This study utilized combination of phase plots,time steps distribution and adaptive time steps Runge-Kutta and f if th order algorithms to investigate a harmonically Duff ing oscillator.The object is to visually compare fourth and f if th order Runge-Kutta algorithms performance as tools for seeking the chaotic solutions of a harmonically excited Duffing oscillator.Though fif th order algorithm...

Abstract. We investigate the strong convergence rate of both Runge–Kutta methods and simplified step-N Euler schemes for stochastic differential equations driven by multi-dimensional fractional Brownian motions with H ∈ ( 2 , 1). These two classes of numerical schemes are implementable in the sense that the required information from the driving noises are only their increments. We prove the sol...

A fourth-order, implicit, low-dispersion, and low-dissipation Runge-Kutta scheme is introduced. The scheme is optimized for minimal dissipation and dispersion errors. High order accuracy is achieved with fewer stages than standard explicit Runge-Kutta schemes. The scheme is designed to be As table for highly stiff problems. Possible applications include wall-bounded flows with solid boundaries ...

Citation A comparison of high-order explicit Runge–Kutta, extrapolation, and deferred correction methods in serial and We compare the three main types of high-order one-step initial value solvers: extrapolation, spectral deferred correction, and embedded Runge–Kutta pairs. We consider orders four through twelve, including both serial and parallel implementations. We cast extrapolation and defer...

Exponential Runge–Kutta methods constitute efficient integrators for semilinear stiff problems. So far, however, explicit exponential Runge–Kutta methods are available in the literature up to order 4 only. The aim of this paper is to construct a fifth-order method. For this purpose, we make use of a novel approach to derive the stiff order conditions for high-order exponential methods. This all...

We study Runge{Kutta methods for the integration of ordinary diierential equations and their retention of algebraic invariants. As a general rule, we derive two conditions for the retention of such invariants. The rst is a condition on the co-eecients of the methods, the second is a pair of partial diierential equations that otherwise must be obeyed by the invariant. The cases related to the re...

Strong stability preserving (SSP) time discretizations were developed for use with the spatial discretization of partial differential equations that are strongly stable under forward Euler time integration. SSP methods preserve convex boundedness and contractivity properties satisfied by forward Euler, under a modified time-step restriction. We turn to implicit Runge–Kutta methods to alleviate ...