Numerical solution of first order initial value problem using 4-stage sixth order Gauss-Kronrod-Radau IIA method

In this paper, a new implicit Runge-Kutta method which based on a 4-point Gauss-Kronrod-Radau II quadrature formula is developed.The resulting implicit method is a 4-stage sixth order Gauss-Kronrod-Radau IIA method, or in brief as GKRM(4,6)-IIA. GKRM(4,6)-IIA requires four function of evaluations at...

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Main Authors: Teh, Yuan Ying, Yaacob, Nazeeruddin
Format: Conference or Workshop Item
Language:English
Published: 2013
Subjects:
Online Access:https://repo.uum.edu.my/id/eprint/12695/1/Nu.pdf
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author Teh, Yuan Ying
Yaacob, Nazeeruddin
author_facet Teh, Yuan Ying
Yaacob, Nazeeruddin
author_sort Teh, Yuan Ying
collection UUM
description In this paper, a new implicit Runge-Kutta method which based on a 4-point Gauss-Kronrod-Radau II quadrature formula is developed.The resulting implicit method is a 4-stage sixth order Gauss-Kronrod-Radau IIA method, or in brief as GKRM(4,6)-IIA. GKRM(4,6)-IIA requires four function of evaluations at each integration step and it gives accuracy of order six.In addition, GKRM(4,6)-IIA has stage order four and being L-stable. Numerical experiments compare the accuracy between GKRM(4,6)-IIA and the classical 3-stage sixth order Gauss-Legendre method in solving some test problems. Numerical results reveal that GKRM(4,6)-IIA is more accurate than the 3-stage sixth order Gauss-Legendre method because GKRM(4,6)-IIA has higher stage order
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spelling uum-126952014-11-13T01:00:08Z https://repo.uum.edu.my/id/eprint/12695/ Numerical solution of first order initial value problem using 4-stage sixth order Gauss-Kronrod-Radau IIA method Teh, Yuan Ying Yaacob, Nazeeruddin QA Mathematics In this paper, a new implicit Runge-Kutta method which based on a 4-point Gauss-Kronrod-Radau II quadrature formula is developed.The resulting implicit method is a 4-stage sixth order Gauss-Kronrod-Radau IIA method, or in brief as GKRM(4,6)-IIA. GKRM(4,6)-IIA requires four function of evaluations at each integration step and it gives accuracy of order six.In addition, GKRM(4,6)-IIA has stage order four and being L-stable. Numerical experiments compare the accuracy between GKRM(4,6)-IIA and the classical 3-stage sixth order Gauss-Legendre method in solving some test problems. Numerical results reveal that GKRM(4,6)-IIA is more accurate than the 3-stage sixth order Gauss-Legendre method because GKRM(4,6)-IIA has higher stage order 2013 Conference or Workshop Item PeerReviewed application/pdf en https://repo.uum.edu.my/id/eprint/12695/1/Nu.pdf Teh, Yuan Ying and Yaacob, Nazeeruddin (2013) Numerical solution of first order initial value problem using 4-stage sixth order Gauss-Kronrod-Radau IIA method. In: 20th National Symposium on Mathematical Sciences, 18–20 December 2012, Palm Garden Hotel, Putrajaya, Malaysia. http://dx.doi.org/10.1063/1.4801121 doi:10.1063/1.4801121 doi:10.1063/1.4801121
spellingShingle QA Mathematics
Teh, Yuan Ying
Yaacob, Nazeeruddin
Numerical solution of first order initial value problem using 4-stage sixth order Gauss-Kronrod-Radau IIA method
title Numerical solution of first order initial value problem using 4-stage sixth order Gauss-Kronrod-Radau IIA method
title_full Numerical solution of first order initial value problem using 4-stage sixth order Gauss-Kronrod-Radau IIA method
title_fullStr Numerical solution of first order initial value problem using 4-stage sixth order Gauss-Kronrod-Radau IIA method
title_full_unstemmed Numerical solution of first order initial value problem using 4-stage sixth order Gauss-Kronrod-Radau IIA method
title_short Numerical solution of first order initial value problem using 4-stage sixth order Gauss-Kronrod-Radau IIA method
title_sort numerical solution of first order initial value problem using 4 stage sixth order gauss kronrod radau iia method
topic QA Mathematics
url https://repo.uum.edu.my/id/eprint/12695/1/Nu.pdf
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AT yaacobnazeeruddin numericalsolutionoffirstorderinitialvalueproblemusing4stagesixthordergausskronrodradauiiamethod