Improved Runge-Kutta methods for solving ordinary differential equations
In this article we proposed three explicit Improved Runge-Kutta (IRK) methods for solving first-order ordinary differential equations. These methods are two-step in nature and require lower number of stages compared to the classical Runge-Kutta method. Therefore the new scheme is computationally mor...
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Universiti Kebangsaan Malaysia
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ukm-66352016-12-14T06:41:45Z http://journalarticle.ukm.my/6635/ Improved Runge-Kutta methods for solving ordinary differential equations Faranak Rabiei, Fudziah Ismail, Mohamed Suleiman, In this article we proposed three explicit Improved Runge-Kutta (IRK) methods for solving first-order ordinary differential equations. These methods are two-step in nature and require lower number of stages compared to the classical Runge-Kutta method. Therefore the new scheme is computationally more efficient at achieving the same order of local accuracy. The order conditions of the new methods are obtained up to order five using Taylor series expansion and the third and fourth order methods with different stages are derived based on the order conditions. The free parameters are obtained through minimization of the error norm. Convergence of the method is proven and the stability regions are presented. To illustrate the efficiency of the method a number of problems are solved and numerical results showed that the method is more efficient compared with the existing Runge-Kutta method. Universiti Kebangsaan Malaysia 2013-11 Article PeerReviewed application/pdf en http://journalarticle.ukm.my/6635/1/20_Faranak_Rabiei.pdf Faranak Rabiei, and Fudziah Ismail, and Mohamed Suleiman, (2013) Improved Runge-Kutta methods for solving ordinary differential equations. Sains Malaysiana, 42 (11). pp. 1679-1687. ISSN 0126-6039 http://www.ukm.my/jsm/ |
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Digital Repository |
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Universiti Kebangasaan Malaysia |
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UKM Institutional Repository |
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Online Access |
language |
English |
description |
In this article we proposed three explicit Improved Runge-Kutta (IRK) methods for solving first-order ordinary differential equations. These methods are two-step in nature and require lower number of stages compared to the classical Runge-Kutta method. Therefore the new scheme is computationally more efficient at achieving the same order of local accuracy. The order conditions of the new methods are obtained up to order five using Taylor series expansion and the third and fourth order methods with different stages are derived based on the order conditions. The free parameters are obtained through minimization of the error norm. Convergence of the method is proven and the stability regions are presented. To illustrate the efficiency of the method a number of problems are solved and numerical results showed that the method is more efficient compared with the existing Runge-Kutta method. |
format |
Article |
author |
Faranak Rabiei, Fudziah Ismail, Mohamed Suleiman, |
spellingShingle |
Faranak Rabiei, Fudziah Ismail, Mohamed Suleiman, Improved Runge-Kutta methods for solving ordinary differential equations |
author_facet |
Faranak Rabiei, Fudziah Ismail, Mohamed Suleiman, |
author_sort |
Faranak Rabiei, |
title |
Improved Runge-Kutta methods for solving ordinary differential equations |
title_short |
Improved Runge-Kutta methods for solving ordinary differential equations |
title_full |
Improved Runge-Kutta methods for solving ordinary differential equations |
title_fullStr |
Improved Runge-Kutta methods for solving ordinary differential equations |
title_full_unstemmed |
Improved Runge-Kutta methods for solving ordinary differential equations |
title_sort |
improved runge-kutta methods for solving ordinary differential equations |
publisher |
Universiti Kebangsaan Malaysia |
publishDate |
2013 |
url |
http://journalarticle.ukm.my/6635/ http://journalarticle.ukm.my/6635/ http://journalarticle.ukm.my/6635/1/20_Faranak_Rabiei.pdf |
first_indexed |
2023-09-18T19:47:28Z |
last_indexed |
2023-09-18T19:47:28Z |
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1777405996775243776 |