Results 31 to 40 of about 32,424,344 (291)
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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New class of hybrid explicit methods for numerical solution of optimal control problems [PDF]
Iranian Journal of Numerical Analysis and Optimization, 2021 Forward-backward sweep method (FBSM) is an indirect numerical method used for solving optimal control problems, in which the differential equation arising from this method is solved by the Pontryagin’s maximum principle.
M. Ebadi, I. Malih Maleki, A. Ebadian
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On strong stability of explicit Runge–Kutta methods for nonlinear semibounded operators [PDF]
IMA Journal of Numerical Analysis, 2018 Explicit Runge–Kutta methods are classical and widespread techniques in the numerical solution of ordinary differential equations (ODEs). Considering partial differential equations, spatial semidiscretizations can be used to obtain systems of ODEs that
Hendrik Ranocha
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A-stability preserving perturbation of Runge-Kutta methods for stochastic differential equations
Applied Mathematics Letters, 2020 The paper is focused on analyzing the linear stability properties of stochastic Runge–Kutta (SRK) methods interpreted as a stochastic perturbation of the corresponding deterministic Runge–Kutta methods.
V. Citro +2 more
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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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Computational Techniques Based on Runge-Kutta Method of Various Order and Type for Solving Differential Equations [PDF]
International Journal of Mathematical, Engineering and Management Sciences, 2019 The Runge-Kutta method is a one step method with multiple stages, the number of stages determine order of method. The method can be applied to work out on differential equation of the type’s explicit, implicit, partial and delay differential equation etc.
Vijeyata Chauhan +1 more
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Positive and elementary stable explicit nonstandard Runge-Kutta methods for a class of autonomous dynamical systems [PDF]
International Journal of Computational Mathematics, 2017 In this paper, we construct and analyze explicit nonstandard Runge-Kutta (ENRK) methods which have higher accuracy order and preserve two important properties of autonomous dynamical systems, namely, the positivity and linear stability. These methods are
Q. A. Dang, M. T. Hoang
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Global error estimation of linear multistep methods through the Runge-Kutta methods [PDF]
Iranian Journal of Numerical Analysis and Optimization, 2016 In this paper, we study the global truncation error of the linear multistep methods (LMM) in terms of local truncation error of the corresponding Runge-Kutta schemes. The key idea is the representation of LMM with a corresponding Runge-Kutta method.
Javad Farzi
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Parallel Implicit Runge-Kutta Methods for Stiff ODEs [PDF]
Al-Rafidain Journal of Computer Sciences and Mathematics, 2004 The main objective of this paper is to develop and construct numerical algorithms for solving stiff system of ordinary differential equations (ODEs) which are suitable for running on parallel computers (MIMD computers).Semi-parallel implicit Runge-Kutta ...
Bashir Khalaf, Abdulhabib Murshid
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