in this paper, a class of semi-implicit two-stage stochastic runge-kutta methods (srks) of strong global order one, with minimum principal error constants are given. these methods are applied to solve itô stochastic differential equations (sdes) with a wiener process. the efficiency of this method with respect to explicit two-stage itô runge-kutta methods (irks), it method, milstien method, sem...

In this article, a new Runge-Kutta-Nyström method is derived. The new RKN method has zero phase-lag, zero amplification error and zero first derivative of phase-lag. This method is basically based on the sixth algebraic order Runge-Kutta-Nyström method, which has proposed by Dormand, El-Mikkawy and Prince. Numerical illustrations show that the new proposed method is much efficient as compared w...

We study the stability of Runge-Kutta methods for the time integration of semidiscrete systems associated with time dependent PDEs. These semidiscrete systems amount to large systems of ODEs with the possibility that the matrices involved are far from being normal. The stability question of their Runge-Kutta methods, therefore, cannot be addressed by the familiar scalar arguments of eigenvalues...

This paper presents an overview of high-order implicit time integration methods and their associated properties with a specific focus on their application to computational fluid dynamics. A framework is constructed for the development and optimization of general implicit time integration methods, specifically including linear multistep, Runge-Kutta, and multistep Runge-Kutta methods. The analys...

An error analysis of Runge-Kutta convolution quadrature is presented for a class of nonsectorial operators whose Laplace transform satisfies, besides the standard assumptions of analyticity in a half-plane Re s > σ0 and a polynomial bound O(s 1) there, the stronger polynomial bound O(s2) in convex sectors of the form | arg s| ≤ π/2 − θ < π/2 for θ > 0. The order of convergence of the Runge-Kutt...

No Runge-Kutta method can be energy preserving for all Hamiltonian systems. But for problems in which the Hamiltonian is a polynomial, the Averaged Vector Field (AVF) method can be interpreted as a Runge-Kutta method whose weights bi and abscissae ci represent a quadrature rule of degree at least that of the Hamiltonian. We prove that when the number of stages is minimal, the Runge-Kutta scheme...

In this paper we analyze the consistency and stability properties of Runge-Kutta discrete adjoints. Discrete adjoints are very popular in optimization and control since they can be constructed automatically by reverse mode automatic differentiation. The consistency analysis uses the concept of elementary differentials and reveals that the discrete Runge-Kutta adjoint method has the same order o...

This paper continues earlier work by the same author concerning the stability and B-convergence properties of multistep Runge-Kutta methods for the numerical solution of nonlinear stiff initial-value problems in a Hilbert space. A series of sufficient conditions and necessary conditions for a multistep Runge-Kutta method to be algebraically stable, diagonally stable, Bor optimally B-convergent ...

We apply a Runge-Kutta-based waveform relaxation method to initial-value problems for implicit differential equations. In the implementation of such methods, a sequence of nonlinear systems has to be solved iteratively in each step of the integration process. The size of these systems increases linearly with the number of stages of the underlying Runge-Kutta method, resulting in high linear alg...

mhd boundary layer flow of two phase model nanofluid over a vertical plate is investigated both analytically and numerically. a system of governing nonlinear partial differential equations is converted into a set of nonlinear ordinary differential equations by suitable similarity transformations and then solved analytically using homotopy analysis method and numerically by the fourth order rung...