Results 11 to 20 of about 11,954,654 (221)
Accelerated Runge-Kutta Methods
Discrete Dynamics in Nature and Society, 2008 Standard Runge-Kutta methods are explicit, one-step, and generally constant step-size numerical integrators for the solution of initial value problems. Such integration schemes of orders 3, 4, and 5 require 3, 4, and 6 function evaluations per time step ...
Firdaus E. Udwadia, Artin Farahani
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Solving Oscillating Problems Using Modifying Runge-Kutta Methods
Ibn Al-Haitham Journal for Pure and Applied Sciences, 2021 This paper develop conventional Runge-Kutta methods of order four and order five to solve ordinary differential equations with oscillating solutions.
Zainab Khaled Ghazal +1 more
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Different approaches in GLONASS orbit computation from broadcast ephemeris [PDF]
Geodetski Vestnik, 2016 Several types of methods can solve equations of satellite motion numerically. These methods are divided into single and multi-step methods. The accuracy of each method depends directly on adopted integration step size between successive iterations.
Kamil Maciuk
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Improved Runge-Kutta Method for Oscillatory Problem Solution Using Trigonometric Fitting Approach
Ibn Al-Haitham Journal for Pure and Applied Sciences, 2023 This paper provides a four-stage Trigonometrically Fitted Improved Runge-Kutta (TFIRK4) method of four orders to solve oscillatory problems, which contains an oscillatory character in the solutions.
Kasim A. Hussain, Waleed J. Hasan
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Linear Stability Analysis of Runge-Kutta Methods for Singular Lane-Emden Equations
Journal of Nigerian Society of Physical Sciences, 2020 Runge-Kutta methods are efficient methods of computations in differential equations, the classical Runge-Kutta method of order 4 happens to be the most popular of these methods, and most times it is attached to the mind when Runge-Kutta methods are ...
M. O. Ogunniran +3 more
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Stochastic Runge–Kutta methods for multi-dimensional Itô stochastic differential algebraic equations
Results in Applied Mathematics, 2021 In this paper, we discuss the numerical solutions to index 1 stochastic differential algebraic equations. We introduce a new class of weak second-order stochastic Runge–Kutta methods for finding the numerical approximate solutions to multi-dimensional ...
Priya Nair, Anandaraman Rathinasamy
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Convergence of an Exponential Runge–Kutta Method for Non-smooth Initial Data
European Journal of Pure and Applied Mathematics, 2019 The paper presents error bounds for the second order exponential Runge-Kutta method for parabolic abstract linear time-dependent differential equations incorporating non-smooth initial data. As an example for this particular type of problems, the paper presents a spatial discretization of a partial integro-differential equation arising in financial ...
Gondal, Muhammad Asif +2 more
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Extrapolated Implicit–Explicit Runge–Kutta Methods
Mathematical Modelling and Analysis, 2014 We investigate a new class of implicit–explicit singly diagonally implicit Runge–Kutta methods for ordinary differential equations with both non-stiff and stiff components. The approach is based on extrapolation of the stage values at the current step by
Angelamaria Cardone +3 more
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Functional continuous Runge–Kutta–Nyström methods
Electronic Journal of Qualitative Theory of Differential Equations, 2016 Numerical methods for solving retarded functional differential equations of the second order with right-hand side independent of the function derivative are considered. The approach used by E. Nyström for second-order ordinary differential equations with
Alexey Eremin
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Strong approximation for Itô stochastic differential equations [PDF]
Iranian Journal of Numerical Analysis and Optimization, 2015 In this paper, a class of semi-implicit two-stage stochastic Runge-Kutta methods (SRKs) of strong global order one, with minimum principal error constants are given.
Mehran Namjoo
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