• Title/Summary/Keyword: Runge-Kutta method

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An Error Embedded Runge-Kutta Method for Initial Value Problems

  • Bu, Sunyoung;Jung, WonKyu;Kim, Philsu
    • Kyungpook Mathematical Journal
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    • v.56 no.2
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    • pp.311-327
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    • 2016
  • In this paper, we propose an error embedded Runge-Kutta method to improve the traditional embedded Runge-Kutta method. The proposed scheme can be applied into most explicit embedded Runge-Kutta methods. At each integration step, the proposed method is comprised of two equations for the solution and the error, respectively. These solution and error are obtained by solving an initial value problem whose solution has the information of the error at each integration step. The constructed algorithm controls both the error and the time step size simultaneously and possesses a good performance in the computational cost compared to the original method. For the assessment of the effectiveness, the van der Pol equation and another one having a difficulty for the global error control are numerically solved. Finally, a two-body Kepler problem is also used to assess the efficiency of the proposed algorithm.

Comparison of Numerical Orbit Integration between Runge-Kutta and Adams-Bashforth-Moulton using GLObal NAvigation Satellite System Broadcast Ephemeris

  • Son, Eunseong;Lim, Deok Won;Ahn, Jongsun;Shin, Miri;Chun, Sebum
    • Journal of Positioning, Navigation, and Timing
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    • v.8 no.4
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    • pp.201-208
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    • 2019
  • Numerical integration is necessary for satellite orbit determination and its prediction. The numerical integration algorithm can be divided into single-step and multi-step method. There are lots of single-step and multi-step methods. However, the Runge-Kutta method in single-step and the Adams method in multi-step are generally used in global navigation satellite system (GNSS) satellite orbit. In this study, 4th and 8th order Runge-Kutta methods and various order of Adams-Bashforth-Moulton methods were used for GLObal NAvigation Satellite System (GLONASS) orbit integration using its broadcast ephemeris and these methods were compared with international GNSS service (IGS) final products for 7days. As a result, the RMSE of Runge-Kutta methods were 3.13m and 4th and 8th order Runge-Kutta results were very close and also 3rd to 9th order Adams-Bashforth-Moulton results. About result of computation time, this study showed that 4th order Runge-Kutta was the fastest. However, in case of 8th order Runge-Kutta, it was faster than 14th order Adams-Bashforth-Moulton but slower than 13th order Adams-Bashforth-Moulton in this study.

CONVERGENCE CHARACTERISTICS OF MULTI-STAGE RUNGE-KUTTA METHODS IN INCOMPRESSIBLE VISCOUS FLOW COMPUTATIONS (비압축성 점성유동 해석에서의 Multi-Stage Runge-Kutta 기법의 수렴특성 연구)

  • Park Won C.;Moon Young J.
    • 한국전산유체공학회:학술대회논문집
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    • 1997.10a
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    • pp.73-80
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    • 1997
  • Objective of the present study is to examine the convergence characteristics of the various multi-stage Runge-Kutta methods in solving the incompressible Navier-Stokes equations of a time-marching from casted by the artificial compressibility method. Convergence characteristics are examined over 2-stage, 4-stage and hybrid type (using 4-, 3-, 2-stages sequentially) Runge-Kutta methods for a laminar lid-driven cavity flow, and also for a turbulent bump channel flow using Chien's low-Reynolds number turbulence model. Efforts are made to establish a stable and fast convergent multi-stage Runge-Kutta method with minimal artificial dissipations.

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HIGH ORDER EMBEDDED RUNGE-KUTTA SCHEME FOR ADAPTIVE STEP-SIZE CONTROL IN THE INTERACTION PICTURE METHOD

  • Balac, Stephane
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.17 no.4
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    • pp.238-266
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    • 2013
  • The Interaction Picture (IP) method is a valuable alternative to Split-step methods for solving certain types of partial differential equations such as the nonlinear Schr$\ddot{o}$dinger equation or the Gross-Pitaevskii equation. Although very similar to the Symmetric Split-step (SS) method in its inner computational structure, the IP method results from a change of unknown and therefore do not involve approximation such as the one resulting from the use of a splitting formula. In its standard form the IP method such as the SS method is used in conjunction with the classical 4th order Runge-Kutta (RK) scheme. However it appears to be relevant to look for RK scheme of higher order so as to improve the accuracy of the IP method. In this paper we investigate 5th order Embedded Runge-Kutta schemes suited to be used in conjunction with the IP method and designed to deliver a local error estimation for adaptive step size control.

NUMERICAL ANALYSIS OF LEGENDRE-GAUSS-RADAU AND LEGENDRE-GAUSS COLLOCATION METHODS

  • CHEN, DAOYONG;TIAN, HONGJIONG
    • Journal of applied mathematics & informatics
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    • v.33 no.5_6
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    • pp.657-670
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    • 2015
  • In this paper, we provide numerical analysis of so-called Legendre Gauss-Radau and Legendre-Gauss collocation methods for ordinary differential equations. After recasting these collocation methods as Runge-Kutta methods, we prove that the Legendre-Gauss collocation method is equivalent to the well-known Gauss method, while the Legendre-Gauss-Radau collocation method does not belong to the classes of Radau IA or Radau IIA methods in the Runge-Kutta literature. Making use of the well-established theory of Runge-Kutta methods, we study stability and accuracy of the Legendre-Gauss-Radau collocation method. Numerical experiments are conducted to confirm our theoretical results on the accuracy and numerical stability of the Legendre-Gauss-Radau collocation method, and compare Legendre-Gauss collocation method with the Gauss method.

A Study on the Fluid Flow Around an Oscillating Circular Cylinder (진동하는 원주 주위의 유체 유동에 관한 연구)

  • Suh, Yong-Kweon;Mun, Jong-Chun
    • Journal of Ocean Engineering and Technology
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    • v.4 no.2
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    • pp.73-84
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    • 1990
  • A circular cylinder is oscillated in th otherwise quiescent viscous fluid. Numerical analysis performed for this problem by using the fourth-order Runge-kutta method for the unsteady Navier-stokes equations. For K(Kelegan-Carpenter's No.)=5, the flow developed symmetrically, while for K=10, it revealed random patterns. The coefficient of the rms force is overestimated by 20-30% compared with the experimental result.

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WEAKLY STOCHASTIC RUNGE-KUTTA METHOD WITH ORDER 2

  • Soheili, Ali R.;Kazemi, Zahra
    • Journal of applied mathematics & informatics
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    • v.26 no.1_2
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    • pp.135-149
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    • 2008
  • Many deterministic systems are described by Ordinary differential equations and can often be improved by including stochastic effects, but numerical methods for solving stochastic differential equations(SDEs) are required, and work in this area is far less advanced than for deterministic differential equations. In this paper,first we follow [7] to describe Runge-Kutta methods with order 2 from Taylor approximations in the weak sense and present two well known Runge-Kutta methods, RK2-TO and RK2-PL. Then we obtain a new 3-stage explicit Runge-Kutta with order 2 in weak sense and compare the numerical results among these three methods.

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Analysis of Orthotropic Spherical Shells under Symmetric Load Using Runge-Kutta Method (Runge-Kutta법을 이용한 축대칭 하중을 받는 직교 이방성 구형쉘의 해석)

  • Kim, Woo-Sik;Kwun, Ik-No;Kwun, Taek-Jin
    • Journal of Korean Association for Spatial Structures
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    • v.2 no.3 s.5
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    • pp.115-122
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    • 2002
  • It is often hard to obtain analytical solutions of boundary value problems of shells. Introducing some approximations into the governing equations may allow us to get analytical solutions of boundary value problems. Instead of an analytical procedure, we can apply a numerical method to the governing equations. Since the governing equations of shells of revolution under symmetric load are expressed by ordinary differential equations, a numerical solution of ordinary differential equations is applicable to solve the equations. In this paper, the governing equations of orthotropic spherical shells under symmetric load are derived from the classical theory based on differential geometry, and the analysis is numerically carried out by computer program of Runge-Kutta methods. The numerical results are compared to the solutions of a commercial analysis program, SAP2000, and show good agreement.

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