A simple accelerated third-order Runge-Kutta-type, fixed time step, integration scheme that uses just two function evaluations per step is developed. Because of the lower number of function evaluations, the scheme proposed herein has a lower computational cost than the standard third-order Runge-Kutta scheme while maintaining the same order of local accuracy. Numerical examples illustrating the...

The RK5GL3 method is a numerical method for solving initial value problems in ordinary differential equations, and is based on a combination of a fifth-order Runge-Kutta method and 3-point Gauss-Legendre quadrature. In this paper we describe the propagation of local errors in this method, and show that the global order of RK5GL3 is expected to be six, one better than the underlying RungeKutta m...

We consider canonical partitioned Runge-Kutta methods for separable Hamiltonians H = T(ß) + Viq) and canonical Runge-Kutta-Nyström methods for Hamiltonians of the form H = ^pTM~lp + Viq) with M a diagonal matrix. We show that for explicit methods there is great simplification in their structure. Canonical methods of orders one through four are constructed. Numerical experiments indicate the sui...

Research on parallel iterated methods based on Runge-Kutta formulas both for stii and non-stii problems has been pioneered by van der Houwen et al., for example see 8, 9, 10, 11]. Burrage and Suhartanto have adopted their ideas and generalized their work to methods based on Multistep Runge-Kutta of Radau type 2] for non-stii problems. In this paper we discuss our methods for stii problems and s...

The parametric instability arising when ordinary differential equations (ODEs) are numerically integrated with Runge-Kutta-Nyström (RKN) methods with varying step sizes is investigated. Perturbation methods are used to quantify the critical step sizes associated with parametric instability. It is shown that there is no parametric instability for linear constant coefficient ODEs integrated with ...

This paper concerns predictive stepsize control applied to high order methods for temporal discretization in reservoir simulation. The family of Runge-Kutta methods is presented and in particular the explicit singly diagonally implicit Runge-Kutta (ESDIRK) methods are described. A predictive stepsize adjustment rule based on error estimates and convergence control of the integrated iterative so...

This paper focuses on the mathematical study of the existence of solitary gravity waves (solitons) and their characteristics (amplitude, velocity, [Formula: see text]) generated by a piston wave maker lying upstream of a horizontal channel. The mathematical model requires both incompressibility condition, irrotational flow of no viscous fluid and Lagrange coordinates. By using both the inverse ...

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 th...

In the present paper an attempt is made for the solution of SDE (Stochastic differential equation ) using different numerical simulation . Here the four different technique has been adopt for the two test problem for the verification process . Main emphasis is given on the RKM (Runge kutta Method) in which the solution has minimum number of absolute error .i.e more accurate then other. some of ...

Separable Hamiltonian systems of differential equations have the form dp/dt = -dH/dq, dq/dt = dH/dp, with a Hamiltonian function H that satisfies H = T(p) + K(q) (T and V are respectively the kinetic and potential energies). We study the integration of these systems by means of partitioned Runge-Kutta methods, i.e., by means of methods where different Runge-Kutta tableaux are used for the p and...