Sains Malaysiana 47(11)(2018): 2927–2932
http://dx.doi.org/10.17576/jsm-2018-4711-36
Comparison of One-Step and Two-Step Symmetrization
in the Variable Stepsize Setting
(Perbandingan Satu dan Dua Langkah Pensimetrian
dalam Persekitaran Saiz Langkah Berubah-Ubah)
N. RAZALI*,
Z.M.
NOPIAH
& H. OTHMAN
Centre of Research in Engineering
Education and Built Environment, Program of Fundamental Engineering
Studies, Faculty of Engineering and Built Environment, Universiti
Kebangsaan Malaysia, 43600 UKM Bangi, Selangor Darul Ehsan, Malaysia
Diserahkan: 15 November 2017/Diterima:
22 Mei 2018
ABSTRACT
In this paper, we study the
effects of symmetrization by the implicit midpoint rule (IMR)
and the implicit trapezoidal rule (ITR) on the numerical solution
of ordinary differential equations. We extend the study of the
well-known formula of Gragg to a two-step symmetrizer and compare
the efficiency of their use with the IMR and ITR. We present the experimental
results on nonlinear problem using variable stepsize setting and
the results show greater efficiency of the two-step symmetrizers
over the one-step symmetrizers of IMR and ITR.
Keywords: Implicit midpoint
rule; implicit trapezoidal rule; symmetrizers
ABSTRAK
Dalam kertas ini, kami mengkaji
kesan pensimetrian kaedah titik tengah tersirat (IMR)
dan kaedah trapezium tersirat (ITR) ke atas penyelesaian berangka
persamaan pembezaan biasa. Kami melanjutkan kajian terkenal oleh
Gragg kepada pensimetri dua langkah dan membandingkan kecekapan
penggunaannya dengan IMR
dan ITR.
Keputusan uji kaji pada masalah tidak linear menggunakan saiz
langkah yang berubah-ubah menunjukkan bahawa pensimetri dua langkah
adalah lebih cekap berbanding pensimetri satu langkah.
Kata kunci: Kaedah titik tengah tersirat; kaedah trapezium tersirat;
pensimetri
RUJUKAN
Auzinger, R.F.W. & Macsek, F.
1990. Asymptotic error expansions for stiff equations: The implicit
euler scheme. SIAM Journal on Numerical Analysis 27(1):
67-104.
Bjurel, B.L.S.L.G., Dahlquist, G.
& Oden, L. 1970. Survey of Stiff Ordinary Differential
Equations. Report NA 70.11, Dept. of Information Processing,
RocalInst. of Tech., Stockholm.
Burrage, K. 1978. A special family
of Runge-Kutta methods for solving stiff differential equations.
BIT Numerical Mathematics 18: 22-41.
Ceschino, F. & Kuntzmann, J.
1963. Numerical Solution of Initial Value Problems. Dunod,
Paris: Prentice Hall Inc.
Curtiss, C.F. & Hirschfelder,
J.O. 1952. Integration of stiff equations. Proc. Nat. Acad.
Sci. 38(3): 235-243.
Chan, R.P.K. 1989. Extrapolation
of Runge-Kutta methods for stiff initial value problems. PhD Thesis,
University of Auckland (Unpublished).
Chan, R.P.K. & Razali, N. 2014.
Smoothing effects on the IMR and ITR. Numerical Algorithms
65(3): 401-420.
Chan, R.P.K. & Gorgey, A. 2013.
Active and passive symmetrization of Runge-Kutta Gauss methods.
Applied Numerical Mathematics 67: 64-77.
Chan, R.P.K. & Gorgey, A. 2011.
Order-4 symmetrized Runge- Kutta methods for stiff problems. Journal
of Quality Measurement and Analysis 7(1): 53-66.
Enright, W.H. & Hull, T.E. 1976.
Test results on initial value methods for non-stiff ordinary differential
equations. SIAM Journal on Numerical Analysis 13(6): 944-961.
Enright, W.H., Hull, T.E. &
Lindberg, B. 1975. Comparing numerical methods for stiff systems
of O.D.E:s. BIT Numerical Mathematics 15(1): 10-48.
Gladwell, L.F.S.I. & Brankin,
R.W. 1987. Automatic selection of the initial step size for an
ODE solver. Journal of Computational and Applied Mathematics
18(2): 175-192.
González-Pinto, S., Montijano, J.I.
& Rodríguez, S.P. 2004. Two-step error estimators for implicit
Runge-Kutta methods applied to stiff systems. ACM Trans. Math.
Softw. 30(1): 1-18.
Gorgey, A. 2012. Extrapolation of
Symmetrized Runge-Kutta Methods. PhD Thesis, University of Auckland
(Unpublished).
Gragg, W.B. 1965. On extrapolation
algorithms for ordinary initial value problems. Journal of
the Society for Industrial and Applied Mathematics: Series B,
Numerical Analysis 2(3): 384-403.
Hairer, S.N.E. & Wanner, G.
1991. Solving Ordinary Differential Equations II (Stiff and
Differential-Algebraic Problems). Springer-Verlag Berlin Heidelberg.
Liniger, W. & Willoughby, R.A.
1970. Efficient integration methods for stiff systems of ordinary
differential equations. SIAM Journal on Numerical Analysis
7(1): 47-66.
Mazzia, F., Cash, J.R. & Soetaert,
K. 2012. A test set for stiff initial value problem solvers in
the open source software R: Package deTestSet. Journal of Computational
and Applied Mathematics 236(16): 4119-4131.
Merson, R.H. 1957. An operational
Method for the Study of Integration Processes. Proc. Symposium
Data Processing.
Shampine, L.F. 1985. Local error
estimation by doubling. Computing 34(2): 179-190.
*Pengarang untuk surat-menyurat;
email: helyna@ukm.edu.my