非线性延迟积分微分方程连续Runge-Kutta方法的稳定性分析

本文主要研究了一般形式的延迟积分微分方程,将连续Runge-Kutt,a方法用于求解该类问题,并讨论了方法的稳定性,证明了(k,l)-代数稳定的Runge-Kutta方法当0k1时对应的连续Runge-Kutta方法是渐近稳定的.最后我们通过数值试验验证了方法的有效性及所获结论的正确性.     

非线性中立型泛函微分方程Runge-Kutta 法的稳定性和收敛性

本文涉及Runge-Kutta 法变步长求解非线性中立型泛函微分方程(NFDEs) 的稳定性和收敛性.为此, 基于Volterra 泛函微分方程Runge-Kutta 方法的B- 理论, 引入了中立型泛函微分方程Runge-Kutta 方法的EB (expanded B-theory)-稳定性和EB-收敛性概念. 之后获得了Runge-Kutta 方法变步长求解此类方程的EB - 稳定性和EB- 收敛性. 这些结果对中立型延迟微分方程和中立型延迟积分微分方程也是新的.     

Dissipativity of multistep runge-kutta methods for nonlinear volterra delay-integro-differential equations

This paper is concerned with the numerical dissipativity of multistep Runge-Kutta methods for nonlinear Volterra delay-integro-differential equations.We investigate the dissipativity properties of (k,l)algebraically stable multistep Runge-Kutta methods with constrained grid and an uniform grid.The finitedimensional and infinite-dimensional dissipativity results of (k,l)-algebraically stable Runge-Kutta methods are obtained.     

非线性中立型延迟积分微分方程线性多步法的散逸性

考虑非线性中立型延迟积分微分方程数值方法的散逸性,把一类线性多步法应用到以上问题中,当积分项用复合求积公式逼近时,证明该数值方法在满足一定条件下具有散逸性.     

积分微分方程线性多步方法的散逸性

研究一类积分微分方程线性多步方法（p,σ）的散逸性．当积分项用复合求积公式逼近时,证明了线性多步方法是有限维散逸的．这说明该方法很好地继承了系统本身所具有的重要性质．这一结论为数值求解这一类微分方程提供了更多的选择．     

一类中立型延迟积分微分方程Runge-Kutta方法的稳定性

讨论了一类非线性中立型延迟积分微分方程Runge-Kutta方法的稳定性.在适当的条件下证明了运用Runge-Kutta方法求解这类方程既是数值稳定的也是渐近稳定的.     

结构动力方程求解的改进-精细Runge-Kutta方法

在已有精细Runge-Kutta(龙格-库塔)方法的基础上,考虑了状态空间方程非齐次项的特点和外荷载的特殊性,提出了求解结构动力方程的改进精细Runge-Kutta方法.通过对矩阵进行分块计算,在利用原有精细Runge-Kutta方法高精度的同时进一步提高了计算效率,有利于大型结构的长时间仿真.将改进精细Runge-Kutta方法应用于结构动力方程求解,为其求解提供一种新方法.数值算例表明了改进方法的正确性和有效性.     

多导数Runge—Kutta方法的（θ,α,β）一代数稳定性

在文献[1]中,针对Hilbert空间中的K_(σ,γ)~(p)类初值问题,本文作者建立了多导数Runge-Kutta方法的(θ,α,β)-代数稳定性准则,从而推广了李寿佛教授针对Runge-Kutta方法所提出的(θ,ρ,q)-代数稳定性理论.然而,如何判别方法具有上述稳定性仍然存在一定困难,为此本文作了若干探讨,给出了该稳定性的若干判据.     

刚性多滞量积分微分方程的Runge-Kutta 方法

本文研究了求解刚性多滞量积分微分方程的Runge-Kutta方法的非线性稳定性和计算有效性.经典Runge—Kutta方法连同复合求积公式和Pouzet求积公式被改造用于求解一类刚性多滞量Volterra型积分微分方程.其分析导出了:在适当条件下,扩展的Runge-Kutta方法是渐近稳定和整体稳定的.此外,数值试验表明所给出的方法是高度有效的.     

Stiff微分方程初值问题的一类数值方法

1.引言 实践表明,数值积分常微分方程初值问题 dx/dt=f(t,x), (1.1) x(t_0)=x_0时,若(1.1)是Stiff的,积分过程的稳定性是一个突出的问题.用传统的数值方法,比如Euler法,Adams法或Runge-Kutta法,为了保证计算稳定,积分步长受到相当地限制.即使运算速度为 100万次/秒的计算机,计算时间也将成为重大的负担.     

A comparison of time adaptive integration methods for small and large strain viscoelasticity

In quasistatic solid mechanics the initial boundary value problem has to be solved in the space and time domain. The spatial discretization is done using finite elements. For the temporal discretization three different classes of Runge-Kutta methods are compared. These methods are diagonally implicit Runge-Kutta schemes (DIRK), linear implicit Runge-Kutta methods (Rosenbrock type methods) and half-explicit Runge-Kutta schemes (HERK). It will be shown that the application of half-explicit or linear-implicit Runge-Kutta methods can enormously reduce the computational time in particular situations. (© 2011 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

A New Integrator for Special Third Order Differential Equations With Application to Thin Film Flow Problem

In recent time, Runge-Kutta methods that integrate special third order ordinary differential equations (ODEs) directly are proposed to address efficiency issues associated with classical Runge-Kutta methods. Albeit, the methods require evaluation of three set of equations to proceed with the numerical integration. In this paper, we propose a class of multistep-like Runge-Kutta methods (hybrid methods), which integrates special third order ODEs directly. The method is completely derivative-free. Algebraic order conditions of the method are derived. Using the order conditions, a four-stage method is presented. Numerical experiment is conducted on some test problems. The method is also applied to a practical problem in Physics and engineering to ascertain its validity. Results from the experiment show that the new method is more accurate and efficient than the classical Runge-Kutta methods and a class of direct Runge-Kutta methods recently designed for special third order ODEs.     

Asymptotic behavior of multistep runge-kutta methods for systems of delay differential equations

1. IntroductionIn order to assess the asymptotic behavior of numerical methods for DDEs, much attention has been given in the literature to the scalar case (cL [1-6]). UP to now) only partialresults (of. [7-10]) have dealt with the delay systemswhere y(t) = (yi(t), so(t),' ) yp(t))" E Cd, which is unknown for t > 0, L and M areconstat complex p x Hmatrices, T > 0 is a constat delay and W(t) 6 CP is a specifiedinitial function.In [111, C.J. Zhang and S.Z. Zhou made an investigation on…     

CONVERGENCE OF PARALLEL DIAGONAL ITERATION OF RUNGE-KUTTA METHODS FOR DELAY DIFFERENTIAL EQUATIONS

Implicit Runge-Kutta method is highly accurate and stable for stiff initial value prob-lem.But the iteration technique used to solve implicit Runge-Kutta method requires lotsof computational efforts.In this paper,we extend the Parallel Diagonal Iterated Runge-Kutta(PDIRK)methods to delay differential equations(DDEs).We give the convergenceregion of PDIRK methods,and analyze the speed of convergence in three parts for theP-stability region of the Runge-Kutta corrector method.Finally,we analysis the speed-upfactor through a numerical experiment.The results show that the PDIRK methods toDDEs are efficient.     

A SIMPLE WAY CONSTRUCTING SYMPLECTICRUNGE-KUTTA METHODS

1.IntroductionandPreliminariesLetfibeademainintheorientedEuclideanspaceRZdofpoint(p,q)~((PI,...5pd)",(ql,'5qd)").IfH(P,q)isasufficientlysmoothrealfunctiondefinedinfi,thentheHamiltoniansystemofdifferentialequationswithHamiltonianH(P,q)isgivenbydpiOHdqiOH~~~~~:fi(p,q),}qi~OH~.dtoqidtOPtTheintegerdiscalledthenumberofdegreesoffreedomandfiisthephasespace.HereweassumethatallHamiltoniansconsideredareautonomous,i.e.,time--independent.Definition1.1.Aone-stepmethodiscalledsymplecticif,asappl…     

Stability of Runge-Kutta methods for delay differential systems with multiple delays

The stability of Runge-Kutta methods for systems of delay differentialequations (DDEs) with multiple delays is considered. The stabilityregions of explicit and implicit Runge-Kutta methods are discussedwhen they are applied to asymptotically stable linear DDEs withmultiple delays. A simple estimate on the stability regionsof explicit Runge-Kutta methods is presented. It is shown thatthe stable step-size for numerical integration of DDEs withmultiple delays can be easily selected by means of the estimate.     

Total variation diminishing Runge-Kutta schemes

In this paper we further explore a class of high order TVD (total variation diminishing) Runge-Kutta time discretization initialized in a paper by Shu and Osher, suitable for solving hyperbolic conservation laws with stable spatial discretizations. We illustrate with numerical examples that non-TVD but linearly stable Runge-Kutta time discretization can generate oscillations even for TVD (total variation diminishing) spatial discretization, verifying the claim that TVD Runge-Kutta methods are important for such applications. We then explore the issue of optimal TVD Runge-Kutta methods for second, third and fourth order, and for low storage Runge-Kutta methods.

     

The efficiency of Singly-implicit Runge-Kutta methods for stiff differential equations

Singly-implicit Runge-Kutta methods are considered to be good candidates for stiff problems because of their good stability and high accuracy. The existing methods, SIRK (Singly-implicit Runge-Kutta), DESI (Diagonally Extendable Singly-implicit Runge-Kutta), ESIRK (Effective order Singly-implicit Rung-Kutta) and DESIRE (Diagonally Extended Singly-implicit Runge-Kutta Effective order) methods have been shown to be efficient for stiff differential equations, especially for high dimensional stiff problems. In this paper, we measure the efficiency for the family of singly-implicit Runge-Kutta methods using the local truncation error produced within one single step and the count of number of operations. Verification of the error and the computational costs for these methods using variable stepsize scheme are presented. We show how the numerical results are effected by the designed factors: additional diagonal-implicit stages and effective order.