Nonstandard explicit third-order Runge-Kutta method with positivity property

نویسنده

چکیده مقاله:

When one solves differential equations, modeling physical phenomena, it is of great importance to take physical constraints into account. More precisely, numerical schemes have to be designed such that discrete solutions satisfy the same constraints as exact solutions. Based on general theory for positivity, with an explicit third-order Runge-Kutta method (we will refer to it as RK3 method) positivity is not ensured when applied to the inhomogeneous linear systems and the same result is regained on nonlinear positivity for this method. Here we mean by positivity that the nonnegativity of the components of the initial vector is preserved. Nonstandard finite differences (NSFDs) schemes can improve the accuracy and reduce computational costs of traditional finite difference schemes. In addition to NSFDs produce numerical solutions which also exhibit essential properties of solution. In this paper, we investigate the positivity property for nonstandard RK3 method when applied to the numerical solution of special nonlinear initial value problems (IVPs) for ordinary differential equations (ODEs). We obtain new results for positivity which are important in practical applications. We provide some numerical examples to illustrate our results.

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

An efficient nonstandard numerical method with positivity preserving property

Classical explicit finite difference schemes are unsuitable for the solution of the famous Black-Scholes partial differential equation, since they impose severe restrictions on the time step. Furthermore, they may produce spurious oscillations in the solution. We propose a new scheme that is free of spurious oscillations and guarantees the positivity of the solution for arbitrary stepsizes. The...

متن کامل

High Order Explicit Two - Step Runge - Kutta

In this paper we study a class of explicit pseudo two-step Runge-Kutta methods (EPTRK methods) with additional weights v. These methods are especially designed for parallel computers. We study s-stage methods with local stage order s and local step order s + 2 and derive a suucient condition for global convergence order s+2 for xed step sizes. Numerical experiments with 4-and 5-stage methods sh...

متن کامل

an efficient nonstandard numerical method with positivity preserving property

classical explicit finite difference schemes are unsuitable for the solution of the famous black-scholes partial differential equation, since they impose severe restrictions on the time step. furthermore, they may produce spurious oscillations in the solution. we propose a new scheme that is free of spurious oscillations and guarantees the positivity of the solution for arbitrary stepsizes. the...

متن کامل

On the positivity of low order explicit Runge-Kutta schemes applied in splitting methods

Splitting methods are a frequently used approach for the solution of large stiff initial value problems of ordinary differential equations with an additively split right-hand side function. Such systems arise, for instance, as method of lines discretizations of evolutionary partial differential equations in many applications. We consider the choice of explicit Runge-Kutta (RK) schemes in implic...

متن کامل

Explicit Runge-Kutta Residual Distribution

In this paper we construct spatially consistent second order explicit discretizations for time dependent hyperbolic problems, starting from a given Residual Distribution (RD) discrete approximation of the steady operator. We explore the properties of the RD mass matrices necessary to achieve consistency in space, and finally show how to make use of second order mass lumping to obtain second ord...

متن کامل

Order Barriers for Continuous Explicit Runge - Kutta Methods

In this paper we deal with continuous numerical methods for solving initial value problems for ordinary differential equations, the need for which occurs frequently in applications. Whereas most of the commonly used multistep methods provide continuous extensions by means of an interpolant which is available without making extra function evaluations, this is not always the case for one-step met...

متن کامل

منابع من

با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ذخیره در منابع من قبلا به منابع من ذحیره شده

{@ msg_add @}


عنوان ژورنال

دوره 8  شماره 2

صفحات  37- 46

تاریخ انتشار 2017-12-01

با دنبال کردن یک ژورنال هنگامی که شماره جدید این ژورنال منتشر می شود به شما از طریق ایمیل اطلاع داده می شود.

میزبانی شده توسط پلتفرم ابری doprax.com

copyright © 2015-2023