Numerical solution of first order initial value problem using 5-stage eight order Gauss-Kronrod method

In this paper, a new implicit Runge-Kutta method which based on a 5-point Gauss-Kronrod quadrature formula was developed. The resulting implicit method is a 5-stage eighth order Gauss-Kronrod method, or in brief as GKM(5,8). GKM(5,8) has stage order 5 and it is A-stable. Numerical experimentations h...

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Main Authors: Teh, Yuan Ying, Yaacob, Nazeeruddin
Format: Conference or Workshop Item
Language:English
Published: 2011
Subjects:
Online Access:https://repo.uum.edu.my/id/eprint/4811/1/Teh.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 5-point Gauss-Kronrod quadrature formula was developed. The resulting implicit method is a 5-stage eighth order Gauss-Kronrod method, or in brief as GKM(5,8). GKM(5,8) has stage order 5 and it is A-stable. Numerical experimentations have compared the accuracy between GKM(5,8) and the 4-stage eighth order Gauss-Legendre method. Numerical results have showed that GKM (5,8) is more accurate than 4-stage eighth order Gauss-Legendre method because GKM (5,8) has higher stage order.
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spelling uum-48112012-02-25T05:49:05Z https://repo.uum.edu.my/id/eprint/4811/ Numerical solution of first order initial value problem using 5-stage eight order Gauss-Kronrod method Teh, Yuan Ying Yaacob, Nazeeruddin QA Mathematics In this paper, a new implicit Runge-Kutta method which based on a 5-point Gauss-Kronrod quadrature formula was developed. The resulting implicit method is a 5-stage eighth order Gauss-Kronrod method, or in brief as GKM(5,8). GKM(5,8) has stage order 5 and it is A-stable. Numerical experimentations have compared the accuracy between GKM(5,8) and the 4-stage eighth order Gauss-Legendre method. Numerical results have showed that GKM (5,8) is more accurate than 4-stage eighth order Gauss-Legendre method because GKM (5,8) has higher stage order. 2011-11-09 Conference or Workshop Item PeerReviewed application/pdf en https://repo.uum.edu.my/id/eprint/4811/1/Teh.pdf Teh, Yuan Ying and Yaacob, Nazeeruddin (2011) Numerical solution of first order initial value problem using 5-stage eight order Gauss-Kronrod method. In: Simposium Kebangsaan Sains Matematik (SKSM 19), 09-11 November 2011, UiTM Pulau Pinang.
spellingShingle QA Mathematics
Teh, Yuan Ying
Yaacob, Nazeeruddin
Numerical solution of first order initial value problem using 5-stage eight order Gauss-Kronrod method
title Numerical solution of first order initial value problem using 5-stage eight order Gauss-Kronrod method
title_full Numerical solution of first order initial value problem using 5-stage eight order Gauss-Kronrod method
title_fullStr Numerical solution of first order initial value problem using 5-stage eight order Gauss-Kronrod method
title_full_unstemmed Numerical solution of first order initial value problem using 5-stage eight order Gauss-Kronrod method
title_short Numerical solution of first order initial value problem using 5-stage eight order Gauss-Kronrod method
title_sort numerical solution of first order initial value problem using 5 stage eight order gauss kronrod method
topic QA Mathematics
url https://repo.uum.edu.my/id/eprint/4811/1/Teh.pdf
work_keys_str_mv AT tehyuanying numericalsolutionoffirstorderinitialvalueproblemusing5stageeightordergausskronrodmethod
AT yaacobnazeeruddin numericalsolutionoffirstorderinitialvalueproblemusing5stageeightordergausskronrodmethod