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:
International Journal of Computer Mathematics,
Volume
79,
Issue
8
2002
, pages 945
- 953
Subjects:
Analysis - Mathematics;
Bioinformatics;
Computer Mathematics;
Discrete Mathematics;
Mathematical Finance;
Mathematical Logic;
Mathematical Numerical Analysis;
Systems & Computer Architecture;
Number of References: 15
Formats available:
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(English)
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Abstract
Additive Runge-Kutta methods for systems of I.V.Ps. x^
\prime =f(t, x) , x(t_ 0 )=x_ 0 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^ (m) x+g^ (m) (t, x) , which is established by taking J ( m ) as approximation to the Jacobian of f at t m and then setting g^ (m) (t, x)= f(t, x)-J^ (m) x . 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 |
| view references (15) |

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\prime
=f(t, x) , x(t_
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