• Journal of applied mathematics & informatics
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• v.7 no.2
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• pp.409-438
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• 2000

In this paper we develop a new procedure to control stepsize for Runge- Kutta methods applied to both ordinary differential equations and semi-explicit index 1 differential-algebraic equation In contrast to the standard approach, the error control mechanism presented here is based on monitoring and controlling both the local and global errors of Runge- Kutta formulas. As a result, Runge-Kutta methods with the local-global stepsize control solve differential of differential-algebraic equations with any prescribe accuracy (up to round-off errors)

• Journal of Positioning, Navigation, and Timing
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• v.8 no.4
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• pp.201-208
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• 2019

Numerical integration is necessary for satellite orbit determination and its prediction. The numerical integration algorithm can be divided into single-step and multi-step method. There are lots of single-step and multi-step methods. However, the Runge-Kutta method in single-step and the Adams method in multi-step are generally used in global navigation satellite system (GNSS) satellite orbit. In this study, 4th and 8th order Runge-Kutta methods and various order of Adams-Bashforth-Moulton methods were used for GLObal NAvigation Satellite System (GLONASS) orbit integration using its broadcast ephemeris and these methods were compared with international GNSS service (IGS) final products for 7days. As a result, the RMSE of Runge-Kutta methods were 3.13m and 4th and 8th order Runge-Kutta results were very close and also 3rd to 9th order Adams-Bashforth-Moulton results. About result of computation time, this study showed that 4th order Runge-Kutta was the fastest. However, in case of 8th order Runge-Kutta, it was faster than 14th order Adams-Bashforth-Moulton but slower than 13th order Adams-Bashforth-Moulton in this study.

• Journal of applied mathematics & informatics
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• v.35 no.1_2
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• pp.191-204
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• 2017

A new fifth-order weighted Runge-Kutta algorithm based on heronian mean for solving initial value problem in ordinary differential equations is considered in this paper. Comparisons in terms of numerical accuracy and size of the stability region between new proposed Runge-Kutta(5,5) algorithm, Runge-Kutta (5,5) based on Harmonic Mean, Runge-Kutta(5,5) based on Contra Harmonic Mean and Runge-Kutta(5,5) based on Geometric Mean are carried out as well. The problems, methods and comparison criteria are specified very carefully. Numerical experiments show that the new algorithm performs better than other three methods in solving variety of initial value problems. The error analysis is discussed and stability polynomials and regions have also been presented.

• Journal of applied mathematics & informatics
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• v.26 no.1_2
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• pp.135-149
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• 2008

Many deterministic systems are described by Ordinary differential equations and can often be improved by including stochastic effects, but numerical methods for solving stochastic differential equations(SDEs) are required, and work in this area is far less advanced than for deterministic differential equations. In this paper,first we follow [7] to describe Runge-Kutta methods with order 2 from Taylor approximations in the weak sense and present two well known Runge-Kutta methods, RK2-TO and RK2-PL. Then we obtain a new 3-stage explicit Runge-Kutta with order 2 in weak sense and compare the numerical results among these three methods.

• 한국전산유체공학회:학술대회논문집
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• 1997.10a
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• pp.73-80
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• 1997

Objective of the present study is to examine the convergence characteristics of the various multi-stage Runge-Kutta methods in solving the incompressible Navier-Stokes equations of a time-marching from casted by the artificial compressibility method. Convergence characteristics are examined over 2-stage, 4-stage and hybrid type (using 4-, 3-, 2-stages sequentially) Runge-Kutta methods for a laminar lid-driven cavity flow, and also for a turbulent bump channel flow using Chien's low-Reynolds number turbulence model. Efforts are made to establish a stable and fast convergent multi-stage Runge-Kutta method with minimal artificial dissipations.

• Kyungpook Mathematical Journal
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• v.56 no.2
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• pp.311-327
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• 2016

In this paper, we propose an error embedded Runge-Kutta method to improve the traditional embedded Runge-Kutta method. The proposed scheme can be applied into most explicit embedded Runge-Kutta methods. At each integration step, the proposed method is comprised of two equations for the solution and the error, respectively. These solution and error are obtained by solving an initial value problem whose solution has the information of the error at each integration step. The constructed algorithm controls both the error and the time step size simultaneously and possesses a good performance in the computational cost compared to the original method. For the assessment of the effectiveness, the van der Pol equation and another one having a difficulty for the global error control are numerically solved. Finally, a two-body Kepler problem is also used to assess the efficiency of the proposed algorithm.

• Journal of applied mathematics & informatics
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• v.33 no.5_6
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• pp.657-670
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• 2015

In this paper, we provide numerical analysis of so-called Legendre Gauss-Radau and Legendre-Gauss collocation methods for ordinary differential equations. After recasting these collocation methods as Runge-Kutta methods, we prove that the Legendre-Gauss collocation method is equivalent to the well-known Gauss method, while the Legendre-Gauss-Radau collocation method does not belong to the classes of Radau IA or Radau IIA methods in the Runge-Kutta literature. Making use of the well-established theory of Runge-Kutta methods, we study stability and accuracy of the Legendre-Gauss-Radau collocation method. Numerical experiments are conducted to confirm our theoretical results on the accuracy and numerical stability of the Legendre-Gauss-Radau collocation method, and compare Legendre-Gauss collocation method with the Gauss method.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.25 no.4
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• pp.262-295
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• 2021

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.

• Journal of Korean Association for Spatial Structures
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• v.2 no.3 s.5
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• pp.115-122
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• 2002

It is often hard to obtain analytical solutions of boundary value problems of shells. Introducing some approximations into the governing equations may allow us to get analytical solutions of boundary value problems. Instead of an analytical procedure, we can apply a numerical method to the governing equations. Since the governing equations of shells of revolution under symmetric load are expressed by ordinary differential equations, a numerical solution of ordinary differential equations is applicable to solve the equations. In this paper, the governing equations of orthotropic spherical shells under symmetric load are derived from the classical theory based on differential geometry, and the analysis is numerically carried out by computer program of Runge-Kutta methods. The numerical results are compared to the solutions of a commercial analysis program, SAP2000, and show good agreement.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.17 no.4
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• pp.238-266
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• 2013

The Interaction Picture (IP) method is a valuable alternative to Split-step methods for solving certain types of partial differential equations such as the nonlinear Schr$\ddot{o}$dinger equation or the Gross-Pitaevskii equation. Although very similar to the Symmetric Split-step (SS) method in its inner computational structure, the IP method results from a change of unknown and therefore do not involve approximation such as the one resulting from the use of a splitting formula. In its standard form the IP method such as the SS method is used in conjunction with the classical 4th order Runge-Kutta (RK) scheme. However it appears to be relevant to look for RK scheme of higher order so as to improve the accuracy of the IP method. In this paper we investigate 5th order Embedded Runge-Kutta schemes suited to be used in conjunction with the IP method and designed to deliver a local error estimation for adaptive step size control.