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Almost Runge-Kutta methods for stiff and non-stiff problems

Ordinary differential equations arise frequently in the study of the physical world. Unfortunately many cannot be solved exactly. This is why the ability to solve these equations numerically is important. Traditionally mathematicians have used one of two classes of methods for numerically solving ordinary differential equations. These are linear multistep methods and Runge–Kutta methods. General linear methods were introduced as a unifying framework for these traditional methods. They have both the multi-stage nature of Runge–Kutta methods as well as the multi-value nature of linear multistep methods. This extremely broad class of methods, besides containing Runge–Kutta and linear multistep methods as special cases, also contains hybrid methods, cyclic composite linear multistep methods and pseudo Runge–Kutta methods. In this thesis we present a class of methods known as Almost Runge–Kutta methods. This is a special class of general linear methods which retains many of the properties of traditional Runge–Kutta methods, but with some advantages. Most of this thesis concentrates on explicit methods for non-stiff differential equations, paying particular attention to a special fourth order method which, when implemented in the correct way, behaves like order five. We will also introduce low order diagonally implicit methods for solving stiff differential equations.

Identiferoai:union.ndltd.org:ADTP/276087
Date January 2005
CreatorsRattenbury, Nicolette
PublisherResearchSpace@Auckland
Source SetsAustraliasian Digital Theses Program
LanguageEnglish
Detected LanguageEnglish
RightsItems in ResearchSpace are protected by copyright, with all rights reserved, unless otherwise indicated., http://researchspace.auckland.ac.nz/docs/uoa-docs/rights.htm, Copyright: The author

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