Construction of Runge–Kutta type methods for solving ordinary differential equations

In this paper, we study Runge–Kutta methods with continuous stage, introduced by Butcher in 1987. By setting the coefficients of this family of methods and choosing the appropriate numerical integration, we derive new classes of Runge–Kutta methods. Furthermore, we extend the W-transformation techni...

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Published in:Applied mathematics and computation Vol. 234; pp. 179 - 191
Main Authors: Tang, Wensheng, Sun, Yajuan
Format: Journal Article
Language:English
Published: Elsevier Inc 15.05.2014
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ISSN:0096-3003, 1873-5649
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Abstract In this paper, we study Runge–Kutta methods with continuous stage, introduced by Butcher in 1987. By setting the coefficients of this family of methods and choosing the appropriate numerical integration, we derive new classes of Runge–Kutta methods. Furthermore, we extend the W-transformation technique by permitting W to be a non-square matrix. This allows us to construct more high-order implicit Runge–Kutta methods with some geometric properties. Specially, we provide Runge–Kutta methods with continuous stage which are (conjugate) symplectic, symmetric or energy-preserving for solving Hamiltonian systems. We also present some numerical experiments to verify our results.
AbstractList In this paper, we study Runge–Kutta methods with continuous stage, introduced by Butcher in 1987. By setting the coefficients of this family of methods and choosing the appropriate numerical integration, we derive new classes of Runge–Kutta methods. Furthermore, we extend the W-transformation technique by permitting W to be a non-square matrix. This allows us to construct more high-order implicit Runge–Kutta methods with some geometric properties. Specially, we provide Runge–Kutta methods with continuous stage which are (conjugate) symplectic, symmetric or energy-preserving for solving Hamiltonian systems. We also present some numerical experiments to verify our results.
Author Tang, Wensheng
Sun, Yajuan
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Keywords Energy-preserving method
Hamiltonian system
(Conjugate) Symplectic method
Runge–Kutta method with continuous stage
Symmetric method
W-transformation
Language English
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Snippet In this paper, we study Runge–Kutta methods with continuous stage, introduced by Butcher in 1987. By setting the coefficients of this family of methods and...
In this paper, we study Runge-Kutta methods with continuous stage, introduced by Butcher in 1987. By setting the coefficients of this family of methods and...
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SubjectTerms (Conjugate) Symplectic method
Computation
Conjugates
Construction
Differential equations
Energy-preserving method
Hamiltonian system
Mathematical models
Numerical integration
Runge-Kutta method
Runge–Kutta method with continuous stage
Symmetric method
W-transformation
Title Construction of Runge–Kutta type methods for solving ordinary differential equations
URI https://dx.doi.org/10.1016/j.amc.2014.02.042
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Volume 234
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