Extended RKN-type methods for numerical integration of perturbed oscillators

Abstract In this paper, extended Runge–Kutta–Nystrom-type methods for the numerical integration of perturbed oscillators with low frequencies are presented, which inherit the framework of RKN methods and make full use of the special feature of the true flows for both the internal stages and the updates. Following the approach of J. Butcher, E. Hairer and G. Wanner, we develop a new kind of tree set to derive order conditions for the extended Runge–Kutta–Nystrom-type methods. The numerical stability and phase properties of the new methods are analyzed. Numerical experiments are accompanied to show the applicability and efficiency of our new methods in comparison with some well-known high quality methods proposed in the scientific literature.

[1]  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 .

[2]  J. M. Franco Embedded Pairs of Explicit ARKN Methods for the Numerical Integration of Perturbed Oscillators , 2003 .

[3]  Liviu Gr Ixaru,et al.  Numerical methods for differential equations and applications , 1984 .

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

[5]  Xinyuan Wu,et al.  Trigonometrically-fitted ARKN methods for perturbed oscillators , 2008 .

[6]  J. M. Franco A 5(3) pair of explicit ARKN methods for the numerical integration of perturbed oscillators , 2003 .

[7]  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.

[8]  J. M. Franco New methods for oscillatory systems based on ARKN methods , 2006 .

[9]  L.Gr. Ixaru,et al.  Operations on oscillatory functions , 1997 .

[10]  Xinyuan Wu,et al.  A new pair of explicit ARKN methods for the numerical integration of general perturbed oscillators , 2007 .

[11]  G. Dahlquist Stability and error bounds in the numerical integration of ordinary differential equations , 1961 .

[12]  Xinyuan Wu,et al.  A trigonometrically fitted explicit Numerov-type method for second-order initial value problems with oscillating solutions , 2008 .

[13]  Pablo Martín,et al.  A new family of Runge–Kutta type methods for the numerical integration of perturbed oscillators , 1999, Numerische Mathematik.

[14]  H. De Meyer,et al.  Exponentially-fitted explicit Runge–Kutta methods , 1999 .

[15]  E. Hairer,et al.  Geometric Numerical Integration: Structure Preserving Algorithms for Ordinary Differential Equations , 2004 .

[16]  J. Butcher The Numerical Analysis of Ordinary Di erential Equa-tions , 1986 .

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

[18]  Ernst Hairer,et al.  Solving Ordinary Differential Equations I: Nonstiff Problems , 2009 .

[19]  G. Vanden Berghe,et al.  Exponential fitted Runge--Kutta methods of collocation type: fixed or variable knot points? , 2003 .

[20]  G. Dahlquist Convergence and stability in the numerical integration of ordinary differential equations , 1956 .

[21]  P. Henrici Discrete Variable Methods in Ordinary Differential Equations , 1962 .

[22]  Liviu Gr. Ixaru,et al.  P-stability and exponential-fitting methods for y″″ = f(x, y) , 1996 .

[23]  S. Cox,et al.  Exponential Time Differencing for Stiff Systems , 2002 .

[24]  Brynjulf Owren,et al.  B-series and Order Conditions for Exponential Integrators , 2005, SIAM J. Numer. Anal..

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

[26]  Tom Lyche,et al.  Chebyshevian multistep methods for ordinary differential equations , 1972 .

[27]  Xinyuan Wu,et al.  Note on derivation of order conditions for ARKN methods for perturbed oscillators , 2009, Comput. Phys. Commun..

[28]  E. Stiefel Linear And Regular Celestial Mechanics , 1971 .

[29]  J. M. Franco Exponentially fitted explicit Runge-Kutta-Nyström methods , 2004 .

[30]  Warren P. Johnson The Curious History of Faà di Bruno's Formula , 2002, Am. Math. Mon..

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