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

^{We consider the construction of a special family of Runge–Kutta(RK) collocation methods based on intra-step nodal points ofChebyshev–Gauss–Lobatto type, with A-stability andstiffly accurate characteristics. This feature with its inherentimplicitness makes them suitable for solving stiff initial-valueproblems. In fact, the two simplest cases consist in the well-knowntrapezoidal rule and the fourth-order Runge–Kutta–LobattoIIIA method. We will present here the coefficients up to eighthorder, but we provide the formulas to obtain methods of higherorder. When the number of stages is odd, we have considereda new strategy for changing the step size based on the use ofa pair of methods: the given RK method and a linear multistepone. Some numerical experiments are considered in order to checkthe behaviour of the methods when applied to a variety of initial-valueproblems.}     

Two-step-by-two-step PIRK-type PC methods based on Gauss-Legendre collocation points

This paper concerns with parallel predictor-corrector (PC) iteration methods for solving nonstiff initial-value problems (IVPs) for systems of first-order differential equations. The predictor methods are based on Adams-type formulas. The corrector methods are constructed by using coefficients of s-stage collocation Gauss-Legendre Runge-Kutta (RK) methods based on c₁,…,c_s and the 2s-stage collocation RK methods based on c₁,…,c_s,1+c₁,…,1+c_s. At nth integration step, the stage values of the 2s-stage collocation RK methods evaluated at t_n+(1+c₁)h,…,t_n+(1+c_s)h can be used as the stage values of the collocation Gauss-Legendre RK method for (n+2)th integration step. By this way, we obtain the corrector methods in which the integration processes can be proceeded two-step-by-two-step. The resulting parallel PC iteration methods which are called two-step-by-two-step (TBT) parallel-iterated RK-type (PIRK-type) PC methods based on Gauss-Legendre collocation points (two-step-by-two-step PIRKG methods or TBTPIRKG methods) give us a faster integration process. Fixed step size applications of these TBTPIRKG methods to the three widely used test problems reveal that the new parallel PC iteration methods are much more efficient when compared with the well-known parallel-iterated RK methods (PIRK methods) and sequential codes ODEX, DOPRI5 and DOP853 available from the literature.     

CHARACTERIZATIONS OF SYMMETRIC MULTISTEP RUNGE-KUTTA METHODS

Some characterizations for symmetric multistep Runge-Kutta(RK) methods are obtained. Symmetric two-step RK methods with one and two-stages are presented. Numerical examples show that symmetry of multistep RK methods alone is not sufficient for long time integration for reversible Hamiltonian systems. This is an important difference between one-step and multistep symmetric RK methods.     

求解多延迟微分方程的Runge-Kutta方法的收缩性

该文涉及多延迟微分方程MDDEs系统的理论解与数值解的收缩性．为此,一些新的稳定性概念诸如：BN_f^(m)-稳定性及GRN_m-稳定性稳定性被引入．该探讨得出：Ｒｕｎｇｅ Ｋｕｔｔａ（ＲＫ）方法及相应的连续插值的BN^(m)-稳定性导致求解MDDEs的方法的收缩性（GRN_m-稳定性）．     

A modified Runge-Kutta method for the numerical solution of ODE''s with oscillation solutions

A modified Runge-Kutta method with minimal phase-lag is developed for the numerical solution of Ordinary Differential Equations with oscillating solutions. The method is based on the accurate Runge-Kutta method of Sharp and Smart RK4SS(5) (see [1]) of order five. Numerical and theoretical results show that this new approach is more efficient, compared with the fifth order Runge-Kutta Sharp and Smart method.     

Specialized Runge-Kutta methods for index differential-algebraic equations

We consider the numerical solution of systems of semi-explicit index differential-algebraic equations (DAEs) by methods based on Runge-Kutta (RK) coefficients. For nonstiffly accurate RK coefficients, such as Gauss and Radau IA coefficients, the standard application of implicit RK methods is generally not superconvergent. To reestablish superconvergence projected RK methods and partitioned RK methods have been proposed. In this paper we propose a simple alternative which does not require any extra projection step and does not use any additional internal stage. Moreover, symmetry of Gauss methods is preserved. The main idea is to replace the satisfaction of the constraints at the internal stages in the standard definition by enforcing specific linear combinations of the constraints at the numerical solution and at the internal stages to vanish. We call these methods specialized Runge-Kutta methods for index DAEs (SRK-DAE).

     

Improved starting methods for two-step Runge–Kutta methods of stage-order p−3

In [Japan JIAM 19 (2002) 227], Jackiewicz and Verner derived formulas for, and tested the implementation of two-step Runge–Kutta (TSRK) pairs. For pairs of orders 3 and 4, the error estimator accurately tracked the exact local truncation error on several nonlinear test problems. However, for pairs designed to achieve order 8, the results appeared to be only of order 6.This deficiency was identified in [SIAM J. Numer. Anal. 34 (1997) 2087 [2]] by Hairer and Wanner who used B-series to formulate a complete set of order conditions for TSRK methods, and showed that if the order of a TSRK method is at least two greater than its stage-order, special starting values are necessary for the first step.In forthcoming paper [Starting methods for two-step Runge–Kutta methods of stage-order 3 and order 6, J. Comput. Appl. Math.], Verner showed that such starting values have to be perturbed from their asymptotically correct values to include errors of precisely the form which the selected TSRK formula is designed to propagate from step to step. For TSRK methods of order 6, it was shown that a complementary set of Runge–Kutta methods could be utilized to obtain suitably perturbed starting values, and that each method of the set could be derived by solving appropriately modified order conditions directly. The design used there required solving an intricate polynomial equation. Here, the design is improved, and new starting methods are simpler to derive, and perhaps may lead to starting methods for TSRK methods of order 8.     

Symplectic RK Methods and Symplectic PRK Methods with Real Eigenvalues

Properties of symplectic Runge-Kutta (RK) methods and symplectic partitioned Runge-Kutta (PRK) methods with real eigenvalues are discussed in this paper. It is shown that an s stage such method can‘t reach order more than s 1. Particularly, we prove that no symplectic RK method with real eigenvalues exists in stage s of order s 1 when s is even. But an example constructed by using the W-transformation shows that PRK method of this type does not necessarily meet this order barrier. Another useful way other than W-transformation to construct symplectic PRK method with real eigenvalues is then presented. Finally, a class of efficient symplectic methods is recommended.     

NONLINEAR STABILITY OF NATURAL RUNGE-KUTTA METHODS FOR NEUTRAL DELAY DIFFERENTIAL EQUATIONS

This paper first presents the stability analysis of theoretical solutions for a class of nonlinear neutral delay-differential equations (NDDEs). Then the numerical analogous results, of the natural Runge-Kutta (NRK) methods for the same class of nonlinear NDDEs, are given. In particular, it is shown that the (k, l)-algebraic stability of a RK method for ODEs implies the generalized asymptotic stability and the global stability of the induced NRK method.     

Delay-dependent stability of Runge-Kutta methods for neutral systems with distributed delays

The aim of this paper is to analyze the asymptotic stability of Runge-Kutta (RK) methods for neutral systems with distributed delays. With an adaptation of the argument principle, some sufficient criteria for weak delay-dependent stability of numerical solutions are proposed. Several numerical examples are performed to confirm the effectiveness of our theoretical results.     

New Runge–Kutta Based Schemes for ODEs with Cheap Global Error Estimation

We present a particular 5th order one-step integrator for ODEs that provides an estimation of the global error. It's based on the class of one-step integrator for ODEs of Murua and Makazaga considered as a generalization of the globally embedded RK methods of Dormand, Gilmore and Prince. The scheme we present cheaply gives useful information on the behavior of the global error. Some numerical experiments show that the estimation of the global error reflects the propagation of the true global error. Moreover we present a new step-size adjustment strategy that takes advantage of the available information about the global error. The new strategy is specially suitable for problems with exponential error growth.     

A note on the convergence of discretized dynamic iteration

In this note we prove convergence results, including error estimates, for the dynamic iteration scheme where the forward Euler and backward Euler method are used to compute the iterates. The proofs are interesting in that they are exact analogues of the proof for the continuous case, using discrete versions of Gronwall's inequality.     

General Linear Methods for Stiff Differential Equations

A new type of general linear method is constructed which combines A-stability or L-stability with ease of implementation. The method is structured in such a manner that its stability region is identical with that of a Runge-Kutta method, using a restriction known as inherent RK stability.This revised version was published online in October 2005 with corrections to the Cover Date.     

An improvement on the positivity results for 2-stage explicit Runge-Kutta methods

In this paper, we investigate the positivity property for a class of 2-stage explicit Runge-Kutta (RK2) methods of order two when applied to the numerical solution of special nonlinear initial value problems (IVPs) for ordinary differential equations (ODEs). We also pay particular attention to monotonicity property. We obtain new results for positivity which are important in practical applications. We provide some numerical examples to illustrate our results.     

A Family of Fifth-Order Runge-Kutta Pairs

The construction of a Runge-Kutta pair of order with the minimal number of stages requires the solution of a nonlinear system of order conditions in unknowns. We define a new family of pairs which includes pairs using function evaluations per integration step as well as pairs which additionally use the first function evaluation from the next step. This is achieved by making use of Kutta's simplifying assumption on the original system of the order conditions, i.e., that all the internal nodes of a method contributing to the estimation of the endpoint solution provide, at these nodes, cost-free second-order approximations to the true solution of any differential equation. In both cases the solution of the resulting system of nonlinear equations is completely classified and described in terms of five free parameters. Optimal Runge-Kutta pairs with respect to minimized truncation error coefficients, maximal phase-lag order and various stability characteristics are presented. These pairs were selected under the assumption that they are used in Local Extrapolation Mode (the propagated solution of a problem is the one provided by the fifth-order formula of the pair). Numerical results obtained by testing the new pairs over a standard set of test problems suggest a significant improvement in efficiency when using a specific pair of the new family with minimized truncation error coefficients, instead of some other existing pairs.

     

Runge–Kutta interpolants for high precision computations

Runge–Kutta (RK) pairs furnish approximations of the solution of an initial value problem at discrete points in the interval of integration. Many techniques for enriching these methods with continuous approximations have been proposed. Here we construct C ¹ continuous, eighth and ninth order interpolation methods for a recently appeared RK pair of orders 9(8). These interpolants share a very small leading truncation error making them suitable for use at quadruple precision, i.e. 32–33 decimal digits of accuracy. Extended numerical results justify our effort.     

Trigonometric fitted modification of RADAU5

Implicit Runge-Kutta (RK) methods are in common use when addressing stiff initial value problems (IVP). They usually share the property of A-stability that is of crucial importance in solving the latter type of IVP. Radau IIA family of implicit RK methods is among the preferred ones. Especially its fifth-order representative named RADAU5 has received a lot of attention for use with lax accuracies. Here, we try the lesser possible perturbation of its coefficients. Then, we derive a trigonometric fitted modification that is intended to be applied in periodic IVPs. Numerical tests over a variety of problems with oscillatory solutions justify our effort.     

A reconsideration of some embedded Runge—Kutta formulae

The RK5(4) and RK6(5) embedded Runge—Kutta formulae are reconsidered with regard to enlarging regions of absolute stability while retaining satisfactory truncation error norms. Results from standard tests for the above pairs are presented in comparison with an efficient RK8(7) embedded formula.     

Runge-Kutta Methods for the Numerical Solution of Stiff Semilinear Systems

This paper studies the stability and convergence properties of general Runge-Kutta methods when they are applied to stiff semilinear systems y(t) = J(t)y(t) + g(t, y(t)) with the stiffness contained in the variable coefficient linear part.We consider two assumptions on the relative variation of the matrix J(t) and show that for each of them there is a family of implicit Runge-Kutta methods that is suitable for the numerical integration of the corresponding stiff semilinear systems, i.e. the methods of the family are stable, convergent and the stage equations possess a unique solution. The conditions on the coefficients of a method to belong to these families turn out to be essentially weaker than the usual algebraic stability condition which appears in connection with the B-stability and convergence for stiff nonlinear systems. Thus there are important RK methods which are not algebraically stable but, according to our theory, they are suitable for the numerical integration of semilinear problems.This paper also extends previous results of Burrage, Hundsdorfer and Verwer on the optimal convergence of implicit Runge-Kutta methods for stiff semilinear systems with a constant coefficients linear part.     

An embedded pair of exponentially fitted explicit Runge–Kutta methods

An embedded pair of exponentially fitted explicit Runge–Kutta (RK) methods for the numerical integration of IVPs with oscillatory solutions is derived. This pair is based on the exponentially fitted explicit RK method constructed in Vanden Berghe et al., and we confirm that the methods which constitute the pair have algebraic order 4 and 3. Some numerical experiments show the efficiency of our pair when it is compared with the variable step code proposed by Vanden Berghe et al. (J. Comput. Appl. Math. 125 (2000) 107).