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Accelerated Runge-Kutta Methods.pdf
Hindawi Publishing Corporation
Discrete Dynamics in Nature and Society
Volume 2008, Article ID 790619, 38 pages
doi:10.1155/2008/790619
Research Article
Accelerated Runge-Kutta Methods
Firdaus E. Udwadia1 and Artin Farahani2
1 Departments of Aerospace and Mechanical Engineering, Civil Engineering, Mathematics,
and Information and Operations Management, 430K Olin Hall, University of Southern California,
Los Angeles, CA 90089-1453, USA
2 Department of Aerospace and Mechanical Engineering, University of Southern California,
Los Angeles, CA 90089-1453, USA
Correspondence should be addressed to Firdaus E. Udwadia, fudwadia@
Received 31 December 2007; Revised 8 March 2008; Accepted 27 April 2008
Recommended by Leonid Berezansky
Standard Runge-Kutta methods are explicit, one-step, and generally constant step-size numerical
integrators for the solution of initial value problems. Such integration schemes of orders 3, 4, and 5
require 3, 4, and 6 function evaluations per time step of integration, respectively. In this paper, we
propose a set of simple, explicit, and constant step-size Accerelated-Runge-Kutta methods that are
two-step in nature. For orders 3, 4, and 5, they require only 2, 3, and 5 function evaluations per time
step, respectively. Therefore, they are more computationally efficient at achieving the same order
of local accuracy. We present here the derivation and optimization of these accelerated integration
methods. We include the proof of convergence and stability under certain conditions as well as
stability regions for finite step sizes. Several numerical examples are provided to illustrate the
accuracy, stability, and efficiency of the proposed methods in comparison with standard Runge-
Kutta methods.
Copyright q 2008 Firdaus E. Udwadia and
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