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Embedded Additive Runge-Kutta Methods 

Authors: Ali Sayfy a; Ahmed Aburub b
Affiliations:   a American University of Sharjah, UAE.
b Yarmouk University, Jordan.
DOI: 10.1080/00207160212109
Publication Frequency: 15 issues per year
Published in: journal International Journal of Computer Mathematics, Volume 79, Issue 8 2002 , pages 945 - 953
Number of References: 15
Formats available: PDF (English)
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Abstract

Additive Runge-Kutta methods for systems of I.V.Ps. x^lcub\primercub=f(t, x) , x(t_lcub0rcub)=x_lcub0rcub have proved useful in many applications. A method of this type is characterized by a pair of methods ( A , B ), where the method A is semi-implicit and A-stable and the method B is explicit. For stiff systems, these methods may be used with a sequence of decompositions f=J^lcub(m)rcubx+g^lcub(m)rcub(t, x) , which is established by taking J ( m ) as approximation to the Jacobian of f at t m and then setting g^lcub(m)rcub(t, x)= f(t, x)-J^lcub(m)rcubx . An additive method with equal non-zero diagonal elements in A gives a computational advantage over many implementation schemes for SIRKs and DIRKs methods, for which the modified Newton or any other iteration method is used. A direct generalization of the algebraic stability is used to obtain some embedded additive R-K methods of order p ≤4 with improved stability properties.
Keywords: Additive Runge-Kutta; Semi-implicit; Stiff O.D.Es
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