Sugiura, H. and T. Torii, A method for constructing generalized Runge-Kutta methods, Journal of Computational and Applied Mathematics 38 (1991) 399-410. In the implementation of an implicit Runge-Kutta formula, we need to solve systems of nonlinear equations. In this paper, we analyze the Newton iteration process and a modified Newton iteration process for solving these equations. Then we propo...

in this paper, the chebyshev spectral collocation method(cscm) for one-dimensional linear hyperbolic telegraph equation is presented. chebyshev spectral collocation method have become very useful in providing highly accurate solutions to partial differential equations. a straightforward implementation of these methods involves the use of spectral differentiation matrices. firstly, we transform ...

and Applied Analysis 3 The class of Runge-Kutta methods with CQ formula has been applied to delay-integro-differential equations by many authors (c.f. [18, 19]). For the CQ formula (9), we usually adopt the repeated trapezoidal rule, the repeated Simpson’s rule, or the repeated Newton-cotes rule, and so forth, denote η = max{?̃? 0 , ?̃? 1 , . . . , ?̃? m }. It should be pointed out that the adopte...

We prove that to every rational function R(z) satisfying R(−z)R(z) = 1, there exists a symplectic Runge-Kutta method with R(z) as stability function. Moreover, we give a surprising relation between the poles of R(z) and the weights of the quadrature formula associated with a symplectic Runge-Kutta method.

Two techniques for reliably controlling the defect (residual) in the numerical solution of nonstiff initial value problems were given in [D. This work describes an alternative approach based on Hermite-Birkhoff interpolation. The new approach has two main advantagesmit is applicable to Runge-Kutta schemes of any order, and it gives rise to a defect of the optimum asymptotic order of accuracy. F...

In this paper, an interpolation method for solving linear diierential equations was developed using multiquadric scheme. Unlike most iterative formula , this method provides a global interpolation formulae for the solution. Numerical examples show that this method ooers a higher degree of accuracy than Runge-Kutta formula and the iterative multistep methods developed by Hyman (1978).

We derive the explicit formula for the joint Laplace transform of the Wishart process and its time integral which extends the original approach of Bru (1991). We compare our methodology with the alternative results given by the variation of constants method, the linearization of the Matrix Riccati ODE’s and the Runge-Kutta algorithm. The new formula turns out to be fast and accurate.

where y(x) denotes the solution of the differential equation. The idea is to use a quadrature formula to estimate the integral of (1). This requires knowledge of the integrand at specified arguments x¿ in (xo, -To + h)—hence we require the values of y(x) at these arguments. A numerical integration method may be used to estimate y(x) for the required arguments. In this way a numerical integratio...