This paper provides a study on the stability and time-step constraints of solving the linearized Korteweg-de Vries(KdV)equation,using implicit-explicit(IMEX)Runge-Kutta(RK)time integration methods combined with either...This paper provides a study on the stability and time-step constraints of solving the linearized Korteweg-de Vries(KdV)equation,using implicit-explicit(IMEX)Runge-Kutta(RK)time integration methods combined with either finite difference(FD)or local discontinuous Galerkin(DG)spatial discretization.We analyze the stability of the fully discrete scheme,on a uniform mesh with periodic boundary conditions,using the Fourier method.For the linearized KdV equation,the IMEX schemes are stable under the standard Courant-Friedrichs-Lewy(CFL)conditionτ≤λh.Here,λis the CFL number,τis the time-step size,and h is the spatial mesh size.We study several IMEX schemes and characterize their CFL number as a function ofθ=d/h^(2)with d being the dispersion coefficient,which leads to several interesting observations.We also investigate the asymptotic behaviors of the CFL number for sufficiently refined meshes and derive the necessary conditions for the asymptotic stability of the IMEX-RK methods.Some numerical experiments are provided in the paper to illustrate the performance of IMEX methods under different time-step constraints.展开更多
For differential equations with piecewise constant arguments of advanced type, numerical stability and oscillations of Runge-Kutta methods are investigated. The necessary and sufficient conditions under which the nume...For differential equations with piecewise constant arguments of advanced type, numerical stability and oscillations of Runge-Kutta methods are investigated. The necessary and sufficient conditions under which the numerical stability region contains the analytic stability region are given. The conditions of oscillations for the Runge-Kutta methods are obtained also. We prove that the Runge-Kutta methods preserve the oscillations of the analytic solution. Moreover, the relationship between stability and oscillations is discussed. Several numerical examples which confirm the results of our analysis are presented.展开更多
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...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.展开更多
A series of sufficient and necessary conditions for the algebraic stability of multistepRunge-Kutta methods is obtained, most of which can be regarded as extension of the relevant results available for Runge-Kutta met...A series of sufficient and necessary conditions for the algebraic stability of multistepRunge-Kutta methods is obtained, most of which can be regarded as extension of the relevant results available for Runge-Kutta methods, especially, for Radau Ⅰ A, Radau Ⅱ A and Gaussian Runge-Kutta methods.展开更多
A time discretization method is called strongly stable(or monotone),if the norm of its numerical solution is nonincreasing.Although this property is desirable in various of contexts,many explicit Runge-Kutta(RK)method...A time discretization method is called strongly stable(or monotone),if the norm of its numerical solution is nonincreasing.Although this property is desirable in various of contexts,many explicit Runge-Kutta(RK)methods may fail to preserve it.In this paper,we enforce strong stability by modifying the method with superviscosity,which is a numerical technique commonly used in spectral methods.Our main focus is on strong stability under the inner-product norm for linear problems with possibly non-normal operators.We propose two approaches for stabilization:the modified method and the filtering method.The modified method is achieved by modifying the semi-negative operator with a high order superviscosity term;the filtering method is to post-process the solution by solving a diffusive or dispersive problem with small superviscosity.For linear problems,most explicit RK methods can be stabilized with either approach without accuracy degeneration.Furthermore,we prove a sharp bound(up to an equal sign)on diffusive superviscosity for ensuring strong stability.For nonlinear problems,a filtering method is investigated.Numerical examples with linear non-normal ordinary differential equation systems and for discontinuous Galerkin approximations of conservation laws are performed to validate our analysis and to test the performance.展开更多
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 f...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.展开更多
Current research is concerned with the stability of stochastic logistic equation with Ornstein-Uhlenbeck process. First, this research proves that the stochastic logistic model with Ornstein-Uhlenbeck process has a po...Current research is concerned with the stability of stochastic logistic equation with Ornstein-Uhlenbeck process. First, this research proves that the stochastic logistic model with Ornstein-Uhlenbeck process has a positive solution. After that, it also introduces the sufficient conditions for stochastically stability of stochastic logistic model for cell growth of microorganism in fermentation process for positive equilibrium point by using Lyapunov function. In addition, this research establishes the sufficient conditions for zero solution as mentioned in Appendix A due to the cell growth of microorganism μmax, which cannot be negative in fermentation process. Furthermore, for numerical simulation, current research uses the 4-stage stochastic Runge-Kutta (SRK4) method to show the reality of the results.展开更多
We briefly summarized how to design and fabricate an insect-mimicking flapping-wing system and demonstrate how to implement inherent pitching stability for stable vertical takeoff. The effect of relative locations of ...We briefly summarized how to design and fabricate an insect-mimicking flapping-wing system and demonstrate how to implement inherent pitching stability for stable vertical takeoff. The effect of relative locations of the Center of Gravity (CG) and the mean Aerodynamic Center (AC) on vertical flight was theoretically examined through static force balance considera- tion. We conducted a series of vertical takeoff tests in which the location of the mean AC was determined using an unsteady Blade Element Theory (BET) previously developed by the authors. Sequential images were captured during the takeoff tests using a high-speed camera. The results demonstrated that inherent pitching stability for vertical takeoff can be achieved by controlling the relative position between the CG and the mean AC of the flapping system.展开更多
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 thr...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.展开更多
We present an algorithm for determining the stepsize in an explicit Runge-Kutta method that is suitable when solving moderately stiff differential equations. The algorithm has a geometric character, and is based on a ...We present an algorithm for determining the stepsize in an explicit Runge-Kutta method that is suitable when solving moderately stiff differential equations. The algorithm has a geometric character, and is based on a pair of semicircles that enclose the boundary of the stability region in the left half of the complex plane. The algorithm includes an error control device. We describe a vectorized form of the algorithm, and present a corresponding MATLAB code. Numerical examples for Runge-Kutta methods of third and fourth order demonstrate the properties and capabilities of the algorithm.展开更多
In this paper, we propose two new explicit Almost Runge-Kutta (ARK) methods, ARK3 (a three stage third order method, i.e., s = p = 3) and ARK34 (a four-stage third-order method, i.e., s = 4, p = 3), for the numerical ...In this paper, we propose two new explicit Almost Runge-Kutta (ARK) methods, ARK3 (a three stage third order method, i.e., s = p = 3) and ARK34 (a four-stage third-order method, i.e., s = 4, p = 3), for the numerical solution of initial value problems (IVPs). The methods are derived through the application of order and stability conditions normally associated with Runge-Kutta methods;the derived methods are further tested for consistency and stability, a necessary requirement for convergence of any numerical scheme;they are shown to satisfy the criteria for both consistency and stability;hence their convergence is guaranteed. Numerical experiments carried out further justified the efficiency of the methods.展开更多
This paper is concerned with the numerical dissipativity of multistep Runge-Kutta methods for nonlinear neutral delay-integro-differential equations.We investigate the dissipativity properties of-algebraically stable ...This paper is concerned with the numerical dissipativity of multistep Runge-Kutta methods for nonlinear neutral delay-integro-differential equations.We investigate the dissipativity properties of-algebraically stable multistep Runge-Kutta methods with constrained grid.The finite-dimensional and infinite-dimensional dissipativity results of-algebraically stable multistep Runge-Kutta methods are obtained.展开更多
The sufficient conditions for the stability and asymptotic stability of Runge-Kutta methods for nonlinear neutral delay integro-differential equations are derived. A numerical test that confirms the theoretical result...The sufficient conditions for the stability and asymptotic stability of Runge-Kutta methods for nonlinear neutral delay integro-differential equations are derived. A numerical test that confirms the theoretical results is given in the end.展开更多
Considering a linear system of delay integro-differential equations with a constant delay whose zero solution is asympototically stable, this paper discusses the stability of numerical methods for the sys-tem. The ada...Considering a linear system of delay integro-differential equations with a constant delay whose zero solution is asympototically stable, this paper discusses the stability of numerical methods for the sys-tem. The adaptation of Runge-Kutta methods with a Lagrange interpolation procedure was focused on in-heriting the asymptotic stability of underlying linear systems. The results show that an A-stable Runge-Kutta method preserves the asympototic stability of underlying linear systems whenever an unconstrained grid is used.展开更多
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 ...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.展开更多
This paper is concerned with numerical stability of nonlinear systems of pantograph equations. Numerical methods based on (k, l)-algebraically stable Runge-Kutta methods are suggested. Global and asymptotic stabilit...This paper is concerned with numerical stability of nonlinear systems of pantograph equations. Numerical methods based on (k, l)-algebraically stable Runge-Kutta methods are suggested. Global and asymptotic stability conditions for the presented methods are derived.展开更多
In this paper,we analyze the explicit Runge-Kutta discontinuous Galerkin(RKDG)methods for the semilinear hyperbolic system of a correlated random walk model describing movement of animals and cells in biology.The RKDG...In this paper,we analyze the explicit Runge-Kutta discontinuous Galerkin(RKDG)methods for the semilinear hyperbolic system of a correlated random walk model describing movement of animals and cells in biology.The RKDG methods use a third order explicit total-variation-diminishing Runge-Kutta(TVDRK3)time discretization and upwinding numerical fluxes.By using the energy method,under a standard CourantFriedrichs-Lewy(CFL)condition,we obtain L2stability for general solutions and a priori error estimates when the solutions are smooth enough.The theoretical results are proved for piecewise polynomials with any degree k 1.Finally,since the solutions to this system are non-negative,we discuss a positivity-preserving limiter to preserve positivity without compromising accuracy.Numerical results are provided to demonstrate these RKDG methods.展开更多
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 Li...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.展开更多
基金supported by the NSF under Grant DMS-2208391sponsored by the NSF under Grant DMS-1753581.
文摘This paper provides a study on the stability and time-step constraints of solving the linearized Korteweg-de Vries(KdV)equation,using implicit-explicit(IMEX)Runge-Kutta(RK)time integration methods combined with either finite difference(FD)or local discontinuous Galerkin(DG)spatial discretization.We analyze the stability of the fully discrete scheme,on a uniform mesh with periodic boundary conditions,using the Fourier method.For the linearized KdV equation,the IMEX schemes are stable under the standard Courant-Friedrichs-Lewy(CFL)conditionτ≤λh.Here,λis the CFL number,τis the time-step size,and h is the spatial mesh size.We study several IMEX schemes and characterize their CFL number as a function ofθ=d/h^(2)with d being the dispersion coefficient,which leads to several interesting observations.We also investigate the asymptotic behaviors of the CFL number for sufficiently refined meshes and derive the necessary conditions for the asymptotic stability of the IMEX-RK methods.Some numerical experiments are provided in the paper to illustrate the performance of IMEX methods under different time-step constraints.
文摘For differential equations with piecewise constant arguments of advanced type, numerical stability and oscillations of Runge-Kutta methods are investigated. The necessary and sufficient conditions under which the numerical stability region contains the analytic stability region are given. The conditions of oscillations for the Runge-Kutta methods are obtained also. We prove that the Runge-Kutta methods preserve the oscillations of the analytic solution. Moreover, the relationship between stability and oscillations is discussed. Several numerical examples which confirm the results of our analysis are presented.
文摘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.
文摘A series of sufficient and necessary conditions for the algebraic stability of multistepRunge-Kutta methods is obtained, most of which can be regarded as extension of the relevant results available for Runge-Kutta methods, especially, for Radau Ⅰ A, Radau Ⅱ A and Gaussian Runge-Kutta methods.
基金supported by NSF Grants DMS-1719410 and DMS-2010107by AFOSR Grant FA9550-20-1-0055.
文摘A time discretization method is called strongly stable(or monotone),if the norm of its numerical solution is nonincreasing.Although this property is desirable in various of contexts,many explicit Runge-Kutta(RK)methods may fail to preserve it.In this paper,we enforce strong stability by modifying the method with superviscosity,which is a numerical technique commonly used in spectral methods.Our main focus is on strong stability under the inner-product norm for linear problems with possibly non-normal operators.We propose two approaches for stabilization:the modified method and the filtering method.The modified method is achieved by modifying the semi-negative operator with a high order superviscosity term;the filtering method is to post-process the solution by solving a diffusive or dispersive problem with small superviscosity.For linear problems,most explicit RK methods can be stabilized with either approach without accuracy degeneration.Furthermore,we prove a sharp bound(up to an equal sign)on diffusive superviscosity for ensuring strong stability.For nonlinear problems,a filtering method is investigated.Numerical examples with linear non-normal ordinary differential equation systems and for discontinuous Galerkin approximations of conservation laws are performed to validate our analysis and to test the performance.
基金This work is supported by the Research Fund of the Natural Science Foundation of Heilongjiang Province (No. A201214) and the National Natural Science Foundation of China(61501148).
文摘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.
文摘Current research is concerned with the stability of stochastic logistic equation with Ornstein-Uhlenbeck process. First, this research proves that the stochastic logistic model with Ornstein-Uhlenbeck process has a positive solution. After that, it also introduces the sufficient conditions for stochastically stability of stochastic logistic model for cell growth of microorganism in fermentation process for positive equilibrium point by using Lyapunov function. In addition, this research establishes the sufficient conditions for zero solution as mentioned in Appendix A due to the cell growth of microorganism μmax, which cannot be negative in fermentation process. Furthermore, for numerical simulation, current research uses the 4-stage stochastic Runge-Kutta (SRK4) method to show the reality of the results.
基金Basic Science Research Program through the National Research Foundation of Korea (NRF),The Ministry of Education,Science and Technology,The New & Renewable Energy R&D program of the Korea Institute of Energy Technology Evaluation and Planning (KETEP),The Korea government Ministry of Knowledge Economy,M.J.Kim appreciates the financial support from National Science Foundation
文摘We briefly summarized how to design and fabricate an insect-mimicking flapping-wing system and demonstrate how to implement inherent pitching stability for stable vertical takeoff. The effect of relative locations of the Center of Gravity (CG) and the mean Aerodynamic Center (AC) on vertical flight was theoretically examined through static force balance considera- tion. We conducted a series of vertical takeoff tests in which the location of the mean AC was determined using an unsteady Blade Element Theory (BET) previously developed by the authors. Sequential images were captured during the takeoff tests using a high-speed camera. The results demonstrated that inherent pitching stability for vertical takeoff can be achieved by controlling the relative position between the CG and the mean AC of the flapping system.
基金supported by the NSF(10926158) of ChinaDoctoral Fund(20090061120038) of Ministry of Education of ChinaBasic Scientific Research Foundation(200903287) of Jilin University
文摘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.
文摘We present an algorithm for determining the stepsize in an explicit Runge-Kutta method that is suitable when solving moderately stiff differential equations. The algorithm has a geometric character, and is based on a pair of semicircles that enclose the boundary of the stability region in the left half of the complex plane. The algorithm includes an error control device. We describe a vectorized form of the algorithm, and present a corresponding MATLAB code. Numerical examples for Runge-Kutta methods of third and fourth order demonstrate the properties and capabilities of the algorithm.
文摘In this paper, we propose two new explicit Almost Runge-Kutta (ARK) methods, ARK3 (a three stage third order method, i.e., s = p = 3) and ARK34 (a four-stage third-order method, i.e., s = 4, p = 3), for the numerical solution of initial value problems (IVPs). The methods are derived through the application of order and stability conditions normally associated with Runge-Kutta methods;the derived methods are further tested for consistency and stability, a necessary requirement for convergence of any numerical scheme;they are shown to satisfy the criteria for both consistency and stability;hence their convergence is guaranteed. Numerical experiments carried out further justified the efficiency of the methods.
基金Inner Mongolia University 2020 undergraduate teaching reform research and construction project-NDJG2094。
文摘This paper is concerned with the numerical dissipativity of multistep Runge-Kutta methods for nonlinear neutral delay-integro-differential equations.We investigate the dissipativity properties of-algebraically stable multistep Runge-Kutta methods with constrained grid.The finite-dimensional and infinite-dimensional dissipativity results of-algebraically stable multistep Runge-Kutta methods are obtained.
基金This work was supported by the National Natural Science Foundation of China (Grant Nos.10271100 and 10571147)
文摘The sufficient conditions for the stability and asymptotic stability of Runge-Kutta methods for nonlinear neutral delay integro-differential equations are derived. A numerical test that confirms the theoretical results is given in the end.
基金Supported by the National Natural Science Foundation of China (Nos. 60273007 60131160743 and 10101027) and China Post-doctoral Science Foundation
文摘Considering a linear system of delay integro-differential equations with a constant delay whose zero solution is asympototically stable, this paper discusses the stability of numerical methods for the sys-tem. The adaptation of Runge-Kutta methods with a Lagrange interpolation procedure was focused on in-heriting the asymptotic stability of underlying linear systems. The results show that an A-stable Runge-Kutta method preserves the asympototic stability of underlying linear systems whenever an unconstrained grid is used.
文摘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.
基金This work is supported by the National Natural Science Foundation of China(No. 10271100).
文摘This paper is concerned with numerical stability of nonlinear systems of pantograph equations. Numerical methods based on (k, l)-algebraically stable Runge-Kutta methods are suggested. Global and asymptotic stability conditions for the presented methods are derived.
基金supported by the University of Science and Technology of China Special Grant for Postgraduate ResearchInnovation and Practice+5 种基金the Chinese Academy of Science Special Grant for Postgraduate ResearchInnovation and PracticeDepartment of Energy of USA(Grant No.DE-FG02-08ER25863)National Science Foundation of USA(Grant No.DMS-1112700)National Natural Science Foundation of China(Grant Nos.1107123491130016 and 91024025)
文摘In this paper,we analyze the explicit Runge-Kutta discontinuous Galerkin(RKDG)methods for the semilinear hyperbolic system of a correlated random walk model describing movement of animals and cells in biology.The RKDG methods use a third order explicit total-variation-diminishing Runge-Kutta(TVDRK3)time discretization and upwinding numerical fluxes.By using the energy method,under a standard CourantFriedrichs-Lewy(CFL)condition,we obtain L2stability for general solutions and a priori error estimates when the solutions are smooth enough.The theoretical results are proved for piecewise polynomials with any degree k 1.Finally,since the solutions to this system are non-negative,we discuss a positivity-preserving limiter to preserve positivity without compromising accuracy.Numerical results are provided to demonstrate these RKDG methods.
基金supported by NSF of China(Grant No.11001033)Natural Science Foundation of Hunan Province(Grant No.10JJ4003)Chinese Society for Electrical Engineering,and Graduates’innovation fund of HUST(No.HF-08-02-2011-011).
文摘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.