Order conditions for canonical Runge-Kutta-Nyström methods

We are concerned with Runge-Kutta-Nyström methods for the integration of second order systems of the special formd ² y/dt ²=f(y). If the functionf is the gradient of a scalar field, then the system is Hamiltonian and it may be advantageous to integrate it by a so-called canonical Runge-Kutta-Nyström formula. We show that the equations that must be imposed on the coefficients of the method to ensure canonicity are simplifying assumptions that lower the number of independent order conditions. We count the number of order conditions, both for general and for canonical Runge-Kutta-Nyström formulae.This research has been supported by Junta de Castilla y León under project 1031-89 and by Dirección General de Investigación Científica y Técnica under project PB89-0351.     

On the generation of mono-implicit Runge-Kutta-Nyström methods by mono-implicit Runge-Kutta methods

Mono-implicit Runge-Kutta methods can be used to generate implicit Runge-Kutta-Nyström (IRKN) methods for the numerical solution of systems of second-order differential equations. The paper is concerned with the investigation of the conditions to be fulfilled by the mono-implicit Runge-Kutta (MIRK) method in order to generate a mono-implicit Runge-Kutta-Nyström method (MIRKN) that is P-stable. One of the main theoretical results is the property that MIRK methods (in standard form) cannot generate MIRKN methods (in standard form) of order greater than 4. Many examples of MIRKN methods generated by MIRK methods are presented.     

Energy-preserving trigonometrically fitted continuous stage Runge-Kutta-Nyström methods for oscillatory Hamiltonian systems

Numerical Algorithms - Recently, continuous-stage Runge-Kutta-Nyström (CSRKN) methods for solving numerically second-order initial value problem $q^{prime prime }= f(q)$ have been proposed...     

Practical symplectic partitioned Runge–Kutta and Runge–Kutta–Nyström methods

We present new symmetric fourth and sixth-order symplectic partitioned Runge–Kutta and Runge–Kutta–Nyström methods. We studied compositions using several extra stages, optimising the efficiency. An effective error, E_f, is defined and an extensive search is carried out using the extra parameters. The new methods have smaller values of E_f than other methods found in the literature. When applied to several examples they perform up to two orders of magnitude better than previously known method, which is in very good agreement with the values of E_f.     

A note on a diagonally implicit Runge-Kutta-Nyström method

It is shown that it is possible to obtain fourth-order accurate diagonally implicit Runge-Kutta-Nyström methods with only 2 stages. The scheme with the largest interval of periodicity, i.e. (0, 12), is given. Furthermore, the requirement of P-stability decreases the order to 2.     

A mono-implicit Runge-Kutta-Nyström modification of the Numerov method

We present two two-parameter families of fourth-order mono-implicit Runge-Kutta-Nyström methods. Each member of these families can be considered as a modification of the Numerov method. We analyze the stability and periodicity properties of these methods. It is shown that (i) within one of these families there exist A-stable (even L-stable) and P-stable methods, and (ii) in both families there exist methods with a phase lag of order six.     

Explicit pseudo two-step exponential Runge–Kutta methods for the numerical integration of first-order differential equations

Numerical Algorithms - This paper is devoted to the explicit pseudo two-step exponential Runge–Kutta (EPTSERK) methods for the numerical integration of first-order ordinary differential...     

Mono-Implicit Runge-Kutta-Nyström Methods with Application to Boundary Value Ordinary Differential Equations

The successful use of mono-implicit Runge—Kutta methods has been demonstrated by several researchers who have employed these methods in software packages for the numerical solution of boundary value ordinary differential equations. However, these methods are only applicable to first order systems of equations while many boundary value systems involve higher order equations. While it is straightforward to convert such systems to first order, several advantages, including substantial gains in efficiency, higher continuity of the approximate solution, and lower storage requirements, are realized when the equations can be treated in their original higher order form. In this paper, we consider generalizations of mono-implicit Runge—Kutta methods, called mono-implicit Runge—Kutta—Nyström methods, suitable for systems of second order ordinary differential equations having the general form, y(t) = f(t,y(t),y(t)), and derive optimal symmetric methods of orders two, four, and six. We also introduce continuous mono-implicit Runge—Kutta—Nyström methods which allow us to provide continuous solution and derivative approximations. Numerical results are included to demonstrate the effectiveness of these methods; savings of 65% are attained in some instances.This revised version was published online in October 2005 with corrections to the Cover Date.     

Order conditions for General Linear Nyström methods

The purpose of this paper is to analyze the algebraic theory of order for the family of general linear Nyström (GLN) methods introduced in D’Ambrosio et al. (Numer. Algorithm 61(2), 331–349, 2012) with the aim to provide a general framework for the representation and analysis of numerical methods solving initial value problems based on second order ordinary differential equations (ODEs). Our investigation is carried out by suitably extending the theory of B-series for second order ODEs to the case of GLN methods, which leads to a general set of order conditions. This allows to recover the order conditions of numerical methods already known in the literature, but also to assess a general approach to study the order conditions of new methods, simply regarding them as GLN methods: the obtained results are indeed applied to both known and new methods for second order ODEs.     

Exponentially-fitted Runge-Kutta-Nyström method for the numerical solution of initial-value problems with oscillating solutions

A new approach for constructing efficient Runge-Kutta-Nyström methods is introduced in this paper. Based on this new approach a new exponentially-fitted Runge-Kutta-Nyström fourth-algebraic-order method is obtained for the numerical solution of initial-value problems with oscillating solutions. The new method has an extended interval of periodicity. Numerical illustrations on well-known initial-value problems with oscillating solutions indicate that the new method is more efficient than other ones.     

Solving Schrödinger equation by using modified variational iteration and homotopy analysis methods

In this paper, a nonlinear Schr ö dinger equation is solved by using the variational iteration method (VIM), modified variational iteration method (MVIM) and homotopy analysis method (HAM) numerically. For each method, the approximate solution of this equation is calculated based on a recursive relation which its components are computed easily. The existence and uniqueness of the solution and the convergence of the proposed methods are proved. A numerical example is studied to demonstrate the accuracy of the given algorithms     

Stable Runge–Kutta–Nyström methods for dissipative stiff problems

The definition of stability for Runge–Kutta–Nyström methods applied to stiff second-order in time problems has been recently revised, proving that it is necessary to add a new condition on the coefficients in order to guarantee the stability. In this paper, we study the case of second-order in time problems in the nonconservative case. For this, we construct an $RThe definition of stability for Runge–Kutta–Nystr?m methods applied to stiff second-order in time problems has been recently revised, proving that it is necessary to add a new condition on the coefficients in order to guarantee the stability. In this paper, we study the case of second-order in time problems in the nonconservative case. For this, we construct an -stable Runge–Kutta–Nystr?m method with two stages satisfying this condition of stability and we show numerically the advantages of this new method.This research was supported by MTM 2004-08012 and JCYL VA103/04.     

Runge–Kutta–Nyström‐type parallel block predictor–corrector methods

This paper describes the construction of block predictor–corrector methods based on Runge–Kutta–Nyström correctors. Our approach is to apply the predictor–corrector method not only with stepsize h, but, in addition (and simultaneously) with stepsizes a _i h, i = 1 ...,r. In this way, at each step, a whole block of approximations to the exact solution at off‐step points is computed. In the next step, these approximations are used to obtain a high‐order predictor formula using Lagrange or Hermite interpolation. Since the block approximations at the off‐step points can be computed in parallel, the sequential costs of these block predictor–corrector methods are comparable with those of a conventional predictor–corrector method. Furthermore, by using Runge–Kutta–Nyström corrector methods, the computation of the approximation at each off‐step point is also highly parallel. Numerical comparisons on a shared memory computer show the efficiency of the methods for problems with expensive function evaluations.     

Phase-lag analysis of explicit Nyström methods fory″=f(x,y)

We examine phase-lag (frequency distortion) of the two-parameter familyM ₄(₁, ₃) of fourth order explicit Nyström methods of [1] by applying these to the test equation:y+ ² y=0, >0. While the methodM ₄(1/6, 5/6) possessing the largest interval of periodicity of size 3.46 has a phase-lag of (1/4320)H (H ⁴=h, h is the step-size), we show that there exist two fourth order methods ofM ₄(₁, ₃) for which the phase-lag is minimal and of size (1/40320)H ⁶; interestingly, both methods also possess a sizable interval of periodicity of length 2.75 each.     

On the stability of a modified Nyström method for Mellin convolution equations in weighted spaces

This paper deals with the numerical solution of second kind integral equations with fixed singularities of Mellin convolution type. The main difficulty in solving such equations is the proof of the stability of the chosen numerical method, being the noncompactness of the Mellin integral operator the chief theoretical barrier. Here, we propose a Nyström method suitably modified in order to achieve the theoretical stability under proper assumptions on the Mellin kernel. We also provide an error estimate in weighted uniform norm and prove the well-conditioning of the involved linear systems. Some numerical tests which confirm the efficiency of the method are shown.