DOI QR코드

DOI QR Code

FSAL MONO-IMPLICIT NORDSIECK GENERAL LINEAR METHODS WITH INHERENT RUNGE-KUTTA STABILITY FOR DAES

  • OLATUNJI, P.O. (DEPARTMENT OF MATHEMATICAL SCIENCES, ADEKUNLE AJASIN UNIVERSITY) ;
  • IKHILE, M.N.O. (ADVANCED RESEARCH LABORATORY, DEPARTMENT OF MATHEMATICS, UNIVERSITY OF BENIN)
  • 투고 : 2021.06.29
  • 심사 : 2021.12.17
  • 발행 : 2021.12.25

초록

This paper introduces mono-implicit general linear methods, a special class of general linear methods, which are implicit in the output solution for the numerical integration of differential algebraic equations. We show how L-stable inherent Runge-Kutta members can be derived. The procedures for implementation have been discussed. The numerical test on the problem considered shows that the methods have improved accuracy when compared to RADAU IIA and the results from MATLAB ode15s, which have been taken as our reference solution.

키워드

참고문헌

  1. E. Hairer, and G. Wanner, Solving ordinary differential equations II. Stiff and Differential - Algebraic problems Vol. II, Springer-Verlag, 2010.
  2. J.C. Butcher, On the convergence of the numerical solutions to ordinary differential equations, Math. Comput. 20 (1966) 1-10. https://doi.org/10.1090/S0025-5718-1966-0189251-X
  3. S. J. Y. Huang, Implementation of General Linear Methods Stiff Ordinary Differential Equations. Ph.D. Thesis, Department of Mathematics, University of Auckland, 2005.
  4. J.C. Butcher, Diagonally implicit multi-stage integration methods, Appl. Numer. Math. 11 (1993) 347-363. https://doi.org/10.1016/0168-9274(93)90059-Z
  5. J.C. Butcher, P. Chartier and Z. Jackiewicz, Experiments with a variable order type 1 DIMSIM code, Numer. Alg. 22 (1999) 237-261. https://doi.org/10.1023/A:1019135630307
  6. J.C. Butcher and Z. Jackiewicz, Implementation of diagonally implicit general linear methods for ordinary differential equations, SIAM J. Numer. Anal. 34 (1997) 2119-2141. https://doi.org/10.1137/S0036142995282509
  7. A. Abdi and G. Hojjati, Maximal order for second derivative general linear methods with Runge-Kutta stability, Applied Numerical Mathematics, 61(10), (2011), 1046-1058. https://doi.org/10.1016/j.apnum.2011.06.004
  8. R. I. Okuonghae and M. N. O. Ikhile, Second derivative general linear methods, Numer. Algor. 67, (2014), 637-654. https://doi.org/10.1007/s11075-013-9814-8
  9. R. I. Okuonghae and M. N. O. Ikhile, Second derivative GLM with nearly ARK stability, J. Numer. Math., 22(2), (2014), 165-176.
  10. P. O. Olatunji and M. N. O. Ikhile, Strongly regular general linear methods, J. Sci. Comput., 82(7), (2020), 1-25. https://doi.org/10.1007/s10915-019-01102-1
  11. A. Nordsieck, On numerical integration of ordinary differential equations, Math. Comp. 16 (1962) 22-49. https://doi.org/10.1090/S0025-5718-1962-0136519-5
  12. C. W. Gear, Numerical Iniial Value problems in Ordinary Differential Equations, Prentice Hall 1971.
  13. J.C. Butcher, P. Chartier and Z. Jackiewicz, Nordsieck representation of DIMSIMs, Numer. Alg. 16 (1997) 209-230. https://doi.org/10.1023/A:1019195215402
  14. G. Dahlquist, A special stability problem for Linear Multistep Methods, Academic Press, New York, 1963.
  15. J. C. Butcher, General linear methods for stiff differential equations, BIT 41, (2001), 240-264. https://doi.org/10.1023/A:1021986222073
  16. W. M. Wright, Explicit general linear methods with inherent Runge-Kutta stability, Numer. Alg. 31, (2002), 381-399. https://doi.org/10.1023/A:1021195804379
  17. W. M. Wright, General linear methods with inherent Runge-Kutta stability, PhD thesis, The University of Auckland, 2003.
  18. J. C. Butcher, and W. M. Wright, The construction of practical general linear methods, BIT 43, (2003), 695-721. https://doi.org/10.1023/B:BITN.0000009952.71388.23
  19. J.C. Butcher and Z. Jackiewicz, Construction of general linear methods with Runge-Kutta stability properties, Numer. Alg. 36 (2004), 53-72. https://doi.org/10.1023/B:NUMA.0000027738.54515.50
  20. S. E. Ogunfeyitimi and M. N. O. Ikhile, Second Derivative Generalized extended Backward Differentiation formulas for stiff problems, J. Korean Soc. Ind. Appl. Math., 23(3), 179-202. https://doi.org/10.12941/jksiam.2019.23.179
  21. S. E. Ogunfeyitimi and M. N. O. Ikhile, Multiblock Boundary value methods for Ordinary Differential and Differential Algebraic Equations, J. Korean Soc. Ind. Appl. Math., 24(3), 243-291. https://doi.org/10.12941/JKSIAM.2020.24.243
  22. P. O. Olatunji, Second Derivative Multistep methods with Nested Hybrid Evaluation, M.Sc. Thesis, Department of Mathematics, University of Benin, Nigeria, 2017.
  23. G. Yu Kulikov and S. K. Shindin, Numerical Tests with Gauss-Type Nested Implicit Runge-Kutta Formulas. ICCS, Part I, LNCS 4487, (2007), 136-143.
  24. G. Yu Kulikov and S. K. Shindin, Adaptive nested IRK formulas of Guass Type. Journal of Applied Numerical Mathematics, 59, (2009), 707-722. https://doi.org/10.1016/j.apnum.2008.03.019
  25. J. R. Cash, A Class of Implicit Runge-Kutta Methods for the Numerical Integration of Stiff ODEs, Journal of the ACM, 22, (1975), 504-511. https://doi.org/10.1145/321906.321915
  26. J. R. Cash and A. Singhal, Mono-implicit RKF for the Numerical Integration of Stiff Differential Equations, IMA Journal on Numerical Analysis, 2, (1982), 211-217. https://doi.org/10.1093/imanum/2.2.211
  27. P. O. Olatunji, and M. N. O. Ikhile, Modified Backward Differentiation Formulas with Recursively Nested Hybrid Evaluation; Journal of the Nigerian Association of Mathematical Physics, 40 (2017) 86-95.
  28. P. O. Olatunji and M. N. O. Ikhile, Second Derivative Multistep Method with Nested Hybrid Evaluation, Asian Research Journal of Mathematics, 11(4), (2018), 1-11.
  29. P. O. Olatunji and M. N. O. Ikhile, Variable order nested hybrid multistep methods for stiff ODEs, J. Math. Comput. Sci. 10(1), (2020), 78-94. https://doi.org/10.22436/jmcs.010.01.08
  30. P. O. Olatunji, M. N. O. Ikhile, and R. I. Okuonghae, Nested Second Derivative Two-step Runge-Kutta methods, Int. J. Appl. Compt. Math., 7(6), (2021), 1-39. https://doi.org/10.1007/s40819-020-00933-z
  31. P. O. Olatunji, Nested general linear methods for stiff differential equations and differential algebraic equations, Ph.D. Thesis, Department of Mathematics, University of Benin, Nigeria, 2021.
  32. P. Chartier, General linear methods for differential algebraic equations of index one and two, [Research Report] RR-1968, 1993.
  33. J.C. Butcher, Numerical methods for ordinary differential equivalent, John Willey & Sons, Ltd Chichester, 2016.