Skip to main content
Log in

A new family of A-stable Runge-Kutta methods with equation-dependent coefficients for stiff problems

  • Original Paper
  • Published:
Numerical Algorithms Aims and scope Submit manuscript

Abstract

A new family of A-stable Runge-Kutta methods with equation-dependent (EDRK) coefficients for the numerical solution of stiff differential equations is investigated. The newly constructed four-stage EDRK methods are of algebraic order five. The linear stability properties are analyzed. Numerical experiments are carried out to show the efficiency of the new methods compared with the existing codes in the literature.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. D’Ambrosio, R., Esposito, E., Paternoster, B.: Exponentially fitted two-step hybrid methods for \(y^{\prime \prime }= f(x,y)\). J. Comput. Appl. Math. 235, 4888–4897 (2011). 263 277–287 (2014)

  2. Vanden Berghe, G., De Meyer, H., Van Daele, M., Van Hecke, T.: Exponentially-fitted Runge-Kutta methods. Comput. Phys. Comm. 123, 7–15 (1999)

    Article  MathSciNet  MATH  Google Scholar 

  3. Wang, B., Meng, F., Fang, Y.: Efficient implementation of RKN-type Fourier collocation methods for second-order differential equations. Appl. Numer. Math. 119, 164–178 (2017)

    Article  MathSciNet  MATH  Google Scholar 

  4. Wang, B., Wu, X., Meng, F., Fang, Y.: Exponential Fourier collocation methods for solving first-order differential equations. J. Comput. Math. 35, 711–736 (2017)

    Article  MathSciNet  MATH  Google Scholar 

  5. Wang, B., Wu, X., Meng, F.: Trigonometric collocation methods based on Lagrange basis polynomials for multi-frequency oscillatory second order differential equations. J. Comput. Appl. Math. 313, 185–201 (2017)

    Article  MathSciNet  MATH  Google Scholar 

  6. Wang, B., Yang, H., Meng, F.: Sixth order symplectic and symmetric explicit ERKN schemes for solving multifrequency oscillatory nonlinear Hamiltonian equations. Calcolo 54, 117–140 (2017)

    Article  MathSciNet  MATH  Google Scholar 

  7. Wang, B., Iserles, A., Wu, X.: Arbitrary order trigonometric Fourier collocation methods for second-order ODEs. Found. Comput. Math. 16, 151–181 (2016)

    Article  MathSciNet  MATH  Google Scholar 

  8. Wang, B., Li, T., Wu, X.: Arbitrary-order functionally fitted energy-diminishing methods for gradient systems. Appl. Math. Lett. 83, 130–139 (2018)

    Article  MathSciNet  MATH  Google Scholar 

  9. Wang, B., Wu, X.: The formulation and analysis of energy-preserving schemes for solving high-dimensional nonlinear Klein-Gordon equations. IMA J. Numer Anal. https://doi.org/10.1093/imanum/dry047 (2018)

  10. Liu, C., Iserles, A., Wu, X.: Symmetric and arbitrarily high-order Birkhoff-Hermite time integrators and their long-time behaviour for solving nonlinear Klein-Gordon equations. J. Comput. Phys. 356, 1–30 (2018)

    Article  MathSciNet  MATH  Google Scholar 

  11. Liu, C., Wu, X., Shi, W.: New energy-preserving algorithms for nonlinear Hamiltonian wave equation equipped with Neumann boundary conditions. Appl. Math. Comput. 339, 588–606 (2018)

    Article  MathSciNet  Google Scholar 

  12. Ixaru L.Gr., Vanden Berghe, G., De Meyer, H.: Exponentially fitted variable two-step BDF algorithm for first order ODEs. Comput. Phys. Comm. 150, 116–128 (2003)

    Article  MathSciNet  MATH  Google Scholar 

  13. D’Ambrosio, R., Ixaru, L.Gr., Paternoster, B.: Construction of the EF-based Runge-Kutta methods revisited. Comput. Phys. Comm. 182, 322–329 (2011)

    Article  MathSciNet  MATH  Google Scholar 

  14. D’Ambrosio, R., Paternoster, B.: Exponentially fitted singly diagonally implicit Runge-Kutta methods. J. Comput. Appl. Math. 263, 277–287 (2014)

    Article  MathSciNet  MATH  Google Scholar 

  15. D’Ambrosio, R., Paternoster, B., Santomauro, G.: Revised exponentially fitted runge-kutta-nyström methods. Appl. Math. Lett. 30, 56–60 (2014)

    Article  MathSciNet  MATH  Google Scholar 

  16. Ixaru, L.Gr.: Runge-kutta method with equation dependent coefficients. Comput. Phys. Comm. 183, 63–69 (2012)

    Article  MathSciNet  MATH  Google Scholar 

  17. Hairer E., Nrsett S.P., Wanner S.P.: Solving ordinary differential equations II, stiff and differential algebra. Springer, Berlin (1993)

    Google Scholar 

  18. Chan, R.P.K., Tasi, A.Y.J.: On explicit two-derivative Runge-Kutta methods. Numer. Algor. 53, 171–194 (2010)

    Article  MathSciNet  MATH  Google Scholar 

  19. Alt, R.: A-stable one step method with step-size control for stiff system of ordinary differential equation. J. Comput. Appl. Math. 4, 29–35 (1978)

    Article  MathSciNet  MATH  Google Scholar 

  20. Feng, X.L., Song, H.L., Tang, T., Yang, J.: Nonlinear stabiltiy of the implicit-explicit methods for the Allen-Cahn equation. Inve. Prob. Imag. 7, 679–695 (2013)

    Article  MATH  Google Scholar 

  21. Allen, S.M., Cahn, J.W.: A microscopic theory for antiphase boundary motion and its application to antiphase domain coarsening. Acta Metall. 27, 1085–1095 (1979)

    Article  Google Scholar 

  22. Wang, Y.P., Cheng, Y., Navon, I.M., Guan, Y.H.: Parameter identification techniques applied to an environmental pollution model. J. Ind. Manag. Optim. 14, 817–831 (2018)

    MathSciNet  MATH  Google Scholar 

  23. Elliott, C.M., Stinner, B.: Computation of two-phase biomembranes with phase dependent material parameters using surface finite elements. Commun. Comput. Phys. 13, 325–360 (2013)

    Article  MathSciNet  MATH  Google Scholar 

  24. Kim, J.: Phase-field models for multi-component fluid flows. Commun. Comput. Phys. 12, 613–661 (2012)

    Article  MathSciNet  MATH  Google Scholar 

Download references

Acknowledgements

The authors are deeply grateful to the anonymous referees, for their careful reading of the manuscript, pointing out the mistakes and, as the experts in the field, giving the valuable comments and suggestions.

Funding

This research is partially supported by the National Natural Science Foundation of China (Nos. 11571302, 11871268, 11171155), the Natural Science Foundation of Shandong Province, China (No. ZR2018MA024), the Natural Science Foundation of Jiangsu Province, China (No. BK20171370), and the project of Shandong Province higher Educational Science and Technology Program (Nos. KJ2018BAI031, J17KA190).

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Yonglei Fang.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Fang, Y., Yang, Y., You, X. et al. A new family of A-stable Runge-Kutta methods with equation-dependent coefficients for stiff problems. Numer Algor 81, 1235–1251 (2019). https://doi.org/10.1007/s11075-018-0619-7

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11075-018-0619-7

Keywords

Navigation