刚性延迟微分方程RungeKutta法处理延迟量两类不同插值方案比较.docx

Runge-Kutta2011–04–22A comparison of two kinds of interpolationprocedures of Runge-Kutta methods forsti? delay di?erential equationsCandidateSupervisor and RankGong XingtianProfessor Shoufu LiCollegeProgramSpecializationDegreeUniversityDateMathematics and Computational ScienceComputational MathematicsNumerical Method for Functional Di?erentialEquations and Computational FluidMaster of ScienceXiangtan UniversityApril 22nd, 2011Runge-Kutta,(ODE)(DDE)LagrangeΠh(t; ?, y1, ..., yn+1);yn,Runge-KuttaY (n),Y (n)Runge-KuttaB-,GaussRunge-Kutta(),:JacobiRunge-Kutta,,s,Runge-KuttaRunge-Kutta,s,,;Runge-Kutta;Runge-Kutta;; B-IAbstractRunge-Kutta methods are usually used to solve sti? ordinary di?erential equations and sti?delay di?erential equations. There are two kinds of commonly used interpolation procedures todeal with the delay. One is to construct a regular piecewise Lagrange interpolation operatorΠh(t; ?, y1, ..., yn+1); The other is to construct the interpolation operator with the values yn andthe internal stage values Y (n) of the Runge-Kutta method. The obvious merit of the latter is thatthere needs no any starting values for the method to start and the obvious defect is that thereneeds additional storage capacity for the values Y (n). However, so far, we have never seen anywork in literatures for the comparison of the two kinds of interpolation procedures of Runge-Kuttamethods in the computational precision and e?ciency.For the constant coe?cient linear sti? delay di?erential systems, by some theoretical analysisand many numerical experiments, that the order of B-convergence of Runge-Kutta methods withthe ?rst type of interpolation procedure can reach its order in the classical sense is correct anddemonstrated by the authors for the implicit mid-point method.On the other hand, the authors point out that Runge-Kutta methods with the second type ofinterpolation procedure doesn’t possess the above advantages, and obtain the following conclusionby theory analysis and numer