This thesis is divided into two sections. The first section examines certain stability properties of implicit Runge-Kutta methods. In particular, a new stability property is defined, which is a modification to non-autonomous problems of A-stability, and its relation to B-stability is considered. A Runge-Kutta method is written as [see 01front.pdf for graphic] and classes of methods are constructed based on the property ∑sj=1aijck-1j = cki/k, i = 1,...,s and k = 1,...,s-1, where c1,...,cs are assumed to be distinct. Under this assumption a transformation is made, such that A = VsAsV-1s, where Vs is the Vandermonde matrix whose (i,j) element is cj-1i, and As has a special structure. These methods are examined in the light of the various stability criteria. It is also shown that the growth of errors can be estimated by an extension of this new stability theory and a number of examples are given. In the second section we consider the solution of stiff differential equations by implicit Runge-Kutta methods. In particular, we examine a procedure suggested by Butcher [6] which enables an efficient implementation of Runge-Kutta methods. He has shown that the most efficient methods when using this implementation are those whose characteristic polynomial of the Runge-Kutta matrix has a single real s-fold zero. Based on this criterion a family of methods, called singly-implicit methods, is constructed, and results concerning their maximum attainable order and stability properties are given. Some consideration is also given to showing how local error estimates can be obtained, by the use of embedding techniques, for both singly-implicit methods and the more general family of implicit Runge-Kutta methods. Finally, an algorithm based on these singly-implicit methods is presented. It is tested on a number of stiff differential equations, and comparisons are made between this algorithm and others currently in use.
| Identifer | oai:union.ndltd.org:ADTP/278176 |
| Date | January 1978 |
| Creators | Burrage, Kevin |
| Publisher | ResearchSpace@Auckland |
| Source Sets | Australiasian Digital Theses Program |
| Language | English |
| Detected Language | English |
| Rights | Items 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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