A class of twostep continuity Runge-Kutta methods for solving singular delay differential equations and its convergence

An idea of relaxing the effect of delay when computing the Runge-Kutta stages in the current step and a class of two-step continuity Runge-Kutta methods （TSCRK） is presented. Their construction, their order conditions and their convergence are studied. The two-step continuity Runge-Kutta methods possess good numerical stability properties and higher stage-order, and keep the explicit process of computing the Runge-Kutta stages. The numerical experiments show that the TSCRK methods are efficient.

Three-stage Stiffly Accurate Runge-Kutta Methods for Stiff Stochastic Differential Equations

In this paper we discuss diagonally implicit and semi-implicit methods based on the three-stage stiffly accurate Runge-Kutta methods for solving Stratonovich stochastic differential equations（SDEs）.Two methods,a three-stage stiffly accurate semi-implicit（SASI3） method and a three-stage stiffly accurate diagonally implicit （SADI3） method,are constructed in this paper.In particular,the truncated random variable is used in the implicit method.The stability properties and numerical results show the effectiveness of these methods in the pathwise approximation of stiff SDEs.

Two Implicit Runge-Kutta Methods for Stochastic Differential Equation

In this paper, the Ito-Taylor expansion of stochastic differential equation is briefly introduced. The colored rooted tree theory is applied to derive strong order 1.0 implicit stochastic Runge-Kutta method(SRK). Two fully implicit schemes are presented and their stability qualities are discussed. And the numerical report illustrates the better numerical behavior.

H-stability of the Runge-Kutta methods with general variable stepsize for system of pantograph equations with two delay terms

This paper deals with H-stability of the Runge-Kutta methods with a general variable stepsize for the system of pantograph equations with two delay terms. It is shown that the Runge-Kutta methods with a regular matrix A are H-stable if and only if the modulus of the stability function at infinity is less than 1.

Numerical Stability of the Runge-Kutta Methods for Equations u′(t) = au(t)+bu([K/N*t]) in Science Computation

Differential equation has widely applied in science and engineering calculation. Runge Kutta method is a main method for solving differential equations. In this paper, the numerical properties of Runge-Kutta methods for the equation u′(t) = au(t)+bu([K/N* t]) is dealed with, where K and N is relatively prime and K < N,K,N∈ Z+. The conditions are obtained under which the numerical solutions preserve the analytical stability properties of the analytic ones and some numerical experiments are given.

A CLASS OF TWO-STEP CONTINUITY RUNGE-KUTTA METHODS FOR SOLVING SINGULAR DELAY DIFFERENTIAL EQUATIONS AND ITS STABILITY ANALYSIS

In this paper, a class of two-step continuity Runge-Kutta（TSCRK） methods for solving singular delay differential equations（DDEs） is presented. Analysis of numerical stability of this methods is given. We consider the two distinct cases： （i）τ≥ h, （ii）τ 〈 h, where the delay τ and step size h of the two-step continuity Runge-Kutta methods are both constant. The absolute stability regions of some methods are plotted and numerical examples show the efficiency of the method.

NONLINEAR STABILITY OF NATURAL RUNGE-KUTTA METHODS FOR NEUTRAL DELAY DIFFERENTIAL EQUATIONS

Presents the stability analysis of theoretical solutions for a class of nonlinear neutral delay-differential equations (NDDE). Discussion on the numerical analogous results of the natural Runge-Kutta (NRK) methods for the same class of nonlinear NDDE; Review of the related concepts and results on RK methods; Information on the asymptotic stability and global stability of the induced NRK method.

B-Theory of Runge-Kutta methods for stiff Volterra functional differential equations

B-stability and B-convergence theories of Runge-Kutta methods for nonlinear stiff Volterra func-tional differential equations (VFDEs) are established which provide unified theoretical foundation for the studyof Runge-Kutta methods when applied to nonlinear stiff initial value problems (IVPs) in ordinary differentialequations (ODEs), delay differential equations (DDEs), integro-differential equations (IDEs) and VFDEs ofother type which appear in practice.

D-CONVERGENCE OF RUNGE-KUTTA METHODS FOR STIFF DELAY DIFFERENTIAL EQUATIONS

Focuses on a study which examined the numerical solution of delay differential equations (DDE). Information on the Runge-Kutta methods for DDE; Results of the D-convergence analysis of Runge-Kutta methods; Details on the equations with several delays.

Stability Analysis of Runge-Kutta Methods for Nonlinear Neutral Volterra Delay-Integro-Differential Equations

This paper is concerned with the numerical stability of implicit Runge-Kutta methods for nonlinear neutral Volterra delay-integro-differential equations with constant delay.Using a Halanay inequality generalized by Liz and Trofimchuk,we give two sufficient conditions for the stability of the true solution to this class of equations.Runge-Kutta methods with compound quadrature rule are considered.Nonlinear stability conditions for the proposed methods are derived.As an illustration of the application of these investigations,the asymptotic stability of the presented methods for Volterra delay-integro-differential equations are proved under some weaker conditions than those in the literature.An extension of the stability results to such equations with weakly singular kernel is also discussed.

The Stability of Runge－Kutta Methods for Systems of Delay Differential Equations

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THE GPL-STABILITY OF RUNGE-KUTTA METHODS FORDELAY DIFFERENTIAL SYSTEMS

Presents a study which dealt with stability of the implicit Runge-Kutta methods for the numerical solutions of the systems of delay differential equations. Stability behavior of the methods; Exponential solutions of the equations.

Convergence of a New Adapting Runge－Kutta Method to Delay Differential Equations

The adapting Runge-Kutta methods with a new interpolation procedure to delay differential equations was introduced by K.J. in't Hout in 1992[1], he proved that the numerical process, satisfies an important asymptotic stability condition. In this paper the convergence of this method under the asymptotic stability and other conditions in theorem 3 is proved.

Application of the Generalized Differential Quadrature Method in Solving Burgers' Equations

The aim of this paper is to obtain numerical solutions of the one-dimensional,two-dimensional and coupled Burgers' equations through the generalized differential quadrature method(GDQM).The polynomial-based differential quadrature(PDQ) method is employed and the obtained system of ordinary differential equations is solved via the total variation diminishing Runge-Kutta(TVD-RK) method.The numerical solutions are satisfactorily coincident with the exact solutions.The method can compete against the methods applied in the literature.

Derivation of the Reduction Formula of Sixth Order and Seven Stages Runge-Kutta Method for the Solution of an Ordinary Differential Equation

This paper is describing in detail the way we define the equations which give the formulas in the methods Runge-Kutta 6th order 7 stages with the incorporated control step size in the numerical solution of Ordinary Differential Equations (ODE). The purpose of the present work is to construct a system of nonlinear equations and then by solving this system to find the values of all set parameters and finally the reduction formula of the Runge-Kutta (6,7) method (6th order and 7 stages) for the solution of an Ordinary Differential Equation (ODE). Since the system of high order conditions required to be solved is complicated, all coefficients are found with respect to 7 free parameters. These free parameters, as well as some others in addition, are adjusted in such a way to furnish more efficient R-K methods. We use the MATLAB software to solve several of the created subsystems for the comparison of our results which have been solved analytically. Some examples for five different choices of the arbitrary values of the systems are presented in this paper.

Production of the Reduction Formula of Seventh Order Runge-Kutta Method with Step Size Control of an Ordinary Differential Equation

The purpose of the present work is to construct a nonlinear equation system (85 × 53) using Butcher’s Table and then by solving this system to find the values of all set parameters and finally the reduction formula of the Runge-Kutta (7,9) method (7th order and 9 stages) for the solution of an Ordinary Differential Equation (ODE). Since the system of high order conditions required to be solved is too complicated, we introduce a subsystem from the original system where all coefficients are found with respect to 9 free parameters. These free parameters, as well as some others in addition, are adjusted in such a way to furnish more efficient R-K methods. We use the MATLAB software to solve several of the created subsystems for the comparison of our results which have been solved analytically.

Solution of Modified Equations of Emden-Type by Differential Transform Method

In this paper the Modified Equations of Emden type (MEE), χ+αχχ+βχ 3 is solved numerically by the differential transform method. This technique doesn’t require any discretization, linearization or small perturbations and therefore it reduces significantly the numerical computation. The current results of this paper are in excellent agreement with those provided by Chandrasekar et al. [1] and thereby illustrate the reliability and the performance of the differential transform method. We have also compared the results with the classical Runge-Kutta 4 (RK4) Method.

ORDER RESULTS FOR ALGEBRAICALLY STABLEMONO-IMPLICIT RUNGE-KUTTA METHODS

It is well known that mono-implicit Runge-Kutta methods have been applied in the efficient numerical solution of initial or boundary value problems of ordinary differential equations. Burrage (1994) has shown that the order of an s-stage monoimplicit Runge-Kutta method is at most s+1 and the stage order is at most 3. In this paper, it is shown that the order of an s-stage mono-implicit Runge-Kutta method being algebraically stable is at most min((s) over tilde, 4), and the stage order together with the optimal B-convergence order is at most min(s, 2), where [GRAPHICS]

Construction of Symplectic Runge-Kutta Methods for Stochastic Hamiltonian Systems

We study the construction of symplectic Runge-Kutta methods for stochastic Hamiltonian systems(SHS).Three types of systems,SHS with multiplicative noise,special separable Hamiltonians and multiple additive noise,respectively,are considered in this paper.Stochastic Runge-Kutta(SRK)methods for these systems are investigated,and the corresponding conditions for SRK methods to preserve the symplectic property are given.Based on the weak/strong order and symplectic conditions,some effective schemes are derived.In particular,using the algebraic computation,we obtained two classes of high weak order symplectic Runge-Kutta methods for SHS with a single multiplicative noise,and two classes of high strong order symplectic Runge-Kutta methods for SHS with multiple multiplicative and additive noise,respectively.The numerical case studies confirm that the symplectic methods are efficient computational tools for long-term simulations.

ASYMPTOTIC STABILITY FOR GAUSS METHODS FOR NEUTRAL DELAY DIFFERENTIAL EQUATIONS

In [4] we proved that all Gauss methods areNtau(0)-compatible for neutral delay differential equations (NDDEs) of the form y'(t) = ay(t) + by(t-tau) + cy'(t-tau), t >0, (0.1) y(t) = g(t), -tau less than or equal to t less than or equal to 0, where a, b, c are real, tau > 0, g(t) is a continuous real valued function. In this paper we are going to use the theory of order stars to characterize the asymptotic stability properties of Gauss methods for NDDEs. And then proved that all Gauss methods are Ntau(0)-stable.