A New Family of Phase-Fitted and Amplification-Fitted Runge-Kutta Type Methods for Oscillators

In order to solve initial value problems of differential equations with oscillatory solutions, this paper improves traditional Runge-Kutta (RK) methods by introducing frequency-depending weights in the update. New practical RK integrators are obtained with the phase-fitting and amplification-fitting conditions and algebraic order conditions. Two of the new methods have updates that are also phase-fitted and amplification-fitted. The linear stability and phase properties of the new methods are examined. The results of numerical experiments on physical and biological problems show the robustness and competence of the new methods compared to some highly efficient integrators in the literature.

[1]  Beatrice Paternoster,et al.  Runge-Kutta(-Nystro¨m) methods for ODEs with periodic solutions based on trigonometric polynomials , 1998 .

[2]  Hans Van de Vyver Phase-fitted and amplification-fitted two-step hybrid methods for y˝= f ( x,y ) , 2007 .

[3]  José M. Ferrándiz,et al.  Multistep Numerical Methods Based on the Scheifele G -Functions with Application to Satellite Dynamics , 1997 .

[4]  H. De Meyer,et al.  Exponentially fitted Runge-Kutta methods , 2000 .

[5]  D. G. Bettis Numerical integration of products of fourier and ordinary polynomials , 1970 .

[6]  Jesús Vigo-Aguiar,et al.  Symplectic conditions for exponential fitting Runge-Kutta-Nyström methods , 2005, Math. Comput. Model..

[7]  Higinio Ramos,et al.  On the frequency choice in trigonometrically fitted methods , 2010, Appl. Math. Lett..

[8]  Hans Van de Vyver,et al.  Frequency evaluation for exponentially fitted Runge-Kutta methods , 2005 .

[9]  Zacharias A. Anastassi,et al.  A dispersive-fitted and dissipative-fitted explicit Runge–Kutta method for the numerical solution of orbital problems , 2004 .

[10]  A. D. Raptis,et al.  A four-step phase-fitted method for the numerical integration of second order initial-value problems , 1991 .

[11]  Jesús Vigo-Aguiar,et al.  AN EMBEDDED EXPONENTIALLY-FITTED RUNGE-KUTTA METHOD FOR THE NUMERICAL SOLUTION OF THE SCHRODINGER EQUATION AND RELATED PERIODIC INITIAL-VALUE PROBLEMS , 2000 .

[12]  Jesús Vigo-Aguiar,et al.  A dissipative exponentially-fitted method for the numerical solution of the Schrödinger equation and related problems , 2003 .

[13]  K. Ozawa A four-stage implicit Runge-Kutta-Nyström method with variable coefficients for solving periodic initial value problems , 1999 .

[14]  Jesús Vigo-Aguiar,et al.  An Exponentially Fitted and Trigonometrically Fitted Method for the Numerical Solution of Orbital Problems , 2001 .

[15]  Jesús Vigo-Aguiar,et al.  An exponentially-fitted high order method for long-term integration of periodic initial-value problems , 2001 .

[16]  J. Lambert Numerical Methods for Ordinary Differential Equations , 1991 .

[17]  Stefanie Widder,et al.  Dynamic patterns of gene regulation I: simple two-gene systems. , 2007, Journal of theoretical biology.

[18]  G. Vanden Berghe,et al.  Optimal implicit exponentially-fitted Runge–Kutta methods , 2001 .

[19]  M. di Bernardo,et al.  Comparing different ODE modelling approaches for gene regulatory networks. , 2009, Journal of theoretical biology.

[20]  T. E. Simos,et al.  An exponentially-fitted Runge-Kutta method for the numerical integration of initial-value problems with periodic or oscillating solutions , 1998 .

[21]  Hans Van de Vyver,et al.  Stability and phase-lag analysis of explicit Runge-Kutta methods with variable coefficients for oscillatory problems , 2005, Comput. Phys. Commun..

[22]  José M. Ferrándiz,et al.  Higher-order variable-step algorithms adapted to the accurate numerical integration of perturbed oscillators , 1998 .

[23]  H. De Meyer,et al.  Frequency determination and step-length control for exponentially-fitted Runge---Kutta methods , 2001 .

[24]  E. Hairer,et al.  Solving Ordinary Differential Equations I , 1987 .

[25]  Josef Stoer,et al.  Numerische Mathematik 1 , 1989 .

[26]  D. G. Bettis Runge-Kutta algorithms for oscillatory problems , 1979 .

[27]  Z. Kalogiratou Symplectic trigonometrically fitted partitioned Runge–Kutta methods , 2007 .

[28]  G. Wanner,et al.  Runge-Kutta methods: some historical notes , 1996 .

[29]  T. E. Simos,et al.  A Symmetric High Order Method With Minimal Phase-Lag For The Numerical Solution Of The Schrödinger Equation , 2001 .

[30]  T. E. Simos,et al.  Controlling the error growth in long–term numerical integration of perturbed oscillations in one or several frequencies , 2004, Proceedings of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences.

[31]  W. Gautschi Numerical integration of ordinary differential equations based on trigonometric polynomials , 1961 .

[32]  J. M. Franco Runge-Kutta methods adapted to the numerical integration of oscillatory problems , 2004 .

[33]  Ben P. Sommeijer,et al.  Explicit Runge-Kutta (-Nyström) methods with reduced phase errors for computing oscillating solutions , 1987 .

[34]  Higinio Ramos,et al.  Dissipative Chebyshev exponential-fitted methods for numerical solution of second-order differential equations , 2003 .

[35]  H. De Meyer,et al.  Frequency evaluation in exponential fitting multistep algorithms for ODEs , 2002 .

[36]  J. M. Franco Runge–Kutta–Nyström methods adapted to the numerical integration of perturbed oscillators , 2002 .