Sains Malaysiana 47(11)(2018): 2927–2932

http://dx.doi.org/10.17576/jsm-2018-4711-36

 

Comparison of One-Step and Two-Step Symmetrization in the Variable Stepsize Setting

(Perbandingan Satu dan Dua Langkah Pensimetrian dalam Persekitaran Saiz Langkah Berubah-Ubah)

 

N. RAZALI*, Z.M. NOPIAH & H. OTHMAN

 

Centre of Research in Engineering Education and Built Environment, Program of Fundamental Engineering Studies, Faculty of Engineering and Built Environment, Universiti Kebangsaan Malaysia, 43600 UKM Bangi, Selangor Darul Ehsan, Malaysia

 

Diserahkan: 15 November 2017/Diterima: 22 Mei 2018

 

ABSTRACT

In this paper, we study the effects of symmetrization by the implicit midpoint rule (IMR) and the implicit trapezoidal rule (ITR) on the numerical solution of ordinary differential equations. We extend the study of the well-known formula of Gragg to a two-step symmetrizer and compare the efficiency of their use with the IMR and ITR. We present the experimental results on nonlinear problem using variable stepsize setting and the results show greater efficiency of the two-step symmetrizers over the one-step symmetrizers of IMR and ITR.

 

Keywords: Implicit midpoint rule; implicit trapezoidal rule; symmetrizers

 

ABSTRAK

Dalam kertas ini, kami mengkaji kesan pensimetrian kaedah titik tengah tersirat (IMR) dan kaedah trapezium tersirat (ITR) ke atas penyelesaian berangka persamaan pembezaan biasa. Kami melanjutkan kajian terkenal oleh Gragg kepada pensimetri dua langkah dan membandingkan kecekapan penggunaannya dengan IMR dan ITR. Keputusan uji kaji pada masalah tidak linear menggunakan saiz langkah yang berubah-ubah menunjukkan bahawa pensimetri dua langkah adalah lebih cekap berbanding pensimetri satu langkah.

 

Kata kunci: Kaedah titik tengah tersirat; kaedah trapezium tersirat; pensimetri

RUJUKAN

Auzinger, R.F.W. & Macsek, F. 1990. Asymptotic error expansions for stiff equations: The implicit euler scheme. SIAM Journal on Numerical Analysis 27(1): 67-104.

Bjurel, B.L.S.L.G., Dahlquist, G. & Oden, L. 1970. Survey of Stiff Ordinary Differential Equations. Report NA 70.11, Dept. of Information Processing, RocalInst. of Tech., Stockholm.

Burrage, K. 1978. A special family of Runge-Kutta methods for solving stiff differential equations. BIT Numerical Mathematics 18: 22-41.

Ceschino, F. & Kuntzmann, J. 1963. Numerical Solution of Initial Value Problems. Dunod, Paris: Prentice Hall Inc.

Curtiss, C.F. & Hirschfelder, J.O. 1952. Integration of stiff equations. Proc. Nat. Acad. Sci. 38(3): 235-243.

Chan, R.P.K. 1989. Extrapolation of Runge-Kutta methods for stiff initial value problems. PhD Thesis, University of Auckland (Unpublished).

Chan, R.P.K. & Razali, N. 2014. Smoothing effects on the IMR and ITR. Numerical Algorithms 65(3): 401-420.

Chan, R.P.K. & Gorgey, A. 2013. Active and passive symmetrization of Runge-Kutta Gauss methods. Applied Numerical Mathematics 67: 64-77.

Chan, R.P.K. & Gorgey, A. 2011. Order-4 symmetrized Runge- Kutta methods for stiff problems. Journal of Quality Measurement and Analysis 7(1): 53-66.

Enright, W.H. & Hull, T.E. 1976. Test results on initial value methods for non-stiff ordinary differential equations. SIAM Journal on Numerical Analysis 13(6): 944-961.

Enright, W.H., Hull, T.E. & Lindberg, B. 1975. Comparing numerical methods for stiff systems of O.D.E:s. BIT Numerical Mathematics 15(1): 10-48.

Gladwell, L.F.S.I. & Brankin, R.W. 1987. Automatic selection of the initial step size for an ODE solver. Journal of Computational and Applied Mathematics 18(2): 175-192.

González-Pinto, S., Montijano, J.I. & Rodríguez, S.P. 2004. Two-step error estimators for implicit Runge-Kutta methods applied to stiff systems. ACM Trans. Math. Softw. 30(1): 1-18.

Gorgey, A. 2012. Extrapolation of Symmetrized Runge-Kutta Methods. PhD Thesis, University of Auckland (Unpublished).

Gragg, W.B. 1965. On extrapolation algorithms for ordinary initial value problems. Journal of the Society for Industrial and Applied Mathematics: Series B, Numerical Analysis 2(3): 384-403.

Hairer, S.N.E. & Wanner, G. 1991. Solving Ordinary Differential Equations II (Stiff and Differential-Algebraic Problems). Springer-Verlag Berlin Heidelberg.

Liniger, W. & Willoughby, R.A. 1970. Efficient integration methods for stiff systems of ordinary differential equations. SIAM Journal on Numerical Analysis 7(1): 47-66.

Mazzia, F., Cash, J.R. & Soetaert, K. 2012. A test set for stiff initial value problem solvers in the open source software R: Package deTestSet. Journal of Computational and Applied Mathematics 236(16): 4119-4131.

Merson, R.H. 1957. An operational Method for the Study of Integration Processes. Proc. Symposium Data Processing.

Shampine, L.F. 1985. Local error estimation by doubling. Computing 34(2): 179-190.

 

*Pengarang untuk surat-menyurat; email: helyna@ukm.edu.my

 

 

 

 

 

 

sebelumnya