scholarly journals Generalized Runge-Kutta Method with respect to the Non-Newtonian Calculus

2015 ◽  
Vol 2015 ◽  
pp. 1-10 ◽  
Author(s):  
Uğur Kadak ◽  
Muharrem Özlük

Theory and applications of non-Newtonian calculus have been evolving rapidly over the recent years. As numerical methods have a wide range of applications in science and engineering, the idea of the design of such numerical methods based on non-Newtonian calculus is self-evident. In this paper, the well-known Runge-Kutta method for ordinary differential equations is developed in the frameworks of non-Newtonian calculus given in generalized form and then tested for different generating functions. The efficiency of the proposed non-Newtonian Euler and Runge-Kutta methods is exposed by examples, and the results are compared with the exact solutions.

1998 ◽  
Vol 3 (1) ◽  
pp. 45-56
Author(s):  
T. Cîrulis ◽  
O. Lietuvietis

Degenerate matrix method for numerical solving nonlinear systems of ordinary differential equations is considered. The method is based on an application of special degenerate matrix and usual iteration procedure. The method, which is connected with an implicit Runge‐Kutta method, can be simply realized on computers. An estimation for the error of the method is given.


Author(s):  
Najmuddin Ahamad ◽  
Shiv Charan

In this paper we present fifth order Runge-Kutta method (RK5) for solving initial value problems of fourth order ordinary differential equations. In this study RK5 method is quite efficient and practically well suited for solving boundary value problems. All mathematical calculation performed by MATLAB software for better accuracy and result. The result obtained, from numerical examples, shows that this method more efficient and accurate. These methods are preferable to some existing methods because of their simplicity, accuracy and less computational cost involved.


2019 ◽  
Vol 17 ◽  
pp. 147-154
Author(s):  
Abhinandan Chowdhury ◽  
Sammie Clayton ◽  
Mulatu Lemma

We present a study on numerical solutions of nonlinear ordinary differential equations by applying Runge-Kutta-Fehlberg (RKF) method, a well-known adaptive Runge-kutta method. The adaptive Runge-kutta methods use embedded integration formulas which appear in pairs. Typically adaptive methods monitor the truncation error at each integration step and automatically adjust the step size to keep the error within prescribed limit. Numerical solutions to different nonlinear initial value problems (IVPs) attained by RKF method are compared with corresponding classical Runge-Kutta (RK4) approximations in order to investigate the computational superiority of the former. The resulting gain in efficiency is compatible with the theoretical prediction. Moreover, with the aid of a suitable time-stepping scheme, we show that the RKF method invariably requires less number of steps to arrive at the right endpoint of the finite interval where the IVP is being considered.


Sign in / Sign up

Export Citation Format

Share Document