Numerical Solution of Ordinary and Delay Differential Equations by Runge-Kutta Type Methods
Runge-Kutta methods for the solution of systems of ordinary differential equations (ODEs) are described. To overcome the difficulty in implementing fully implicit Runge-Kutta method and to avoid the limitations of explicit Runge-Kutta method, we resort to Singly Diagonally Implicit Runge-Kutta (S...
| 第一著者: | |
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| フォーマット: | 学位論文 |
| 言語: | 英語 英語 |
| 出版事項: |
1999
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| 主題: | |
| オンライン･アクセス: | http://psasir.upm.edu.my/id/eprint/8653/1/FSAS_1999_5_A.pdf |
| _version_ | 1846214495648612352 |
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| author | Ismail, Fudziah |
| author_facet | Ismail, Fudziah |
| author_sort | Ismail, Fudziah |
| description | Runge-Kutta methods for the solution of systems of ordinary differential
equations (ODEs) are described. To overcome the difficulty in implementing fully
implicit Runge-Kutta method and to avoid the limitations of explicit Runge-Kutta
method, we resort to Singly Diagonally Implicit Runge-Kutta (SDIRK) method,
which is computationally efficient and stiffly stable. Consequently, embedded
SDIRK methods of fourth order five stages in fifth order six stages are constructed.
Their regions of stability are presented and numerical results of the methods are
compared with the existing methods.
Stiff systems of ODEs are solved using implicit formulae and require the use
of Newton-like iteration, which needs a lot of computational effort. If the systems can be partitioned dynamically into stiff and nonstiff subsystems then a more
effective code can be developed. Hence, partitioning strategies are discussed in
detail and numerical results based on two techniques to detect stiffness using
SDIRK methods are compared.
A brief introduction to delay differential equations (DDEs) is given. The
stability properties of SDIRK methods, when applied to DDEs, using Lagrange
interpolation to evaluate the delay term, are investigated.
Finally, partitioning strategies for ODEs are adapted to DDEs and numerical
results based on two partitioning techniques, interval wise partitioning and
componentwise partitioning are tabulated and compared. |
| format | Thesis |
| id | oai:psasir.upm.edu.my:8653 |
| institution | Universiti Putra Malaysia |
| language | English English |
| publishDate | 1999 |
| record_format | eprints |
| spelling | oai:psasir.upm.edu.my:86532012-12-14T02:02:10Z http://psasir.upm.edu.my/id/eprint/8653/ Numerical Solution of Ordinary and Delay Differential Equations by Runge-Kutta Type Methods Ismail, Fudziah Runge-Kutta methods for the solution of systems of ordinary differential equations (ODEs) are described. To overcome the difficulty in implementing fully implicit Runge-Kutta method and to avoid the limitations of explicit Runge-Kutta method, we resort to Singly Diagonally Implicit Runge-Kutta (SDIRK) method, which is computationally efficient and stiffly stable. Consequently, embedded SDIRK methods of fourth order five stages in fifth order six stages are constructed. Their regions of stability are presented and numerical results of the methods are compared with the existing methods. Stiff systems of ODEs are solved using implicit formulae and require the use of Newton-like iteration, which needs a lot of computational effort. If the systems can be partitioned dynamically into stiff and nonstiff subsystems then a more effective code can be developed. Hence, partitioning strategies are discussed in detail and numerical results based on two techniques to detect stiffness using SDIRK methods are compared. A brief introduction to delay differential equations (DDEs) is given. The stability properties of SDIRK methods, when applied to DDEs, using Lagrange interpolation to evaluate the delay term, are investigated. Finally, partitioning strategies for ODEs are adapted to DDEs and numerical results based on two partitioning techniques, interval wise partitioning and componentwise partitioning are tabulated and compared. 1999 Thesis NonPeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/8653/1/FSAS_1999_5_A.pdf Ismail, Fudziah (1999) Numerical Solution of Ordinary and Delay Differential Equations by Runge-Kutta Type Methods. PhD thesis, Universiti Putra Malaysia. Runge-Kutta formulas Delay differential equations - Numerical solutions English |
| spellingShingle | Runge-Kutta formulas Delay differential equations - Numerical solutions Ismail, Fudziah Numerical Solution of Ordinary and Delay Differential Equations by Runge-Kutta Type Methods |
| title | Numerical Solution of Ordinary and Delay Differential Equations by Runge-Kutta Type Methods |
| title_full | Numerical Solution of Ordinary and Delay Differential Equations by Runge-Kutta Type Methods |
| title_fullStr | Numerical Solution of Ordinary and Delay Differential Equations by Runge-Kutta Type Methods |
| title_full_unstemmed | Numerical Solution of Ordinary and Delay Differential Equations by Runge-Kutta Type Methods |
| title_short | Numerical Solution of Ordinary and Delay Differential Equations by Runge-Kutta Type Methods |
| title_sort | numerical solution of ordinary and delay differential equations by runge kutta type methods |
| topic | Runge-Kutta formulas Delay differential equations - Numerical solutions |
| url | http://psasir.upm.edu.my/id/eprint/8653/1/FSAS_1999_5_A.pdf |
| url-record | http://psasir.upm.edu.my/id/eprint/8653/ |
| work_keys_str_mv | AT ismailfudziah numericalsolutionofordinaryanddelaydifferentialequationsbyrungekuttatypemethods |