Fourth order four-stage diagonally implicit Runge-Kutta method for linear ordinary differential equations

A new fourth order four-stage diagonally Implicit Runge-Kutta (DIRK) method which is specially designed for the integration of Linear Ordinary Differential Equations (LODEs) is constructed. In the derivation, Butcher's error equations are used but one of the error equations can be eliminated du...

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Main Authors: Che Jawias, Nur Izzati, Ismail, Fudziah, Suleiman, Mohamed, Jaafar, Azmi
Format: Article
Language:English
Published: Universiti Putra Malaysia Press 2010
Online Access:http://psasir.upm.edu.my/id/eprint/14811/
http://psasir.upm.edu.my/id/eprint/14811/1/14811.pdf
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author Che Jawias, Nur Izzati
Ismail, Fudziah
Suleiman, Mohamed
Jaafar, Azmi
author_facet Che Jawias, Nur Izzati
Ismail, Fudziah
Suleiman, Mohamed
Jaafar, Azmi
author_sort Che Jawias, Nur Izzati
building UPM Institutional Repository
collection Online Access
description A new fourth order four-stage diagonally Implicit Runge-Kutta (DIRK) method which is specially designed for the integration of Linear Ordinary Differential Equations (LODEs) is constructed. In the derivation, Butcher's error equations are used but one of the error equations can be eliminated due to the property of the LODE itself. The stability aspect of the method is investigated and it is found to have a bigger region of stability compared to explicit Runge-Kutta (ERK) method of the same type (designed for the integration of LODE). A set of test problems are used to validate the method and numerical results show that the method produced smaller global error compared to ERK method.
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spelling upm-148112015-05-27T06:37:52Z http://psasir.upm.edu.my/id/eprint/14811/ Fourth order four-stage diagonally implicit Runge-Kutta method for linear ordinary differential equations Che Jawias, Nur Izzati Ismail, Fudziah Suleiman, Mohamed Jaafar, Azmi A new fourth order four-stage diagonally Implicit Runge-Kutta (DIRK) method which is specially designed for the integration of Linear Ordinary Differential Equations (LODEs) is constructed. In the derivation, Butcher's error equations are used but one of the error equations can be eliminated due to the property of the LODE itself. The stability aspect of the method is investigated and it is found to have a bigger region of stability compared to explicit Runge-Kutta (ERK) method of the same type (designed for the integration of LODE). A set of test problems are used to validate the method and numerical results show that the method produced smaller global error compared to ERK method. Universiti Putra Malaysia Press 2010 Article PeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/14811/1/14811.pdf Che Jawias, Nur Izzati and Ismail, Fudziah and Suleiman, Mohamed and Jaafar, Azmi (2010) Fourth order four-stage diagonally implicit Runge-Kutta method for linear ordinary differential equations. Malaysian Journal of Mathematical Sciences, 4 (1). pp. 95-105. ISSN 1823-8343 http://einspem.upm.edu.my/journal/volume4.1.php
spellingShingle Che Jawias, Nur Izzati
Ismail, Fudziah
Suleiman, Mohamed
Jaafar, Azmi
Fourth order four-stage diagonally implicit Runge-Kutta method for linear ordinary differential equations
title Fourth order four-stage diagonally implicit Runge-Kutta method for linear ordinary differential equations
title_full Fourth order four-stage diagonally implicit Runge-Kutta method for linear ordinary differential equations
title_fullStr Fourth order four-stage diagonally implicit Runge-Kutta method for linear ordinary differential equations
title_full_unstemmed Fourth order four-stage diagonally implicit Runge-Kutta method for linear ordinary differential equations
title_short Fourth order four-stage diagonally implicit Runge-Kutta method for linear ordinary differential equations
title_sort fourth order four-stage diagonally implicit runge-kutta method for linear ordinary differential equations
url http://psasir.upm.edu.my/id/eprint/14811/
http://psasir.upm.edu.my/id/eprint/14811/
http://psasir.upm.edu.my/id/eprint/14811/1/14811.pdf