Solving linear ordinary differential equations using Singly diagonally implicit Runge-Kutta fifth order five-stage method

We constructed a new fifth order five-stage singly diagonally implicit Runge-Kutta (DIRK)method which is specially designed for the integrations of linear ordinary differential equations (LODEs). The restriction to linear ordinary differential equations (ODEs) reduces the number of conditions which...

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Main Authors: Ismail, Fudziah, Che' Jawias, Nur Izzati, Suleiman, Mohamed, Jaafar, Azmi
Format: Article
Language:English
English
Published: World Scientific and Engineering Academy and Society (WSEAS) Press 2009
Subjects:
Online Access:http://psasir.upm.edu.my/id/eprint/16775/
http://psasir.upm.edu.my/id/eprint/16775/1/Solving%20linear%20ordinary%20differential%20equations%20using%20Singly%20diagonally%20implicit%20Runge.pdf
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author Ismail, Fudziah
Che' Jawias, Nur Izzati
Suleiman, Mohamed
Jaafar, Azmi
author_facet Ismail, Fudziah
Che' Jawias, Nur Izzati
Suleiman, Mohamed
Jaafar, Azmi
author_sort Ismail, Fudziah
building UPM Institutional Repository
collection Online Access
description We constructed a new fifth order five-stage singly diagonally implicit Runge-Kutta (DIRK)method which is specially designed for the integrations of linear ordinary differential equations (LODEs). The restriction to linear ordinary differential equations (ODEs) reduces the number of conditions which the coefficients of the Runge-Kutta method must satisfy. The best strategy for practical purposes would be to choose the coefficients of the Runge-Kutta methods such that the error norm is minimized. Thus, here the error norm obtained from the error equations of the sixth order method is minimized so that the free parameters chosen are obtained from the minimized error norm. The stability aspect of the method is also looked into and found to have substantial region of stability, thus it is stable. Then a set of test problems are used to validate the method. Numerical results show that the new method is more efficient in terms of accuracy compared to the existing method.
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publisher World Scientific and Engineering Academy and Society (WSEAS) Press
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spelling upm-167752015-09-30T02:16:14Z http://psasir.upm.edu.my/id/eprint/16775/ Solving linear ordinary differential equations using Singly diagonally implicit Runge-Kutta fifth order five-stage method Ismail, Fudziah Che' Jawias, Nur Izzati Suleiman, Mohamed Jaafar, Azmi We constructed a new fifth order five-stage singly diagonally implicit Runge-Kutta (DIRK)method which is specially designed for the integrations of linear ordinary differential equations (LODEs). The restriction to linear ordinary differential equations (ODEs) reduces the number of conditions which the coefficients of the Runge-Kutta method must satisfy. The best strategy for practical purposes would be to choose the coefficients of the Runge-Kutta methods such that the error norm is minimized. Thus, here the error norm obtained from the error equations of the sixth order method is minimized so that the free parameters chosen are obtained from the minimized error norm. The stability aspect of the method is also looked into and found to have substantial region of stability, thus it is stable. Then a set of test problems are used to validate the method. Numerical results show that the new method is more efficient in terms of accuracy compared to the existing method. World Scientific and Engineering Academy and Society (WSEAS) Press 2009 Article PeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/16775/1/Solving%20linear%20ordinary%20differential%20equations%20using%20Singly%20diagonally%20implicit%20Runge.pdf Ismail, Fudziah and Che' Jawias, Nur Izzati and Suleiman, Mohamed and Jaafar, Azmi (2009) Solving linear ordinary differential equations using Singly diagonally implicit Runge-Kutta fifth order five-stage method. WSEAS Transactions on Mathematics, 8 (8). pp. 393-402. ISSN 1109-2769 Runge-Kutta formulas Differential equations, Linear English
spellingShingle Runge-Kutta formulas
Differential equations, Linear
Ismail, Fudziah
Che' Jawias, Nur Izzati
Suleiman, Mohamed
Jaafar, Azmi
Solving linear ordinary differential equations using Singly diagonally implicit Runge-Kutta fifth order five-stage method
title Solving linear ordinary differential equations using Singly diagonally implicit Runge-Kutta fifth order five-stage method
title_full Solving linear ordinary differential equations using Singly diagonally implicit Runge-Kutta fifth order five-stage method
title_fullStr Solving linear ordinary differential equations using Singly diagonally implicit Runge-Kutta fifth order five-stage method
title_full_unstemmed Solving linear ordinary differential equations using Singly diagonally implicit Runge-Kutta fifth order five-stage method
title_short Solving linear ordinary differential equations using Singly diagonally implicit Runge-Kutta fifth order five-stage method
title_sort solving linear ordinary differential equations using singly diagonally implicit runge-kutta fifth order five-stage method
topic Runge-Kutta formulas
Differential equations, Linear
url http://psasir.upm.edu.my/id/eprint/16775/
http://psasir.upm.edu.my/id/eprint/16775/1/Solving%20linear%20ordinary%20differential%20equations%20using%20Singly%20diagonally%20implicit%20Runge.pdf