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Kyushu Slides PDF
0
1 1
2 2
0 1
0
Y1 1 1 Y2
2 2
0 1
0
Y1 1 1 Y2
2 2
0 1
1 1
y1 = y0 + 2
hf (y0 ) + 2
hf y0 + 1hf (y0 )
0
1 1
1 1
2 2
0
Y1 1 1 Y2
2 2
0 1
1 1
y1 = y0 + 2
hf (y0 ) + 2
hf y0 + 1hf (y0 )
0
Y1 Y2
1 1
1 1
2 2
00 0 f
y (x) = f f f0
000 00 f f
y (x) = f (f, f) f00
f
f0
+ f0 f0 f f0
00 0 f
y (x) = f f f0
000 00 f f
y (x) = f (f, f) f00
f
f0
+ f0 f0 f f0
The various terms have a structure related to rooted-trees.
00 0 f
y (x) = f f f0
000 00 f f
y (x) = f (f, f) f00
f
f0
+ f0 f0 f f0
The various terms have a structure related to rooted-trees.
Hence, we introduce the set of all rooted trees and some
functions on this set.
Runge–Kutta methods for ordinary differential equations – p. 10/48
Let T denote the set of rooted trees:
n o
T = , , , , , , , , ...
We identify the following functions on T .
σ(t) = 8
σ(t) = 8
1 11 1
3 3
γ(t) = 63 7
σ(t) = 8
1 11 1
3 3
γ(t) = 63 7
r(t)!
α(t) = σ(t)γ(t) = 10
σ(t) = 8
1 11 1
3 3
γ(t) = 63 7
r(t)!
α(t) = σ(t)γ(t) = 10
r(t)!
β(t) = σ(t) = 630
σ(t) = 8
1 11 1
3 3
γ(t) = 63 7
r(t)!
α(t) = σ(t)γ(t) = 10
r(t)!
β(t) = σ(t) = 630
f f f f
00 00 00
f00 f00
F (t) = f f (f, f), f (f, f) f00
Runge–Kutta methods for ordinary differential equations – p. 12/48
These functions are easy to compute up to order 4 trees:
t
r(t) 1 2 3 3 4 4 4 4
σ(t) 1 1 2 1 6 1 2 1
γ(t) 1 2 3 6 4 8 12 24
α(t) 1 1 1 1 1 3 1 1
β(t) 1 2 3 6 4 24 12 24
F (t) f f0 f f00 (f, f) f0 f0 f f(3) (f, f, f) f00 (f, f0 f) f0 f00 (f, f) f0 f0 f0 f
t= j k
t= j k
s
X i
t= j k
s
X i
t
r(t) 4 4 4 4
α(t) 1 3 1 1
β(t) 4 24 12 24
P 3 P P 2
P
Φ(t) bi ci bi ci aij cj bi aij cj bi aij ajk ck
Runge–Kutta methods for ordinary differential equations – p. 16/48
The formal Taylor expansion of the solution at x0 + h is
X β(t)hr(t)
y1 = y0 + Φ(t)F (t)(y0 )
r(t)!
t∈T
0 0 0
1 1
c2 c2 2 2 1 1
1 − 2c12 1
2c2 0 1 1
2
1
2
Runge–Kutta methods for ordinary differential equations – p. 19/48
Order 3: b1 + b 2 + b 3 =1
b2 c2 + b 3 c3 = 12
b2 c22 + b3 c23 = 13
b3 a32 c2 = 16
0 0 0
1 1 2 2 2 2
2 2 3 3 3 3
2 2
1 −1 2 3 0 3 0 −1 1
1 2 1 1 3 3
6 3 6 4 8 8 0 34 1
4
7
8
4 7
4 8
4 7 α7 β7
4 8 α8 β8
0
1 1 1
4 8 8
7 1 14 3
10 − 100 25 20
2 5
1 7 0 7
1 32 250 5
14 81 567 54
A = λ(I − J)
Backsolves s2 N 2
Backsolves s2 N 2
Backsolves s2 N 2
Backsolves s2 N 2 sN 2
Ack−1 = k1 ck , k = 1, 2, . . . , s,
Ack−1 = k1 ck , k = 1, 2, . . . , s,
where the vector powers are interpreted component by
component.
Ack−1 = k1 ck , k = 1, 2, . . . , s,
where the vector powers are interpreted component by
component.
This is equivalent to
k 01 k
A c = c , k = 1, 2, . . . , s (∗)
k!
(A − λI)s c0 = 0
(A − λI)s c0 = 0
and hence
s
X
s
(−λ)s−i Ai c0 = 0.
i=0
i
(A − λI)s c0 = 0
and hence
s
X
s
(−λ)s−i Ai c0 = 0.
i=0
i
b = {λ}
σ(A)
For s − p = 1, 2, 3, . . . we get improvements to the
behaviour of the methods