A note on pseudo-symplectic Runge-Kutta methods

Aubry and Chartier introduced (1998) the concept of pseudo-symplecticness in order to construct explicit Runge-Kutta methods, which mimic symplectic ones. Of particular interest are methods of order (p, 2p), i.e., of orderp and pseudo-symplecticness order 2p, for which the growth of the global error remains linear. The aim of this note is to show that the lower bound for the minimal number of stages can be achieved forp=4 andp=5.     

The orders of embedded continuous explicit Runge-Kutta methods

Previously, the authors [9] classified various types of continuous explicit Runge-Kutta methods of order 5. Here, new lower bounds on the numbers of stages required for a sequence of continuous methods of increasing orders which are embedded in a continuouss-stage method of orderp are obtained. Carnicer [2] showed for each continuous explicit Runge-Kutta method of orderp in a mildly restricted family that at least 2p – 2 stages are required. Here, the same bound is established for all such methods of orderp.This research was supported by the Natural Sciences and Engineering Research Council of Canada, and the Information Technology Research Centre of Ontario. In addition, the second author was supported by the Ministero dell'Università e della Ricerca Scientifica e Tecnologica of Italy.     

A bound on the maximum strong order of stochastic Runge-Kutta methods for stochastic ordinary differential equations

In Burrage and Burrage [1] it was shown that by introducing a very general formulation for stochastic Runge-Kutta methods, the previous strong order barrier of order one could be broken without having to use higher derivative terms. In particular, methods of strong order 1.5 were developed in which a Stratonovich integral of order one and one of order two were present in the formulation. In this present paper, general order results are proven about the maximum attainable strong order of these stochastic Runge-Kutta methods (SRKs) in terms of the order of the Stratonovich integrals appearing in the Runge-Kutta formulation. In particular, it will be shown that if ans-stage SRK contains Stratonovich integrals up to orderp then the strong order of the SRK cannot exceed min{(p+1)/2, (s−1)/2},p≥2,s≥3 or 1 ifp=1.     

Symplectic modules

A symplectic module is a finite group with a regular antisymmetric form. The paper determines sufficient conditions for the invariants of the maximal isotropic subgroups (Lagrangians), and asymptotic values for a lower bound of a group which contains Lagrangians of all symplectic modules of a fixed orderp ⁿ. These results have application to the splitting fields of universal division algebras.     

Characterization of allA-stable methods of order 2m-4

The characterization ofA-stable methods is often considered as a very difficult task (see e.g. [1]). In recent years, simple proofs have been found for methods of orderp2m-2 (see [2], [3], [7]). In this paper, we characterize theA-acceptable approximations of orderp 2m-4 and apply the result to 12-parameter families of implicit Runge-Kutta methods.     

Local error estimation for singly-implicit formulas by two-step Runge-Kutta methods

In this paper it is shown that the local discretization error ofs-stage singly-implicit methods of orderp can be estimated by embedding these methods intos-stage two-step Runge-Kutta methods of orderp+1, wherep=s orp=s+1. These error estimates do not require any extra evaluations of the right hand side of the differential equations. This is in contrast with the error estimation schemes based on embedded pairs of two singly-implicit methods proposed by Burrage.The work of A. Bellen and M. Zennaro was supported by the CNR and MPI. The work of Z. Jackiewicz was supported by the CNR and by the NSF under grant DMS-8520900.     

Variable stepsize continuous two-step Runge-Kutta methods for ordinary differential equations

A general class of variable stepsize continuous two-step Runge-Kutta methods is investigated. These methods depend on stage values at two consecutive steps. The general convergence and order criteria are derived and examples of methods of orderp and stage orderq=p orq=p–1 are given forp5. Numerical examples are presented which demonstrate that high order and high stage order are preserved on nonuniform meshes with large variations in ratios between consecutive stepsizes.The work of the first author was supported by the National Science Foundation under grant NSF DMS-9208048. The work of the second author was supported by the Italian Government.     

Stabilized multistep methods for index 2 Euler-Lagrange DAEs

We consider multistep discretizations, stabilized by -blocking, for Euler-Lagrange DAEs of index 2. Thus we may use nonstiff multistep methods with an appropriate stabilizing difference correction applied to the Lagrangian multiplier term. We show that orderp =k + 1 can be achieved for the differential variables with orderp =k for the Lagrangian multiplier fork-step difference corrected BDF methods as well as for low orderk-step Adams-Moulton methods. This approach is related to the recently proposed half-explicit Runge-Kutta methods.     

Unconditionally stable explicit methods for parabolic equations

Summary This paper discussesrational Runge-Kutta methods for stiff differential equations of high dimensions. These methods are explicit and in addition do not require the computation or storage of the Jacobian. A stability analysis (based onn-dimensional linear equations) is given. A second orderA ₀-stable method with embedded error control is constructed and numerical results of stiff problems originating from linear and nonlinear parabolic equations are presented.     

A class of pseudo Runge-Kutta methods

This paper develops a general theory for a class of Runge-Kutta methods which are based, in addition to the stages of the current step, also on the stages of the previous step. Such methods have been introduced previously for the case of one and two stages. We show that for any numbers of stages methods of orderp withs+1 p 2s can be constructed. The paper terminates with a study of step size change and stability.     

On translation planes of orderq 3 that admit a collineation group of orderq 3

Let II be a translation plane of orderq ³, with kernel GF(q) forq a prime power, that admits a collineation groupG of orderq ³ in the linear translation complement. Moreover, assume thatG fixes a point at infinity, acts transitively on the remaining points at infinity andG/E is an abelian group of orderq ², whereE is the elation group ofG.In this article, we determined all such translation planes. They are (i) elusive planes of type I or II or (ii) desirable planes.Furthermore, we completely determined the translation planes of orderp ³, forp a prime, admitting a collineation groupG of orderp ³ in the translation complement such thatG fixes a point at infinity and acts transitively on the remaining points at infinity. They are (i) semifield planes of orderp ³ or (ii) the Sherk plane of order 27.     

Automorphisms of groups of orderp 5

We study automorphisms of groups of orderp ⁵ (p is an odd prime number). Groups without any automorphism of order 2 and groups with group automorphisms of orderp ⁶ are found.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 47, No. 4, pp. 562–565, April, 1995.     

A uniqueness result related to the stability of explicit Runge-Kutta methods

The polynomial associated with the largest disk of stability of anm-stage explict Runge-Kutta method of orderp is unique.     

Half-explicit Runge-Kutta methods with explicit stages for differential-algebraic systems of index 2

Usually the straightforward generalization of explicit Runge-Kutta methods for ordinary differential equations to half-explicit methods for differential-algebraic systems of index 2 results in methods of orderq≤2. The construction of higher order methods is simplified substantially by a slight modification of the method combined with an improved strategy for the computation of the algebraic solution components. We give order conditions up to orderq=5 and study the convergence of these methods. Based on the fifth order method of Dormand and Prince the fifth order half-explicit Runge-Kutta method HEDOP5 is constructed that requires the solution of 6 systems of nonlinear equations per step of integration.     

A-stable diagonally implicit Runge-Kutta-Nyström methods for parallel computers

In this paper, we study diagonally implicit Runge-Kutta-Nyström methods (DIRKN methods) for use on parallel computers. These methods are obtained by diagonally implicit iteration of fully implicit Runge-Kutta-Nyström methods (corrector methods). The number of iterations is chosen such that the method has the same order of accuracy as the corrector, and the iteration parameters serve to make the method at least A-stable. Since a large number of the stages can be computed in parallel, the methods are very efficient on parallel computers. We derive a number of A-stable, strongly A-stable and L-stable DIRKN methods of orderp withs ^* (p) sequential, singly diagonal-implicit stages wheres ^*(p)=[(p+1)/2] ors ^* (p)=[(p+1)/2]+1,[°] denoting the integer part function.These investigations were supported by the University of Amsterdam with a research grant to enable the author to spend a total of two years in Amsterdam.     

On high order symmetric and symplectic trigonometrically fitted Runge-Kutta methods with an even number of stages

The existence and construction of symplectic 2s-stage variable coefficients Runge-Kutta (RK) methods that integrate exactly IVPs whose solution is a trigonometrical polynomial of order s with a given frequency ω is considered. The resulting methods, that can be considered as trigonometrical collocation methods, are fully implicit, symmetric and symplectic RK methods with variable nodes and coefficients that are even functions of ν=ω h (h is the step size), and for ω→0 they tend to the conventional RK Gauss methods. The present analysis extends previous results on two-stage symplectic exponentially fitted integrators of Van de Vyver (Comput. Phys. Commun. 174: 255–262, 2006) and Calvo et al. (J. Comput. Appl. Math. 218: 421–434, 2008) to symmetric and symplectic trigonometrically fitted methods of high order. The algebraic order of the trigonometrically fitted symmetric and symplectic 2s-stage methods is shown to be 4s like in conventional RK Gauss methods. Finally, some numerical experiments with oscillatory Hamiltonian systems are presented.     

ORDER PROPERTIES AND CONSTRUCTION OF SYMPLECTIC RUNGE-KUTTA METHODS

1. IntroductionFOr a given s stage Runge-Kutta methodwith A = [ail], p = [pl, PZt... 5 P.]T and ac = [afl, ry23... ) %]T / 0, we introduce thefollowing simplifying conditions as in Butcher [1]and make the notational convensionwhere 1 5 m? pi(x), i ~ 1, 2, 3,' ? are arbitrarily given i--th polynomials with the property that pi(0) = 0,Note that B(P), C(P) and D(P) are equivalent to BI,. = 0, CI,P = 0 and DI,. = 0respectively. We shall always denote BI,., CI,., DI,. and VI,. by B, …     

A lower bound for the number of stages of an explicit continuous Runge-Kutta method to obtain convergence of given order

In this paper, we show that in order to construct an explicit continuous Runge-Kutta method of orderp, we need at leastp+d – 1 stages, whered is the dimension of the space generated by the vectors(), for rooted trees of orderp. In many particular cases, this lower bound is precisely 2p – 2.Partially supported by C.I.C.Y.T.     

A sixth order diagonally implicit symmetric and symplectic Runge-Kutta method for solving Hamiltonian systems

The paper is concerned with construction of symmetric and symplectic Runge-Kutta methods for Hamiltonian systems. Based on the symplectic and symmetrical properties, a sixth-order diagonally implicit symmetric and symplectic Runge-Kutta method with seven stages is presented, the proposed method proved to be P-stable. Numerical experiments with some Hamiltonian oscillatory problems are presented to show the proposed method is as competitive as the existing Runge-Kutta methods in scientic literature.     

On implicit Runge-Kutta methods with high stage order

It is well known that high stage order is a desirable property for implicit Runge-Kutta methods. In this paper it is shown that it is always possible to construct ans-stage IRK method with a given stability function and stage orders−1 if the stability function is an approximation to the exponential function of at least orders. It is further indicated how to construct such methods as well as in which cases the constructed methods will be stiffly accurate.