8-Step Semi-Embedded Predictor-Corrector Method for IVPs with Oscillating Solutions Appl. Math. Inf. Sci., No., - () Applied Mathematics & Information Sciences An International Journal An Optimized Symmetric -Step Semi-Embedded Predictor-Corrector Method for IVPs with Oscillating Solutions

More information

Recurrence Relations between Symmetric Polynomials of n-th Order

Recurrence Relations between Symmetric Polynomials of n-th Order Applied Mathematical Sciences, Vol. 8, 214, no. 15, 5195-522 HIKARI Ltd, www.m-hikari.com http://dx.doi.org/1.12988/ams.214.47525 Recurrence Relations between Symmetric Polynomials of n-th Order Yuriy

More information

Numerical Solution of Second Order Singularly Perturbed Differential Difference Equation with Negative Shift. 1 Introduction

Numerical Solution of Second Order Singularly Perturbed Differential Difference Equation with Negative Shift. 1 Introduction ISSN 749-3889 print), 749-3897 online) International Journal of Nonlinear Science Vol.8204) No.3,pp.200-209 Numerical Solution of Second Order Singularly Perturbed Differential Difference Equation with

More information

VARIABLE-STEP VARIABLE-ORDER 3-STAGE HERMITE-BIRKHOFF-OBRECHKOFF ODE SOLVER OF ORDER 4 TO 14

VARIABLE-STEP VARIABLE-ORDER 3-STAGE HERMITE-BIRKHOFF-OBRECHKOFF ODE SOLVER OF ORDER 4 TO 14 CANADIAN APPLIED MATHEMATICS QUARTERLY Volume 4, Number 4, Winter 6 VARIABLE-STEP VARIABLE-ORDER 3-STAGE HERMITE-BIRKHOFF-OBRECHKOFF ODE SOLVER OF ORDER 4 TO 4 TRUONG NGUYEN-BA, HEMZA YAGOUB, YU ZHANG

More information

Numerical Methods - Initial Value Problems for ODEs

Numerical Methods - Initial Value Problems for ODEs Numerical Methods - Initial Value Problems for ODEs Y. K. Goh Universiti Tunku Abdul Rahman 2013 Y. K. Goh (UTAR) Numerical Methods - Initial Value Problems for ODEs 2013 1 / 43 Outline 1 Initial Value

More information

An Implementation of QSAOR Iterative Method for Non-Homogeneous Helmholtz Equations

An Implementation of QSAOR Iterative Method for Non-Homogeneous Helmholtz Equations International Journal of Contemporary Mathematical Sciences Vol. 11, 2016, no. 2, 85-96 HIKARI Ltd, www.m-hikari.com http://dx.doi.org/10.12988/ijcms.2016.51047 An Implementation of QSAOR Iterative Method

More information

Math 216 Final Exam 14 December, 2017

Math 216 Final Exam 14 December, 2017 Math 216 Final Exam 14 December, 2017 This sample exam is provided to serve as one component of your studying for this exam in this course. Please note that it is not guaranteed to cover the material that

More information

Backward error analysis

Backward error analysis Backward error analysis Brynjulf Owren July 28, 2015 Introduction. The main source for these notes is the monograph by Hairer, Lubich and Wanner [2]. Consider ODEs in R d of the form ẏ = f(y), y(0) = y

More information

SOME PROPERTIES OF SYMPLECTIC RUNGE-KUTTA METHODS

SOME PROPERTIES OF SYMPLECTIC RUNGE-KUTTA METHODS SOME PROPERTIES OF SYMPLECTIC RUNGE-KUTTA METHODS ERNST HAIRER AND PIERRE LEONE Abstract. We prove that to every rational function R(z) satisfying R( z)r(z) = 1, there exists a symplectic Runge-Kutta method

More information

CS 450 Numerical Analysis. Chapter 9: Initial Value Problems for Ordinary Differential Equations

CS 450 Numerical Analysis. Chapter 9: Initial Value Problems for Ordinary Differential Equations Lecture slides based on the textbook Scientific Computing: An Introductory Survey by Michael T. Heath, copyright c 2018 by the Society for Industrial and Applied Mathematics. http://www.siam.org/books/cl80

More information

Numerical solution of stiff systems of differential equations arising from chemical reactions

Numerical solution of stiff systems of differential equations arising from chemical reactions Iranian Journal of Numerical Analysis and Optimization Vol 4, No. 1, (214), pp 25-39 Numerical solution of stiff systems of differential equations arising from chemical reactions G. Hojjati, A. Abdi, F.

More information

Quadratic SDIRK pair for treating chemical reaction problems.

Quadratic SDIRK pair for treating chemical reaction problems. Quadratic SDIRK pair for treating chemical reaction problems. Ch. Tsitouras TEI of Chalkis, Dept. of Applied Sciences, GR 34400 Psahna, Greece. I. Th. Famelis TEI of Athens, Dept. of Mathematics, GR 12210

More information

Ordinary differential equations - Initial value problems

Ordinary differential equations - Initial value problems Education has produced a vast population able to read but unable to distinguish what is worth reading. G.M. TREVELYAN Chapter 6 Ordinary differential equations - Initial value problems In this chapter

More information

A family of A-stable Runge Kutta collocation methods of higher order for initial-value problems

A family of A-stable Runge Kutta collocation methods of higher order for initial-value problems IMA Journal of Numerical Analysis Advance Access published January 3, 2007 IMA Journal of Numerical Analysis Pageof20 doi:0.093/imanum/drl00 A family of A-stable Runge Kutta collocation methods of higher

More information

Graded Project #1. Part 1. Explicit Runge Kutta methods. Goals Differential Equations FMN130 Gustaf Söderlind and Carmen Arévalo

Graded Project #1. Part 1. Explicit Runge Kutta methods. Goals Differential Equations FMN130 Gustaf Söderlind and Carmen Arévalo 2008-11-07 Graded Project #1 Differential Equations FMN130 Gustaf Söderlind and Carmen Arévalo This homework is due to be handed in on Wednesday 12 November 2008 before 13:00 in the post box of the numerical

More information

High-order symmetric schemes for the energy conservation of polynomial Hamiltonian problems.

High-order symmetric schemes for the energy conservation of polynomial Hamiltonian problems. High-order symmetric schemes for the energy conservation of polynomial Hamiltonian problems. Felice Iavernaro and Donato Trigiante Abstract We define a class of arbitrary high order symmetric one-step

More information

Uniform Order Legendre Approach for Continuous Hybrid Block Methods for the Solution of First Order Ordinary Differential Equations

Uniform Order Legendre Approach for Continuous Hybrid Block Methods for the Solution of First Order Ordinary Differential Equations IOSR Journal of Mathematics (IOSR-JM) e-issn: 8-58, p-issn: 319-65X. Volume 11, Issue 1 Ver. IV (Jan - Feb. 015), PP 09-14 www.iosrjournals.org Uniform Order Legendre Approach for Continuous Hybrid Block

More information

On the Diagonal Approximation of Full Matrices

On the Diagonal Approximation of Full Matrices On the Diagonal Approximation of Full Matrices Walter M. Lioen CWI P.O. Box 94079, 090 GB Amsterdam, The Netherlands ABSTRACT In this paper the construction of diagonal matrices, in some

More information

2 Numerical Methods for Initial Value Problems

2 Numerical Methods for Initial Value Problems Numerical Analysis of Differential Equations 44 2 Numerical Methods for Initial Value Problems Contents 2.1 Some Simple Methods 2.2 One-Step Methods Definition and Properties 2.3 Runge-Kutta-Methods 2.4

More information

Exponential Integrators

Exponential Integrators Exponential Integrators John C. Bowman and Malcolm Roberts (University of Alberta) June 11, 2009 www.math.ualberta.ca/ bowman/talks 1 Outline Exponential Integrators Exponential Euler History Generalizations

More information

Review Higher Order methods Multistep methods Summary HIGHER ORDER METHODS. P.V. Johnson. School of Mathematics. Semester

Review Higher Order methods Multistep methods Summary HIGHER ORDER METHODS. P.V. Johnson. School of Mathematics. Semester HIGHER ORDER METHODS School of Mathematics Semester 1 2008 OUTLINE 1 REVIEW 2 HIGHER ORDER METHODS 3 MULTISTEP METHODS 4 SUMMARY OUTLINE 1 REVIEW 2 HIGHER ORDER METHODS 3 MULTISTEP METHODS 4 SUMMARY OUTLINE

More information

Optimal Runge Kutta Methods for First Order Pseudospectral Operators

Optimal Runge Kutta Methods for First Order Pseudospectral Operators Journal of Computational Physics 5, 404 49 (999) Article ID jcph.999.660, available online at http://www.idealibrary.com on Optimal Runge Kutta Methods for First Order Pseudospectral Operators J. L. Mead

More information

The Solution of Weakly Nonlinear Oscillatory Problems with No Damping Using MAPLE

The Solution of Weakly Nonlinear Oscillatory Problems with No Damping Using MAPLE World Applied Sciences Journal (): 64-69, 0 ISSN 88-495 IDOSI Publications, 0 DOI: 0.589/idosi.wasj.0..0.09 The Solution of Weakly Nonlinear Oscillatory Problems with No Damping Using MAPLE N. Hashim,

More information

THE θ-methods IN THE NUMERICAL SOLUTION OF DELAY DIFFERENTIAL EQUATIONS. Karel J. in t Hout, Marc N. Spijker Leiden, The Netherlands

THE θ-methods IN THE NUMERICAL SOLUTION OF DELAY DIFFERENTIAL EQUATIONS. Karel J. in t Hout, Marc N. Spijker Leiden, The Netherlands THE θ-methods IN THE NUMERICAL SOLUTION OF DELAY DIFFERENTIAL EQUATIONS Karel J. in t Hout, Marc N. Spijker Leiden, The Netherlands 1. Introduction This paper deals with initial value problems for delay

More information

Trigonometrically tted predictor corrector methods for IVPs with oscillating solutions

Trigonometrically tted predictor corrector methods for IVPs with oscillating solutions Journal of Computational and Applied Mathematics 58 (23) 35 44 www.elsevier.com/locate/cam Trigonometrically tted predictor corrector methods for IVPs with oscillating solutions G.Psihoyios a, T.E. Simos

More information

NUMERICAL SOLUTION OF DELAY DIFFERENTIAL EQUATIONS VIA HAAR WAVELETS

NUMERICAL SOLUTION OF DELAY DIFFERENTIAL EQUATIONS VIA HAAR WAVELETS TWMS J Pure Appl Math V5, N2, 24, pp22-228 NUMERICAL SOLUTION OF DELAY DIFFERENTIAL EQUATIONS VIA HAAR WAVELETS S ASADI, AH BORZABADI Abstract In this paper, Haar wavelet benefits are applied to the delay

More information

Research Article An Accurate Block Hybrid Collocation Method for Third Order Ordinary Differential Equations

Research Article An Accurate Block Hybrid Collocation Method for Third Order Ordinary Differential Equations Applied Mathematics, Article ID 549597, 9 pages http://dx.doi.org/1.1155/14/549597 Research Article An Accurate Bloc Hybrid Collocation Method for Third Order Ordinary Differential Equations Lee Ken Yap,

More information

DIRECTLY SOLVING SECOND ORDER LINEAR BOUNDARY VALUE PROBLEMS OF ORDINARY DIFFERENTIAL EQUATIONS. Ra ft Abdelrahim 1, Z. Omar 2

DIRECTLY SOLVING SECOND ORDER LINEAR BOUNDARY VALUE PROBLEMS OF ORDINARY DIFFERENTIAL EQUATIONS. Ra ft Abdelrahim 1, Z. Omar 2 International Journal of Pure and Applied Matematics Volume 6 No. 6, -9 ISSN: - (printed version); ISSN: -95 (on-line version) url: ttp://www.ijpam.eu doi:.7/ijpam.v6i. PAijpam.eu DIRECTLY SOLVING SECOND

More information

Solving Ordinary Differential equations

Solving Ordinary Differential equations Solving Ordinary Differential equations Taylor methods can be used to build explicit methods with higher order of convergence than Euler s method. The main difficult of these methods is the computation

More information

Examination paper for TMA4215 Numerical Mathematics

Examination paper for TMA4215 Numerical Mathematics Department of Mathematical Sciences Examination paper for TMA425 Numerical Mathematics Academic contact during examination: Trond Kvamsdal Phone: 93058702 Examination date: 6th of December 207 Examination

More information

Review: Power series define functions. Functions define power series. Taylor series of a function. Taylor polynomials of a function.

Review: Power series define functions. Functions define power series. Taylor series of a function. Taylor polynomials of a function. Taylor Series (Sect. 10.8) Review: Power series define functions. Functions define power series. Taylor series of a function. Taylor polynomials of a function. Review: Power series define functions Remarks:

More information

A CLASS OF CONTINUOUS HYBRID LINEAR MULTISTEP METHODS FOR STIFF IVPs IN ODEs

A CLASS OF CONTINUOUS HYBRID LINEAR MULTISTEP METHODS FOR STIFF IVPs IN ODEs ANALELE ŞTIINŢIFICE ALE UNIVERSITĂŢII AL.I. CUZA DIN IAŞI (S.N.) MATEMATICĂ, Tomul LVIII, 0, f. A CLASS OF CONTINUOUS HYBRID LINEAR MULTISTEP METHODS FOR STIFF IVPs IN ODEs BY R.I. OKUONGHAE Abstract.

More information