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Trigonometrically fitted multi-step Runge-Kutta methods for solving oscillatory initial value problems

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Abstract

In this paper, trigonometrically fitted multi-step Runge-Kutta (TFMSRK) methods for the numerical integration of oscillatory initial value problems are proposed and studied. TFMSRK methods inherit the frame of multi-step Runge-Kutta (MSRK) methods and integrate exactly the problem whose solutions can be expressed as the linear combinations of functions from the set of \(\{\exp (\mathrm {i}wt),\exp (-\mathrm {i}wt)\},\) or equivalently the set \(\{\cos (wt),\sin (wt)\}\), where w represents an approximation of the main frequency of the problem. The general order conditions are given and four new explicit TFMSRK methods with order three and four, respectively, are constructed. Stability of the new methods is examined and the corresponding regions of stability are depicted. Numerical results show that our new methods are more efficient in comparison with other well-known high quality methods proposed in the scientific literature.

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Authors and Affiliations

  1. College of Mathematics and Information Science, Hebei Key Laboratory of Computational Mathematics and Applications, Hebei Normal University, Shijiazhuang, 050024, People’s Republic of China

    Jiyong Li

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  1. Jiyong Li
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Correspondence to Jiyong Li.

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The research was supported in part by the Natural Science Foundation of China under Grant No: 11401164, by the Hebei Natural Science Foundation of China under Grant No: A2014205136, by the Natural Science Foundation of China under Grant No: 11201113 and by the Specialized Research Foundation for the Doctoral Program of Higher Education under Grant No: 20121303120001.

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Li, J. Trigonometrically fitted multi-step Runge-Kutta methods for solving oscillatory initial value problems. Numer Algor 76, 237–258 (2017). https://doi.org/10.1007/s11075-016-0252-2

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  • DOI: https://doi.org/10.1007/s11075-016-0252-2

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