Gjpamv12n1 06
Gjpamv12n1 06
Gjpamv12n1 06
M. A. Demba1
Department of Mathematics,
Universiti Putra Malaysia,
43400 UPM Serdang, Selangor, Malaysia.
Abstract
1
Corresponding author.
68 M. A. Demba, N. Senu and F. Ismail
1. Introduction
In the last decades, methods for the numerical solution of the initial value problems
whose solution shows a pronounced oscillatory behavior has attracted the interest of
many researchers. Such problems occur in several fields of applied sciences such as:
molecular dynamics, celestial mechanics, theoretical physics, physical chemistry and
electronics. Bettis in [1] proposed the first Runge–Kutta (RK) methods with 3 and 4
stages for the solution of Ordinary Differential Equations (ODEs) with periodic solu-
tions. More recently, monovasilis in [2], Franco in [3], Ambrosio in [4], Ramos in
[5] proposed Runge–Kutta–Nyström (RKN) methods for the solutions of second order
ordinary differential equations. Similarly, Simos in [6], Coleman in [7] constructed an
explicit RK method which solves certain first order initial value problems with oscillatory
solutions. In the same way, Berghe in [8] proposed some exponentially-fitted RK (EFRK)
methods that integrates exactly first order systems whose solutions can be represented
as the linear combination of some functions. Motivated by the work of Simos in [9], we
construct a new accurate fourth order four stage explicit trigonometrically-fitted RKN
method. The constructed method can exactly integrate the test equation y = −w2 y
and the numerical results show the efficiency of the new method. The remaining part
of this paper is designed as follows: Section 2 deals with the derivation of the proposed
method. In section 3 we analyze the local truncation error of the new method. In section
4 we present the numerical results and the last section deals with the conclusion.
4
yn+1 = yn + hyn + h2 bi f (xn + ci h, Yi ), (2.1)
i=1
4
yn+1 = yn + h di f (xn + cih, Yi ), (2.2)
i=1
3
Yi = yn + ci hyn +h 2
aij f (xn + cih, Yj ). (2.3)
j =1
or in Butcher Tableau:
In this study, the four-stage fourth order dispersive of order eight RKN method will
be considered as given in [10]. The coefficients of the method are given in Table 1 below:
Four-stage fourth-order Runge–Kutta–Nyström method 69
c2 a21
c3 a31 a32
b1 b2 b3 b4
d1 d2 d3 d4
1 1
4 32
7 19 16
10 600 75
32 58 3
1
315 315 14
1 28 50 1
21 81 567 54
1 32 250 5
14 81 567 54
Applying an explicit Runge-Kutta-Nyström method (2.1)–(2.3) to y = −w2 y, we
obtained:
4
yn+1 = yn + hy n + h2 bi (−w2 Yi ), (2.4)
i=1
and
4
yn+1 = yn +h di (−w2 Yi ). (2.5)
i=1
70 M. A. Demba, N. Senu and F. Ismail
where
Y1 = yn + c1 hyn , (2.6)
Y2 = yn + c2 hyn − h a21 w Y1 ,
2 2
(2.7)
Y3 = yn + c3 hyn + h (−a31 w Y1 − a32 w Y2 ),
2 2 2
(2.8)
Y4 = yn + c4 hyn + h (−a41 w Y1 − a42 w Y2 − a43 w Y3 ).
2 2 2 2
(2.9)
4
3
cos(v) = 1 − v 2
bi (1 − v 2
aij Yj e−I wx ), (2.10)
i=1 j =1
4
sin(v) = v − v 2 bi ci v, (2.11)
i=1
4
3
sin(v) = v di (1 − v 2
aij Yj e−I wx ), (2.12)
i=1 j =1
4
cos(v) = 1 − v 2
di ci . (2.13)
i=1
where v = wh.
Solving (2.10)–(2.13) using the coefficients of the method in Table 1 for a31 , b2 , c2 , c3 ,
we obtain the solution as given in (2.14):
3(12v 8 sin(v)2 − 2721600 sin(v)2 + 11200v 4 sin(v)2 + 13980v 5 sin(v) − 190400 sin(v)v 3 )
+
100(sin(v)2 + 15)(v 2 + 6v sin(v) + 30 cos(v) − 30)v 2 (9v 2 − 200)
3(263200v sin(v) − 3495 cos(v)v 5 sin(v) + 47600 cos(v) sin(v)v 3 − 240v 7 sin(v))
+
100(sin(v)2 + 15)(v 2 + 6v sin(v) + 30 cos(v) − 30)v 2 (9v 2 − 200)
109999 1618447
+ v 10 + v 12
34320000000000 11088000000000000
292360553
+ v 14 + · · · ,
44553600000000000000
28 1 4 1 19 449
b2 = − v + v6 − v8 + v 10
81 3600 161280 232243200 1226244096000
32869 312811
− v 12 − v 14 + · · · ,
3570822807552000 1713994947624960000
1 1 19 1019 481093
c2 = − v4 + v6 − v8 + v 10
4 26880 7741440 13624934400 119027426918400
8198117 647998097
− v 12 + v 14 + · · · ,
57133164920832000 93241325150797824000
1913285557
+ v 12 + · · · (2.15)
124540416000000000000
72 M. A. Demba, N. Senu and F. Ismail
h5
LT E = − (3y y fyy + 3y fyxx + (y )3 fyyy + 3y fxy
1440
+ 3(y )2 fxyy + fxxx ) + O(h6 ),
h5
LT Eder = (6(y )2 y fyyy + 5(y )2 fyy fy + 12y y fxyy
120
+ 6y fxy fy + 4y fyy fx + 4(y )3 fxyyy
+ 6y fyxx + (fy )2 y + 4y fxxxy + fy fxx + 4fxy fx
+ 6(y )2 fxxyy + (y )4 fyyyy
+ 3(y )2 fyy + fxxxx ) + O(h6 ). (3.2)
From equation (3.2), we can see that the order of ETFRKN4(4,8,5)M is 4 because all of
the coefficients up to h4 vanished.
• RKN4(4,8,5)M: The RKN method with dispersion order eight and dissipation
order five obtained by Senu in [10],
• RKN4(4,8,5)S: The RKN method with dispersion order eight and dissipation order
five obtained by Senu in [10] and
−1
log10 (MAXERR)
−2
−3
−4
−5 ETFRKN4(4,8,5)M
RKN4-4
RKN4(4,8,5)S
−6 RKN4(4,8,5)M
RKN4G
−7 RK4
Figure 1: The efficiency curve for Problem 1 with tend = 10000 and h = i(0.025),
i = 1, 2, 3, 4.
−1
log10 (MAXERR)
−2
−3
−4
ETFRKN4(4,8,5)M
−5 RKN4-4
RKN4(4,8,5)S
−6 RKN4(4,8,5)M
RKN4G
RK4
−7
5.5 5.6 5.7 5.8 5.9 6 6.1 6.2
log10 (Function Evaluations)
Figure 2: The efficiency curve for Problem 2 with tend = 10000 and h = i(0.025),
i = 1, 2, 3, 4.
5. Conclusion
In this study, we have presented the fourth order four-stage explicit trigonometrically-
fitted RKN method for the solutions of oscillatory problems. The numerical results
obtained show clearly that the global error of the new method is smaller than that of the
other existing methods; The new method is much more efficient than the other existing
methods.
78 M. A. Demba, N. Senu and F. Ismail
−1
ETFRKN4(4,8,5)M
RKN4-4
−2 RKN4(4,8,5)S
RKN4(4,8,5)M
RKN4G
−3 RK4
log10 (MAXERR)
−4
−5
−6
−7
−8
5.5 5.6 5.7 5.8 5.9 6 6.1 6.2
log10 (Function Evaluations)
Figure 3: The efficiency curve for Problem 3 with tend = 10000 and h = i(0.025),
i = 1, 2, 3, 4.
−1
ETFRKN4(4,8,5)M
RKN4-4
−2 RKN4(4,8,5)S
RKN4(4,8,5)M
RKN4G
−3 RK4
log10 (MAXERR)
−4
−5
−6
−7
−8
5.5 5.6 5.7 5.8 5.9 6 6.1 6.2
log10 (Function Evaluations)
Figure 4: The efficiency curve for Problem 4 with tend = 10000 and h = i(0.025),
i = 1, 2, 3, 4.
Acknowledgment
We are thankful to the reviewers of this manuscript for his/her fruitful comments and
remarks, Institute of Mathematical Research (INSPEM) and the Department of Math-
ematics, Universiti Putra Malaysia for the support and assistance during the research
work.
Four-stage fourth-order Runge–Kutta–Nyström method 79
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