Nonstiff Initial-value Problems Research Articles

Continuous Runge–Kutta schemes for pantograph type delay differential equations

Pantograph differential equations are important types of delay differential equations. Using continuous mono-implicit RK schemes, we propose a numerical method for numerically approximating pantograph delay differential equations that are reliable and unconditionally stable. The method combines the accuracy of implicit methods with the efficiency of implementation. The method works for stiff and non-stiff initial value problems, reducing the computational cost of fully implicit methods. Some examples are provided to demonstrate the effectiveness of the numerical method.

Comparing the Performance of Two Butcher-Based Block Hybrid Algorithms for the Solution of Initial Value Problems

In this paper, we compare the performances of two Butcher-based block hybrid methods for the numerical integration of initial value problems. We compare the condition numbers of the linear system of equations arising from both methods and the absolute errors of the solution obtained. The results of the numerical experiments illustrate that the better conditioned method outperformed its less conditioned counterpart based on the absolute errors. In addition, after applying our method on some examples, it was discovered that the absolute errors in this work were better than those of a recent study in the literature. Hence, we recommend this method for the numerical solution of stiff and non-stiff initial value problems.

Nine-Stage Runge–Kutta–Nyström Pairs Sharing Orders Eight and Six

We explore second-order systems of non-stiff initial-value problems (IVPs), particularly those cases where the first derivatives are absent. These types of problems are of significant interest and have applications in various domains, such as astronomy and physics. Runge–Kutta–Nyström (RKN) pairs stand out as highly effective methods of addressing these IVPs. In order to create a pair with eighth and sixth orders, we need to address a certain known set of equations concerning the coefficients. When constructing such pairs for use in double-precision arithmetic, we often need to meet various conditions. Primarily, we aim to maintain small coefficient magnitudes to prevent a loss of accuracy. Nevertheless, in the context of quadruple precision, we can tolerate larger coefficients. This flexibility enables us to establish pairs with eighth and sixth orders that exhibit significantly reduced truncation errors. Traditionally, these pairs are constructed to go through eight stages per step. Here, we propose using nine stages per step. Then we have available more coefficients in order to further reduce truncation errors. As a result, we construct a novel pair that, as anticipated, achieves superior performance compared to equivalent-order pairs in various significant problem scenarios.

Runge–Kutta–Nyström Pairs of Orders 8(6) for Use in Quadruple Precision Computations

The second-order system of non-stiff Initial Value Problems (IVP) is considered and, in particular, the case where the first derivatives are absent. This kind of problem is interesting since since it arises in many significant problems, e.g., in Celestial mechanics. Runge–Kutta–Nyström (RKN) pairs are perhaps the most successful approaches for solving such type of IVPs. To achieve a pair attaining orders eight and six, we have to solve a well-defined set of equations with respect to the coefficients. Here, we provide a simplified form of these equations in a robust algorithm. When creating such pairings for use in double precision arithmetic, numerous conditions are often satisfied. First and foremost, we strive to keep the coefficients’ magnitudes small to prevent accuracy loss. We may, however, allow greater coefficients when working with quadruple precision. Then, we may build pairs of orders eight and six with significantly smaller truncation errors. In this paper, a novel pair is generated that, as predicted, outperforms state-of-the-art pairs of the same orders in a collection of important problems.

Circumventing Ill-Conditioning Arising from Using Linear Multistep Methods in Approximating the Solution of Initial Value Problems

When finding numerical solutions to stiff and nonstiff initial value problems using linear multistep methods, ill-conditioned systems are often encountered. In this paper, we demonstrate how this ill-conditioning can be circumvented without iterative refinement or preconditioning, by carefully choosing the grid point used in deriving the discrete scheme from the continuous formulation. Results of numerical experiments show that the new scheme perform very well when compared with the exact solution and results from an earlier scheme.

Some New Hybrid Block Methods for Solving Non-stiff Initial Value Problems of Ordinary Differential Equations

Some New Hybrid Block Methods for Solving Non-stiff Initial Value Problems of Ordinary Differential Equations

Unified analysis for variational time discretizations of higher order and higher regularity applied to non-stiff ODEs

We present a unified analysis for a family of variational time discretization methods, including discontinuous Galerkin methods and continuous Galerkin–Petrov methods, applied to non-stiff initial value problems. Besides the well-definedness of the methods, the global error and superconvergence properties are analyzed under rather weak abstract assumptions which also allow considerations of a wide variety of quadrature formulas. Numerical experiments illustrate and support the theoretical results.

Classical Theory of Linear Multistep Methods for Volterra Functional Differential Equations

Based on the linear multistep methods for ordinary differential equations (ODEs) and the canonical interpolation theory that was presented by Shoufu Li who is exactly the second author of this paper, we propose the linear multistep methods for general Volterra functional differential equations (VFDEs) and build the classical stability, consistency, and convergence theories of the methods. The methods and theories presented in this paper are applicable to nonneutral, nonstiff, and nonlinear initial value problems in ODEs, Volterra delay differential equations (VDDEs), Volterra integro-differential equations (VIDEs), Volterra delay integro-differential equations (VDIDEs), etc. At last, some numerical experiments verify the correctness of our theories.

PHƯƠNG PHÁP LẶP SONG SONG RUNGE-KUTTA HAI BƯỚC

In this paper, we introduce the Parallel iteration of two-step Runge-Kutta methods for solving non-stiff initial-value problems for systems of first-order differential equations (ODEs): y′(t) = f(t, y(t)), for use on parallel computers. Starting with an s−stage implicit two-step Runge-Kutta (TSRK) method of order p, we apply the highly parallel predictor-corrector iteration process in P (EC)mE mode. In this way, we obtain an explicit two-step Runge-Kutta method that has order p for all m, and that requires s(m+1) right-hand side evaluations per step of which each s evaluation can be computed parallelly. By a number of numerical experiments, we show the superiority of the parallel predictor-corrector methods proposed in this paper over both sequential and parallel methods available in the literature.

A Proof of the Non-Singularity of the <i>D</i> Matrix Used in Deriving the Two—Step Butcher’s Hybrid Scheme for the Solution of Initial Value Problems

In this paper, we state and prove the conditions for the non-singularity of the D matrix used in deriving the continuous form of the Two-step Butcher’s hybrid scheme and from it the discrete forms are deduced. We also show that the discrete scheme gives outstanding results for the solution of stiff and non-stiff initial value problems than the 5th order Butcher’s algorithm in predictor-corrector form.

A Class of Two-Derivative Two-Step Runge-Kutta Methods for Non-Stiff ODEs

In this paper, a new class of two-derivative two-step Runge-Kutta (TDTSRK) methods for the numerical solution of non-stiff initial value problems (IVPs) in ordinary differential equation (ODEs) is considered. The TDTSRK methods are a special case of multi-derivative Runge-Kutta methods proposed by Kastlunger and Wanner (1972). The methods considered herein incorporate only the first and second derivatives terms of ODEs. These methods possess large interval of stability when compared with other existing methods in the literature. The experiments have been performed on standard problems, and comparisons were made with some standard explicit Runge-Kutta methods in the literature.

On contractivity preserving 4- to 7-step predictor-corrector HBO series for ODEs

The contractivity-preserving 2- and 3-step predictor-corrector series methods for ODEs (T. Nguyen-Ba, A. Alzahrani, T. Giordano and R. Vaillancourt, On contractivity-preserving 2- and 3-step predictor-corrector series for ODEs, J. Mod. Methods Numer. Math. 8:1-2 (2017), pp. 17--39. doi:10.20454/jmmnm.2017.1130) are expanded into new optimal, contractivity-preserving (CP), d-derivative, k-step, predictor-corrector, Hermite- Birkhoff--Obrechkoff series methods, denoted by HBO(d,k,p), k=4,5,6,7, with nonnegative coefficients for solving nonstiff first-order initial value problems \(y'=f(t,y)\), \(y(t_0)=y_0\). The main reason for considering this class of formulae is to obtain a set of methods which have larger regions of stability and generally higher upper bound \(p_u\) of order \(p\) of HBO(d,k,p) for a given d. Their stability regions have generally a good shape and grow generally with decreasing \(p-d\). A selected CP HBO method: 6-derivative 4-step HBO of order 14, denoted by HBO(6,4,14) which has maximum order 14 based on the CP conditions compares satisfactorily with Adams--Cowell of order 13 in PECE mode, denoted by AC(13), in solving standard N-body problems over an interval of 1000 periods on the basis of the relative error of energy as a function of the CPU time. HBO(6,4,14) also compares well with AC(13) in solving standard N-body problems on the basis of the growth of relative positional error, relative energy error and 10000 periods of integration. The coefficients of HBO(6,4,14) are listed in the appendix.

On contractivity-preserving 2- and 3-step predictor-corrector series for ODEs

New optimal, contractivity-preserving (CP), \(d\)-derivative, 2- and 3-step, predictor-corrector, Hermite-Birkhoff-Obrechkoff series methods, denoted by \(HBO(d,k,p)\), \(k=2,3\), with nonnegative coefficients are constructed for solving nonstiff first-order initial value problems \(y'=f(t,y)\), \(y(t_0)=y_0\). The upper bounds \(p_u\) of order \(p\) of \(HBO(d,k,p)\), \(k=2,3\) methods are approximately 1.4 and 1.6 times the number of derivatives \(d\), respectively. Their stability regions have generally a good shape and grow with decreasing \(p-d\). Two selected CP HBO methods: 9-derivative 2-step HBO of order 13, denoted by HBO(9,2,13), which has maximum order 13 based on the CP conditions, and 8-derivative 3-step HBO of order 14, denoted by HBO(8,3,14), compare well with Adams-Cowell of order 13 in PECE mode, denoted by AC(13), in solving standard N-body problems over an interval of 1000 periods on the basis of the relative error of energy as a function of the CPU time. They also compare well with AC(13) in solving standard N-body problems on the basis of the growth of relative error of energy and 10000 periods of integration. The coefficients of selected HBO methods are listed in the appendix.

Contractivity-preserving explicit multistep Hermite–Obrechkoff series differential equation solvers

New optimal, contractivity-preserving (CP), explicit, d-derivative, k-step Hermite–Obrechkoff series methods of order p up to $$p=20$$ , denoted by CP HO(d, k, p), with nonnegative coefficients are constructed. These methods are used to solve nonstiff first-order initial value problems $$y'=f(t,y)$$ , $$y(t_0)=y_0$$ . The upper bound $$p_u$$ of order p of HO(d, k, p) can reach, approximately, as high as 2.4 times the number of derivatives d. The stability regions of HO(d, k, p) have generally a good shape and grow with decreasing $$p-d$$ . We, first, note that three selected CP HO methods: 4-derivative 7-step HO of order 13, denoted by HO(4, 7, 13), 5-derivative 6-step HO of order 13, denoted by HO(5, 6, 13), and 9-derivative 2-step HO of order 13, denoted by CMDAHO(13) compare favorably with Adams–Cowell of order 13, denoted by AC(13), in solving standard N-body problems over an interval of 1000 periods on the basis of the relative error of energy as a function of the CPU time. Next, the three HO methods compare positively with AC(13) in solving standard N-body problems on the basis of the growth of relative positional error and relative energy error over 10, 000 periods of integration. Finally, these three methods compare also well with P-stable methods of Cash and Franco et al. on some quasi periodic, second-order linear and nonlinear problems. The coefficients of selected HO methods are listed in the appendix.

A Block Procedure with Linear Multi-Step Methods Using Legendre Polynomials for Solving ODEs

In this article, we derive a block procedure for some K-step linear multi-step methods (for K = 1, 2 and 3), using Legendre polynomials as the basis functions. We give discrete methods used in block and implement it for solving the non-stiff initial value problems, being the continuous interpolant derived and collocated at grid and off-grid points. Numerical examples of ordinary differential equations (ODEs) are solved using the proposed methods to show the validity and the accuracy of the introduced algorithms. A comparison with fourth-order Runge-Kutta method is given. The ob-tained numerical results reveal that the proposed method is efficient.

Two-step-by-two-step PIRKN-type PC methods based on Gauss–Legendre collocation points for nonstiff IVPs

This paper investigates parallel predictor–corrector (PC) iteration methods for solving nonstiff initial-value problems (IVPs) for systems of special second-order differential equations of the form \(\mathbf{y}''(t)=\mathbf{f}(t,\mathbf{y}(t))\). The predictor methods are based on Adams-type formulas. The corrector methods are constructed by using coefficients of \(s\)-stage collocation Gauss–Legendre Runge–Kutta–Nystrom (RKN) methods based on \(\hat{c}_1,\dots ,\hat{c}_s\) and \(2s\)-stage collocation RKN methods based on \(\hat{c}_1,\dots ,\hat{c}_s,1+\hat{c}_1,\dots ,1+\hat{c}_s\). At \(n\)th integration step, the stage values of the \(2s\)-stage collocation RKN methods evaluated at \(t_n+(1+\hat{c}_1)h,\dots ,t_n+(1+\hat{c}_s)h\) can be used as the stage values of the collocation Gauss–Legendre RKN method for \((n+2)\)th integration step. In this way we obtain the corrector methods in which the integration processes can be proceeded two-step by two-step. The resulting parallel PC iteration methods which are called two-step-by-two-step (TBT) parallel-iterated RKN-type (PIRKN-type) PC methods based on Gauss–Legendre collocation points (two-step-by-two-step PIRKNG methods or TBTPIRKNG methods) give us a faster integration process. Fixed stepsize applications of these TBTPIRKNG methods to three widely used test problems show that the new parallel PC iteration methods are much more efficient when compared with the well-known parallel-iterated RKN methods (PIRKN methods) and sequential codes ODEX2 and DOP853 available from the literature.

Second derivative GLM with nearly ARK stability

This paper considers a special subclass of second derivative general linear methods (SD-GLM). This new class of methods will be known as the second derivative GLMwith nearly almost Runge-Kutta stability (SD-NARK-stability). It is one of the possible generalization of the classical second derivative Runge-Kutta method (SD-RKM) suitable for the solution of non-stiff initial value problems (IVPs) in ordinary differential equations (ODEs).

Explicit Runge–Kutta pairs with lower stage-order

Explicit Runge–Kutta pairs of methods of successive orders of accuracy provide effective algorithms for approximating solutions to nonstiff initial value problems. For each explicit RK method of order of accuracy p, there is a minimum number s p of derivative evaluations required for each step propagating the numerical solution. For p ≤ 8, Butcher has established exact values of s p , and for p > 8, his work establishes lower bounds; otherwise, upper bounds are established by various published methods. Recently, Khashin has derived some new methods numerically, and shown that the known upper bound on s 9 for methods of order p = 9 can be reduced from 15 to 13. His results motivate this attempt to identify parametrically exact representations for coefficients of such methods. New pairs of methods of orders 5,6 and 6,7 are characterized in terms of several arbitrary parameters. This approach, modified from an earlier one, increases the known spectrum of types of RK pairs and their derivations, may lead to the derivation of new RK pairs of higher-order, and possibly to other types of explicit algorithms within the class of general linear methods.

Contractivity-preserving explicit Hermite–Obrechkoff ODE solver of order 13

A new optimal, explicit, Hermite–Obrechkoff method of order 13, denoted by HO(13), that is contractivity-preserving (CP) and has nonnegative coefficients is constructed for solving nonstiff first-order initial value problems. Based on the CP conditions, the new 9-derivative HO(13) has maximum order 13. The new method usually requires significantly fewer function evaluations and significantly less CPU time than the Taylor method of order 13 and the Runge–Kutta method DP(8,7)13M to achieve the same global error when solving standard \(N\)-body problems.

Variable order explicit second derivative general linear methods

Explicit second derivative general linear methods (ESDGLM) form an extension of the general linear methods (GLM). These special class of methods are designed for the numerical integration of non-stiff initial value problems (IVPs) in ordinary differential equations (ODEs). Some ESDGLM are considered with numerical tests comparing the accuracy of the proposed algorithms with some other existing ones.