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Fourth order four-stage diagonally implicit Runge-Kutta method for linear ordinary differential equations


Citation

Che Jawias, Nur Izzati and Ismail, Fudziah and Suleiman, Mohamed and Jaafar, Azmi (2010) Fourth order four-stage diagonally implicit Runge-Kutta method for linear ordinary differential equations. Malaysian Journal of Mathematical Sciences, 4 (1). pp. 95-105. ISSN 1823-8343

Abstract / Synopsis

A new fourth order four-stage diagonally Implicit Runge-Kutta (DIRK) method which is specially designed for the integration of Linear Ordinary Differential Equations (LODEs) is constructed. In the derivation, Butcher's error equations are used but one of the error equations can be eliminated due to the property of the LODE itself. The stability aspect of the method is investigated and it is found to have a bigger region of stability compared to explicit Runge-Kutta (ERK) method of the same type (designed for the integration of LODE). A set of test problems are used to validate the method and numerical results show that the method produced smaller global error compared to ERK method.


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Additional Metadata

Item Type: Article
Divisions: Faculty of Computer Science and Information Technology
Faculty of Science
Publisher: Universiti Putra Malaysia Press
Keywords: Linear ODEs; Fourth order
Depositing User: Umikalthom Abdullah
Date Deposited: 14 May 2012 06:26
Last Modified: 27 May 2015 06:37
URI: http://psasir.upm.edu.my/id/eprint/14811
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