|
|
CAMS/SCMA Doctoral Dissertation Award 84 Winner and Abstract
1984
Paul Muir (Wayne Enright), Department of Computer Science, University of
Toronto
Implicit Runge-Kutta Methods for Two-Point Boundary Value Problems.
We develop efficient classes of implicit Runge-Kutta methods for the
solution of two-point boundary value problems. We call these new methods
TPERK and ATPERK methods. They are shown to be considerably more efficient
than the standard implicit Runge-Kutta methods, while at the same time
retaining the good stability properties of these methods. By using this
new class of methods we are able to avoid having to solve a nonlinear
system of equations on each subinterval as is usually the case for an
implicit Runge-Kutta method. The operation counts for the solution of
two-point boundary value problem based on an implicit Runge-Kutta method
are about (n^3 s^3)/24 per subinterval; when one of the new methods is used
we show that the operation counts become about n^3 s + n^2 s^2 per
subinterval, where n is the number of differential equations and s is the
number of stages of the Runge-Kutta method. We present a detailed
theoretical investigation of the new methods which involves an extension of
the work of [Stetter 1973]. This investigation includes results concerning
the stability functions of the new methods and also results establishing a
symmetry property for the ATPERK methods. Also included is a study of
desirable stability properties for Runge-Kutta methods applied to singular
perturbation problems using coarse meshes, and an investigation of several
error measures for use in mesh selection.
|