A highly efficient implicit Runge-Kutta method for first order ordinary differential equations
Author(s) -
A. Agam S.,
A. Yahaya Y.
Publication year - 2014
Publication title -
african journal of mathematics and computer science research
Language(s) - English
Resource type - Journals
ISSN - 2006-9731
DOI - 10.5897/ajmcsr2014.0551
Subject(s) - runge–kutta methods , collocation (remote sensing) , orthogonal collocation , ordinary differential equation , mathematics , collocation method , interpolation (computer graphics) , explicit and implicit methods , gaussian , numerical methods for ordinary differential equations , stability (learning theory) , initial value problem , simple (philosophy) , differential equation , mathematical analysis , computer science , animation , philosophy , physics , computer graphics (images) , epistemology , quantum mechanics , machine learning
In this paper we develop a more efficient three-stage implicit Runge-Kutta method of order 6 for solving first order initial value problems of ordinary differential equations. Collocation method is used to derive Continuous schemes in which both the interpolation and collocation points are at perturbed Gaussian points. This gives a higher order scheme, which is more efficient and stable than the existing similar ones. Simple linear problems are used to check its level of accuracy and stability. Key words: Implicit, more efficient, stable, collocation methods, Perturbed Gaussian points and error estimates.
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