On the Improvement of Deconvolution With Digitized Data Using a Runge-Kutta Integration Scheme

1977 ◽  
Vol 99 (3) ◽  
pp. 190-192
Author(s):  
J. R. Houghton ◽  
M. A. Townsend ◽  
P. F. Packman
Keyword(s):  
Differential Equations ◽  
Numerical Integration ◽  
Input Function ◽  
High Order ◽  
Integration Scheme ◽  
Forcing Function ◽  
Pulse Type ◽  
Simple Change ◽  
Runge Kutta

A relatively simple change in the treatment of the input function in numerical integration of high-order differential equations by Runge-Kutta methods provides substantial improvements in accuracy, particularly when the forcing function is in digitized form. The Runge-Kutta-Gill coefficients are modified to incorporate the changes; with pulse-type excitations, improvements on the order of 2 to 50 times greater accuracy are demonstrated.

scholarly journals Enhancing Accuracy of Runge–Kutta-Type Collocation Methods for Solving ODEs

Mathematics ◽  
2021 ◽  
Vol 9 (2) ◽  
pp. 174
Author(s):  
Janez Urevc ◽  
Miroslav Halilovič
Keyword(s):  
Differential Equation ◽  
Differential Equations ◽  
Ordinary Differential Equations ◽  
Numerical Integration ◽  
Integral Form ◽  
Collocation Methods ◽  
Nonlinear Odes ◽  
New Class ◽  
New Methods ◽  
Runge Kutta

In this paper, a new class of Runge–Kutta-type collocation methods for the numerical integration of ordinary differential equations (ODEs) is presented. Its derivation is based on the integral form of the differential equation. The approach enables enhancing the accuracy of the established collocation Runge–Kutta methods while retaining the same number of stages. We demonstrate that, with the proposed approach, the Gauss–Legendre and Lobatto IIIA methods can be derived and that their accuracy can be improved for the same number of method coefficients. We expressed the methods in the form of tables similar to Butcher tableaus. The performance of the new methods is investigated on some well-known stiff, oscillatory, and nonlinear ODEs from the literature.

scholarly journals Efficient Approximate Techniques for Integrating Stochastic Differential Equations

2006 ◽  
Vol 134 (10) ◽  
pp. 3006-3014 ◽  
Author(s):  
James A. Hansen ◽  
Cecile Penland
Keyword(s):  
Time Series ◽  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Deterministic Model ◽  
Probability Distributions ◽  
Approximate Solutions ◽  
Integration Scheme ◽  
Time Step ◽  
Integration Schemes ◽  
Runge Kutta

Abstract The delicate (and computationally expensive) nature of stochastic numerical modeling naturally leads one to look for efficient and/or convenient methods for integrating stochastic differential equations. Concomitantly, one may wish to sensibly add stochastic terms to an existing deterministic model without having to rewrite that model. In this note, two possibilities in the context of the fourth-order Runge–Kutta (RK4) integration scheme are examined. The first approach entails a hybrid of deterministic and stochastic integration schemes. In these examples, the hybrid RK4 generates time series with the correct climatological probability distributions. However, it is doubtful that the resulting time series are approximate solutions to the stochastic equations at every time step. The second approach uses the standard RK4 integration method modified by appropriately scaling stochastic terms. This is shown to be a special case of the general stochastic Runge–Kutta schemes considered by Ruemelin and has global convergence of order one. Thus, it gives excellent results for cases in which real noise with small but finite correlation time is approximated as white. This restriction on the type of problems to which the stochastic RK4 can be applied is strongly compensated by its computational efficiency.

scholarly journals High order explicit Runge-Kutta pairs for ephemerides of the Solar System and the Moon

2000 ◽  
Vol 4 (2) ◽  
pp. 183-192 ◽  
Author(s):  
Philip W. Sharp
Keyword(s):  
Solar System ◽  
Differential Equations ◽  
Ordinary Differential Equations ◽  
Test Problem ◽  
Second Order ◽  
High Order ◽  
The Moon ◽  
Initial Value ◽  
New Family ◽  
Runge Kutta

Numerically integrated ephemerides of the Solar System and the Moon require very accurate integrations of systems of second order ordinary differential equations. We present a new family of 8-9 explicit Runge-Kutta pairs and assess the performance of two new 8-9 pairs on the equations used to create the ephemeris DE102. Part of this work is the introduction of these equations as a test problem for integrators of initial value ordinary differential equations.

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