Runge-Kutta Type Methods For Directly Solving Spec

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Runge-Kutta Type Methods for Directly Solving Special Fourth-Order


Ordinary Differential Equations

Article  in  Mathematical Problems in Engineering · August 2015


DOI: 10.1155/2015/893763

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Kasim Hussain Fudziah Ismail


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Hindawi Publishing Corporation
Mathematical Problems in Engineering
Volume 2015, Article ID 893763, 11 pages
http://dx.doi.org/10.1155/2015/893763

Research Article
Runge-Kutta Type Methods for Directly Solving Special
Fourth-Order Ordinary Differential Equations

Kasim Hussain,1,2 Fudziah Ismail,1,3 and Norazak Senu1,3


1
Department of Mathematics, Faculty of Science, Universiti Putra Malaysia (UPM), 43400 Serdang, Selangor, Malaysia
2
Department of Mathematics, College of Science, Al-Mustansiriya University, Baghdad, Iraq
3
Institute for Mathematical Research, Universiti Putra Malaysia (UPM), 43400 Serdang, Selangor, Malaysia

Correspondence should be addressed to Fudziah Ismail; fudziah i@yahoo.com.my

Received 25 May 2015; Revised 14 July 2015; Accepted 21 July 2015

Academic Editor: Yan-Jun Liu

Copyright © 2015 Kasim Hussain et al. This is an open access article distributed under the Creative Commons Attribution License,
which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

A Runge-Kutta type method for directly solving special fourth-order ordinary differential equations (ODEs) which is denoted by
RKFD method is constructed. The order conditions of RKFD method up to order five are derived; based on the order conditions,
three-stage fourth- and fifth-order Runge-Kutta type methods are constructed. Zero-stability of the RKFD method is proven.
Numerical results obtained are compared with the existing Runge-Kutta methods in the scientific literature after reducing the
problems into a system of first-order ODEs and solving them. Numerical results are presented to illustrate the robustness and
competency of the new methods in terms of accuracy and number of function evaluations.

1. Introduction then applying the appropriate numerical methods to solve


the resulting system (see [1–5]). However, the application
This paper deals with the numerical integration of the special of such technique takes a lot of computational time (see
fourth-order ordinary differential equations (ODEs) of the [6, 7]). Direct integration method is proposed to avoid such
form computational encumbrance and increase the efficiency of
the method. Many authors have proposed several numer-
𝑦(𝑖V) (𝑥) = 𝑓 (𝑥, 𝑦) , (1)
ical methods for directly approximating the solutions for
with initial conditions the higher-order ODEs; for example, Kayode [8] proposed
zero-stable predictor-corrector methods for solving fourth-
𝑦 (𝑥0 ) = 𝑦0 , order ordinary differential equations. Majid and Suleiman
[9] derived one point method to solve system of higher-
𝑦󸀠 (𝑥0 ) = 𝑦0󸀠 ,
order ODEs. Jain et al. [10] constructed finite difference
(2)
𝑦󸀠󸀠 (𝑥0 ) = 𝑦0󸀠󸀠 , method for solving fourth-order ODEs. Waeleh et al. [11]
constructed a new block method for solving directly higher-
𝑦󸀠󸀠󸀠 (𝑥0 ) = 𝑦0󸀠󸀠󸀠 , order ODEs. Awoyemi and Idowu [12] proposed a hybrid
collocations method for solving third-order ODEs. Hybrid
in which the first, second, and third derivatives do not linear multistep method with three steps to solve second-
appear explicitly. This type of problems often arises in many order ODEs was introduced by Jator [13], and all the methods
fields of applied science such as mechanics, astrophysics, discussed above are multistep in nature.
quantum chemistry, and electronic and control engineering. This paper primarily aims to construct a one-step method
The general approach for solving the higher-order ordinary of orders four and five to solve special fourth-order ODEs
differential equation (ODE) is by transforming it into an directly; these new methods are self-starting in nature. The
equivalent first-order system of differential equations and paper is organized as follows. In Section 2, the derivation
2 Mathematical Problems in Engineering

of the order conditions of RKFD method is presented. In approach depends on the derivation of order conditions for
Section 3, the zero-stability of RKFD method is given. In the Runge-Kutta method proposed in Dormand [14]. The
Section 4, three-stage RKFD methods of order four and order RKFD method in (3)–(6) can be written as follows:
five are constructed. In Section 5, numerical examples are
given to show the effectiveness and competency of the new
RKFD methods as compared with the well known Runge- 𝑦𝑛+1 = 𝑦𝑛 + ℎ𝜓 (𝑥𝑛 , 𝑦𝑛 ) ,
Kutta methods from the scientific literature. Conclusions are 󸀠
given in Section 6. 𝑦𝑛+1 = 𝑦𝑛󸀠 + ℎ𝜓󸀠 (𝑥𝑛 , 𝑦𝑛 ) ,
(10)
󸀠󸀠
𝑦𝑛+1 = 𝑦𝑛󸀠󸀠 + ℎ𝜓󸀠󸀠 (𝑥𝑛 , 𝑦𝑛 ) ,
2. Derivation of the RKFD Method
󸀠󸀠󸀠
𝑦𝑛+1 = 𝑦𝑛󸀠󸀠󸀠 + ℎ𝜓󸀠󸀠󸀠 (𝑥𝑛 , 𝑦𝑛 ) ,
The general form of RKFD method with 𝑠-stage for directly
solving special fourth-order ODEs (1) can be written as
follows: where the increment functions are
2 3 𝑠
ℎ 󸀠󸀠 ℎ 󸀠󸀠󸀠 4
𝑦𝑛+1 = 𝑦𝑛 + ℎ𝑦𝑛󸀠 + 𝑦 + 𝑦 + ℎ ∑𝑏𝑖 𝑘𝑖 , (3)
2 𝑛 6 𝑛 ℎ ℎ2 𝑠
𝑖=1
𝜓 (𝑥𝑛 , 𝑦𝑛 ) = 𝑦𝑛󸀠 + 𝑦𝑛󸀠󸀠 + 𝑦𝑛󸀠󸀠󸀠 + ℎ3 ∑𝑏𝑖 𝑘𝑖 ,
2 6
󸀠 ℎ2 󸀠󸀠󸀠 3 𝑠 󸀠 𝑖=1
𝑦𝑛+1 = 𝑦𝑛󸀠 + ℎ2 𝑦𝑛󸀠󸀠 + 𝑦 + ℎ ∑𝑏𝑖 𝑘𝑖 , (4)
2 𝑛 ℎ 𝑠
𝑖=1
𝜓󸀠 (𝑥𝑛 , 𝑦𝑛 ) = 𝑦𝑛󸀠󸀠 + 𝑦𝑛󸀠󸀠󸀠 + ℎ2 ∑𝑏𝑖󸀠 𝑘𝑖 ,
𝑠 2 𝑖=1
󸀠󸀠
𝑦𝑛+1 = 𝑦𝑛󸀠󸀠 + ℎ𝑦𝑛󸀠󸀠󸀠 + ℎ2 ∑𝑏𝑖󸀠󸀠 𝑘𝑖 , (5) 𝑠
(11)
󸀠󸀠
𝑖=1
𝜓 (𝑥𝑛 , 𝑦𝑛 ) = 𝑦𝑛󸀠󸀠󸀠 + ℎ∑𝑏𝑖󸀠󸀠 𝑘𝑖 ,
𝑠 𝑖=1
󸀠󸀠󸀠
𝑦𝑛+1 = 𝑦𝑛󸀠󸀠󸀠 + ℎ∑𝑏𝑖󸀠󸀠󸀠 𝑘𝑖 , (6) 𝑠
𝑖=1
𝜓󸀠󸀠󸀠 (𝑥𝑛 , 𝑦𝑛 ) = ∑𝑏𝑖󸀠󸀠󸀠 𝑘𝑖 ,
where 𝑖=1

𝑘1 = 𝑓 (𝑥𝑛 , 𝑦𝑛 ) , (7)
where 𝑘𝑖 is given in (8).
2 3 The first few elementary differentials for the scalar equa-
ℎ 2 󸀠󸀠 ℎ 3 󸀠󸀠󸀠
𝑘𝑖 = 𝑓 (𝑥𝑛 + 𝑐𝑖 ℎ, 𝑦𝑛 + ℎ𝑐𝑖 𝑦𝑛󸀠 + 𝑐𝑦 + 𝑐𝑦 tion are
2 𝑖 𝑛 6 𝑖 𝑛
(8)
4
𝑖−1 𝐹1(4) = 𝑦(𝑖V) = 𝑓,
+ ℎ ∑ 𝑎𝑖𝑗 𝑘𝑗 ) . 𝑖 = 2, 3, . . . , 𝑠.
𝑗=1 𝐹1(5) = 𝑓𝑥 + 𝑓𝑦 𝑦󸀠 ,
All parameters 𝑏𝑖 , 𝑏𝑖󸀠 , 𝑏𝑖󸀠󸀠 , 𝑏𝑖󸀠󸀠󸀠 , 𝑎𝑖𝑗 , and 𝑐𝑖 of the RKFD method 2
𝐹1(6) = 𝑓𝑥𝑥 + 2𝑓𝑥𝑦 𝑦󸀠 + 𝑓𝑦 𝑦󸀠󸀠 + 𝑓𝑦𝑦 (𝑦󸀠 ) , (12)
are used for 𝑖, 𝑗 = 1, 2, . . . , 𝑠 and are supposed to be real. The
RKFD method is an explicit method if 𝑎𝑖𝑗 = 0 for 𝑖 ≤ 𝑗 and 2
is an implicit method if 𝑎𝑖𝑗 ≠ 0 for 𝑖 ≤ 𝑗. The RKFD method 𝐹1(7) = 𝑓𝑥𝑥𝑥 + 3𝑓𝑥𝑥𝑦 𝑦󸀠 + 3𝑓𝑥𝑦𝑦 (𝑦󸀠 ) + 3𝑓𝑥𝑦 𝑦󸀠󸀠
can be represented by Butcher tableau as follows: 3
+ 3𝑓𝑦𝑦 𝑦󸀠 𝑦󸀠󸀠 + 𝑓𝑦𝑦𝑦 (𝑦󸀠 ) + 𝑓𝑦 𝑦󸀠󸀠󸀠 .
𝑐 𝐴
𝑏𝑇
We assume that the Taylor series increment function is Δ.
𝑏󸀠𝑇 (9) The local truncation errors of 𝑦(𝑥), 𝑦󸀠 (𝑥), 𝑦󸀠󸀠 (𝑥), and
󸀠󸀠󸀠
𝑦 (𝑥) can be obtained after substituting the exact solution
𝑏󸀠󸀠𝑇
of (1) into (11) as follows:
𝑏󸀠󸀠󸀠𝑇

To determine the parameters of the RKFD method given 𝜏𝑛+1 = ℎ [𝜓 − Δ] ,


in (3)–(8), the RKFD method expression is expanded using
󸀠
the Taylor series expansion. After performing some algebraic 𝜏𝑛+1 = ℎ [𝜓󸀠 − Δ󸀠 ] ,
manipulations, this expansion is equated to the true solution (13)
󸀠󸀠
that is given by the Taylor series expansion. The direct 𝜏𝑛+1 = ℎ [𝜓󸀠󸀠 − Δ󸀠󸀠 ] ,
expansion of the local truncation error is used to derive
󸀠󸀠󸀠
the general order conditions for the RKFD method. This 𝜏𝑛+1 = ℎ [𝜓󸀠󸀠󸀠 − Δ󸀠󸀠󸀠 ] .
Mathematical Problems in Engineering 3

𝑠
The Taylor series increment functions of 𝑦(𝑥), 𝑦󸀠 (𝑥), 𝑦󸀠󸀠 (𝑥),
∑𝑏𝑖󸀠󸀠 𝑘𝑖
and 𝑦󸀠󸀠󸀠 (𝑥) can be expressed as follows: 𝑖=1
1 1 1 1 4 (5)
Δ = 𝑦 + ℎ𝑦󸀠󸀠 + ℎ2 𝑦󸀠󸀠󸀠 + ℎ3 𝐹1(4) +
󸀠
ℎ 𝐹1 𝑠 𝑠
2 6 24 120 = ∑𝑏𝑖󸀠󸀠 𝑓 + ∑𝑏𝑖󸀠󸀠 𝑐𝑖 (𝑓𝑥 + 𝑓𝑦 𝑦󸀠 ) ℎ
𝑖=1 𝑖=1
1 5 (6)
+ ℎ 𝐹1 + 𝑂 (ℎ6 ) , 𝑠
720 1 2
+ ∑𝑏𝑖󸀠󸀠 𝑐𝑖2 (𝑓𝑥𝑥 + 2𝑓𝑥𝑦 𝑦󸀠 + 𝑓𝑦 𝑦󸀠󸀠 + 𝑓𝑦𝑦 (𝑦󸀠 ) ) ℎ2
1 1 1 2 𝑖=1
Δ󸀠 = 𝑦󸀠󸀠 + ℎ𝑦󸀠󸀠󸀠 + ℎ2 𝐹1(4) + ℎ3 𝐹1(5)
2 6 24
1 4 (6) 1 5 (7) + 𝑂 (ℎ3 ) ,
+ ℎ 𝐹1 + ℎ 𝐹1 + 𝑂 (ℎ6 ) ,
120 720 𝑠
(14) ∑𝑏𝑖󸀠󸀠 𝑘𝑖
1 1 1
Δ󸀠󸀠 = 𝑦󸀠󸀠󸀠 + ℎ𝐹1(4) + ℎ2 𝐹1(5) + ℎ3 𝐹1(6) 𝑖=1
2 6 24
𝑠 𝑠
1 4 (7) 1 5 (8) 1 𝑠
+ ℎ 𝐹1 + ℎ 𝐹1 + 𝑂 (ℎ6 ) , = ∑𝑏𝑖󸀠󸀠 𝐹1(4) + ∑𝑏𝑖󸀠󸀠 𝑐𝑖 ℎ𝐹1(5) + ∑𝑏𝑖󸀠󸀠 𝑐𝑖2 ℎ2 𝐹1(6)
120 720 𝑖=1 𝑖=1 2 𝑖=1
1 1 1
Δ󸀠󸀠󸀠 = 𝐹1(4) + ℎ𝐹1(5) + ℎ2 𝐹1(6) + ℎ3 𝐹1(7) + 𝑂 (ℎ3 ) ,
2 6 24
1 4 (8) 𝑠
+ ℎ 𝐹1 + 𝑂 (ℎ5 ) . ∑𝑏𝑖󸀠󸀠󸀠 𝑘𝑖
720 𝑖=1
Substituting (12) into (11), the increment functions 𝜓, 𝜓󸀠 , 𝜓󸀠󸀠 , 𝑠 𝑠
and 𝜓󸀠󸀠󸀠 for RKFD method become as follows: = ∑𝑏𝑖󸀠󸀠󸀠 𝑓 + ∑𝑏𝑖󸀠󸀠󸀠 𝑐𝑖 (𝑓𝑥 + 𝑓𝑦 𝑦󸀠 ) ℎ
𝑠 𝑖=1 𝑖=1
∑𝑏𝑖 𝑘𝑖
1 𝑠 2
𝑖=1 + ∑𝑏𝑖󸀠󸀠󸀠 𝑐𝑖2 (𝑓𝑥𝑥 + 2𝑓𝑥𝑦 𝑦󸀠 + 𝑓𝑦 𝑦󸀠󸀠 + 𝑓𝑦𝑦 (𝑦󸀠 ) ) ℎ2
𝑠 𝑠
2 𝑖=1
= ∑𝑏𝑖 𝑓 + ∑𝑏𝑖 𝑐𝑖 (𝑓𝑥 + 𝑓𝑦 𝑦󸀠 ) ℎ
𝑖=1 𝑖=1 + 𝑂 (ℎ3 ) ,

1 𝑠 2 𝑠
+ ∑𝑏𝑖 𝑐𝑖2 (𝑓𝑥𝑥 + 2𝑓𝑥𝑦 𝑦󸀠 + 𝑓𝑦 𝑦󸀠󸀠 + 𝑓𝑦𝑦 (𝑦󸀠 ) ) ℎ2 ∑𝑏𝑖󸀠󸀠󸀠 𝑘𝑖
2 𝑖=1
𝑖=1
3
+ 𝑂 (ℎ ) , 𝑠 𝑠
1 𝑠
= ∑𝑏𝑖󸀠󸀠󸀠 𝐹1(4) + ∑𝑏𝑖󸀠󸀠󸀠 𝑐𝑖 ℎ𝐹1(5) + ∑𝑏𝑖󸀠󸀠󸀠 𝑐𝑖2 ℎ2 𝐹1(6)
𝑠 𝑖=1 𝑖=1 2 𝑖=1
∑𝑏𝑖 𝑘𝑖
𝑖=1 + 𝑂 (ℎ3 ) .
𝑠 𝑠
1 𝑠 (15)
= ∑𝑏𝑖 𝐹1(4) + ∑𝑏𝑖 𝑐𝑖 ℎ𝐹1(5) + ∑𝑏𝑖 𝑐𝑖2 ℎ2 𝐹1(6) + 𝑂 (ℎ3 ) ,
𝑖=1 𝑖=1 2 𝑖=1
𝑠
Using (11) and (14), the local truncation errors (13) can be
∑𝑏𝑖󸀠 𝑘𝑖 written as follows:
𝑖=1
𝑠
𝑠 𝑠 1 (4) 1
𝜏𝑛+1 = ℎ4 [∑𝑏𝑖 𝑘𝑖 − ( 𝐹 + ℎ𝐹(5) + ⋅ ⋅ ⋅)] ,
= ∑𝑏𝑖󸀠 𝑓 + ∑𝑏𝑖󸀠 𝑐𝑖 󸀠
(𝑓𝑥 + 𝑓𝑦 𝑦 ) ℎ 24 1 120 1
𝑖=1
𝑖=1 𝑖=1
𝑠
1 𝑠 2 󸀠
𝜏𝑛+1
1 1
= ℎ3 [∑𝑏𝑖󸀠 𝑘𝑖 − ( 𝐹1(4) + ℎ𝐹1(5) + ⋅ ⋅ ⋅)] ,
+ ∑𝑏𝑖󸀠 𝑐𝑖2 (𝑓𝑥𝑥 + 2𝑓𝑥𝑦 𝑦󸀠 + 𝑓𝑦 𝑦󸀠󸀠 + 𝑓𝑦𝑦 (𝑦󸀠 ) ) ℎ2 6 24
2 𝑖=1 𝑖=1

𝑠
+ 𝑂 (ℎ3 ) , 󸀠󸀠 1 1 (16)
𝜏𝑛+1 = ℎ2 [∑𝑏𝑖󸀠󸀠 𝑘𝑖 − ( 𝐹1(4) + ℎ𝐹1(5) + ⋅ ⋅ ⋅)] ,
𝑠 𝑖=1 2 6
∑𝑏𝑖󸀠 𝑘𝑖 󸀠󸀠󸀠
𝑖=1 𝜏𝑛+1
𝑠 𝑠 𝑠
1 𝑠 1 1
= ∑𝑏𝑖󸀠 𝐹1(4) + ∑𝑏𝑖󸀠 𝑐𝑖 ℎ𝐹1(5) + ∑𝑏𝑖󸀠 𝑐𝑖2 ℎ2 𝐹1(6) + 𝑂 (ℎ3 ) , = ℎ [∑𝑏𝑖󸀠󸀠󸀠 𝑘𝑖 − (𝐹1(4) + ℎ𝐹1(5) + ℎ2 𝐹1(6) + ⋅ ⋅ ⋅)] .
𝑖=1 𝑖=1 2 𝑖=1 𝑖=1 2 6
4 Mathematical Problems in Engineering

By offsetting (15) into (16) and expanding as a Taylor series third order:
expansion using computer algebra package MAPLE (see 𝑠
[15]), the local truncation errors or the order conditions for 𝑠- 1
∑𝑏𝑖󸀠󸀠󸀠 𝑐𝑖2 = , (28)
stage fifth-order RKFD method can be written as follows. 𝑖=1 3
The order conditions for 𝑦 are
fourth order: fourth order:
𝑠 𝑠
1
1
∑𝑏𝑖 = , (17) ∑𝑏𝑖󸀠󸀠󸀠 𝑐𝑖3 = , (29)
24 𝑖=1 4
𝑖=1

fifth order: fifth order:


𝑠 𝑠
1 1
∑𝑏𝑖 𝑐𝑖 = . (18) ∑𝑏𝑖󸀠󸀠󸀠 𝑐𝑖4 = ,
𝑖=1 120 5
𝑖=1
(30)
The order conditions for 𝑦󸀠 are 𝑠
1
∑ 𝑏𝑖󸀠󸀠󸀠 𝑎𝑖𝑗 = .
third order: 𝑖,𝑗=1 120
𝑠
1
∑𝑏𝑖󸀠 = , (19)
𝑖=1 6 3. Zero-Stability of the RKFD Method
fourth order: In this section, we discuss the convergence of the RKFD
𝑠 method by introducing the concept of zero-stability of the
1
∑𝑏𝑖󸀠 𝑐𝑖 = , (20) RKFD method. A good numerical method is a method
𝑖=1 24 in which the numerical approximation to the solution
converges, and zero-stability is a significant criterion for
fifth order: convergence. The zero-stability concept for those numerical
𝑠 methods that are used for solving first- and second-order
1
∑𝑏𝑖󸀠 𝑐𝑖2 = . (21) ODEs can be seen in Lambert [16], Dormand [14], and
𝑖=1 60
Butcher [4]. The RKFD method (3)–(8) can be expressed in
The order conditions for 𝑦󸀠󸀠 are the matrix form as follows:
1 1
second order: 𝑦𝑛+1
1 1 𝑦𝑛
1 0 0 0 [ 2 6]
𝑠
[ ][ ] [ ][ 󸀠 ]
1 [0 1 0 0 ] [ ℎ𝑦 ] [ 1] [ ]
󸀠
∑𝑏𝑖󸀠󸀠 = , (22) [ ] [ 𝑛+1 ] [ 1 1 ] [ ℎ𝑦𝑛 ]
2 [0 0 1 0 ] [ 2 󸀠󸀠 ]
= [0 ]
2 ] [ ℎ2 𝑦󸀠󸀠 ]
[ , (31)
]
] [ℎ 𝑦𝑛+1 ] [
[ ]
𝑖=1
[ [0 ] [ 𝑛 ]
3 󸀠󸀠󸀠 [ 0 1 1]
third order: [0 0 0 0] [ℎ 𝑦𝑛+1 ] ℎ3 𝑦󸀠󸀠󸀠
𝑠 [0 0 0 1] [ 𝑛 ]
1
∑𝑏𝑖󸀠󸀠 𝑐𝑖 = , (23) 1000
6
𝑖=1 where 𝐼 = [ 00 10 01 00 ] is the identity matrix coefficients of 𝑦𝑛+1 ,
0000
fourth order: 1 1 1/2 1/6
󸀠
𝑠 ℎ𝑦𝑛+1 , ℎ2 𝑦𝑛+1
󸀠󸀠
, and ℎ3 𝑦𝑛+1
󸀠󸀠󸀠
, respectively, and 𝐴 = [ 00 10 1
1
1/2 ]
1
1
∑𝑏𝑖󸀠󸀠 𝑐𝑖2 = , (24) 00 0 1
𝑖=1 12 is matrix coefficients of 𝑦𝑛 , ℎ𝑦𝑛󸀠 , ℎ2 𝑦𝑛󸀠󸀠 , and ℎ3 𝑦𝑛󸀠󸀠󸀠 , respectively.
The characteristic polynomial of the RKFD method is
fifth order: denoted by 󰜚(𝜁) which can be written as follows:
𝑠
1 󵄨󵄨 󵄨
∑𝑏𝑖󸀠󸀠 𝑐𝑖3 = . (25) 󵄨󵄨𝜁 − 1 −1 − 1 − 1 󵄨󵄨󵄨
20 󵄨󵄨 6 󵄨󵄨󵄨󵄨
𝑖=1 󵄨󵄨 2
󵄨󵄨 1 󵄨󵄨󵄨󵄨
󵄨 󵄨 󵄨󵄨
The order conditions for 𝑦󸀠󸀠󸀠 are 󰜚 (𝜁) = 󵄨󵄨󵄨𝐼𝜁 − 𝐴󵄨󵄨󵄨 = 󵄨󵄨󵄨 0 𝜁 − 1 −1 − 2 󵄨󵄨󵄨 . (32)
󵄨󵄨󵄨 󵄨󵄨
first order: 󵄨󵄨 0
󵄨󵄨 0 𝜁 − 1 −1 󵄨󵄨󵄨󵄨
󵄨󵄨 󵄨󵄨
𝑠 󵄨󵄨 0 0 0 𝜁 − 1󵄨󵄨󵄨
∑𝑏𝑖󸀠󸀠󸀠 = 1, (26)
𝑖=1 Hence, 󰜚(𝜁) = (𝜁 − 1)4 .
second order: We find that all the roots are 𝜁 = 1, 1, 1, 1. Generalizing
𝑠
the theorem proposed by Henrici [17] for solving special
1
∑𝑏𝑖󸀠󸀠󸀠 𝑐𝑖 = , (27) second-order ODEs, therefore, the RKFD method is zero-
𝑖=1 2 stable since all roots are less than or equal to the value of 1.
Mathematical Problems in Engineering 5

4. Construction of RKFD Methods −4 + 36𝑏1󸀠 + 5𝑐3 − 48𝑏1󸀠 𝑐3


𝑏3󸀠 = − ,
−96𝑐3 + 72𝑐32 + 36
In this section, we proceed to construct explicit RKFD
methods based on the order conditions which we have 1
derived in Section 2. 𝑏2 = − 𝑏1 − 𝑏3 + .
24
(33)
4.1. A Three-Stage RKFD Method of Order Four. This section
will focus on the derivation of a three-stage RKFD method of Thus, these free parameters can be chosen by minimizing
order four, where we use the algebraic order conditions (17), the local truncation error norms of the fifth-order conditions
(19)-(20), (22)–(24), and (26)–(29), respectively. The resulting according to Dormand et al. [18]. However, we have another
system of equations consists of 10 nonlinear equations with three free parameters 𝑎21 , 𝑎31 , and 𝑎32 that do not appear in
14 unknown variables to be solved; solving the system fourth-order conditions but they appear in the minimization
simultaneously yields a solution with four free parameters 𝑐3 , of error equations for fifth-order conditions of 𝑦󸀠󸀠󸀠 .
𝑏1󸀠 , 𝑏1 , and 𝑏3 as follows: The error norms and global error of fifth-order conditions
are defined as follows:
𝑛𝑝 +1
󵄩󵄩 (5) 󵄩󵄩 2
3 − 4𝑐3 󵄩󵄩𝜏 󵄩󵄩 = √ ∑ (𝜏𝑖(5) ) ,
󵄩 󵄩2
𝑐2 = − , 𝑖=1
−4 + 6𝑐3
𝑛𝑝󸀠 +1
6𝑐2 − 6𝑐3 + 1 󵄩󵄩 󸀠(5) 󵄩󵄩 2
󵄩󵄩𝜏 󵄩󵄩 = √ ∑ (𝜏𝑖󸀠(5) ) ,
𝑏1󸀠󸀠󸀠 = 3 , 󵄩 󵄩2
6𝑐3 (−3 + 4𝑐3 ) 𝑖=1

16 − 72𝑐3 + 108𝑐32 − 54𝑐33 󵄩󵄩 󸀠󸀠(5) 󵄩󵄩


𝑛𝑝󸀠󸀠 +1
𝑏2󸀠󸀠󸀠
2
=− , 󵄩󵄩𝜏 󵄩󵄩 = √ ∑ (𝜏𝑖󸀠󸀠(5) ) ,
108𝑐3 − 150𝑐32 − 27 + 72𝑐33 󵄩 󵄩2 (34)
𝑖=1

1
𝑏3󸀠󸀠󸀠 = , 󵄩󵄩 󸀠󸀠󸀠(5) 󵄩󵄩
𝑛𝑝󸀠󸀠󸀠 +1
36𝑐33 − 48𝑐32 + 18𝑐3 󵄩󵄩𝜏
2
󵄩󵄩 = √ ∑ (𝜏𝑖󸀠󸀠󸀠(5) ) ,
󵄩 󵄩2
𝑖=1
6𝑐2 − 6𝑐3 + 1
𝑏1󸀠󸀠 = 3 , 󵄩󵄩 (5) 󵄩󵄩
󵄩󵄩𝜏𝑔 󵄩󵄩
6𝑐3 (−3 + 4𝑐3 ) 󵄩 󵄩2

−20𝑐3 − 18𝑐33 + 33𝑐32 + 4 𝑛𝑝 +1


2
𝑛𝑝󸀠 +1
2
𝑛𝑝󸀠󸀠 +1
2
𝑛𝑝󸀠󸀠󸀠 +1
2
𝑏2󸀠󸀠 = − , = √ ∑ (𝜏𝑖(5) ) + ∑ (𝜏𝑖󸀠(5) ) + ∑ (𝜏𝑖󸀠󸀠(5) ) + ∑ (𝜏𝑖󸀠󸀠󸀠(5) ) ,
108𝑐3 − 150𝑐32 − 27 + 72𝑐33 𝑖=1 𝑖=1 𝑖=1 𝑖=1

−1 + 𝑐3 where 𝜏(5) , 𝜏󸀠(5) , 𝜏󸀠󸀠(5) , and 𝜏󸀠󸀠󸀠(5) are the local truncation error
𝑏3󸀠󸀠 = − ,
36𝑐33 − 48𝑐32 + 18𝑐3 norms for 𝑦, 𝑦󸀠 , 𝑦󸀠󸀠 , and 𝑦󸀠󸀠󸀠 , respectively, and 𝜏𝑔(5) is the global
error.
−48𝑏1󸀠 𝑐3 + 72𝑏1󸀠 𝑐32 − 2 + 11𝑐3 − 12𝑐32 Consequently, we find the error norms of 𝑦, 𝑦󸀠 , and 𝑦󸀠󸀠 ,
𝑏2󸀠 = − ,
12 (3 − 8𝑐3 + 6𝑐32 ) respectively, as follows:

2 2
󵄩󵄩 (5) 󵄩󵄩 1 √ (−360𝑏3 + 11 − 720𝑐3 𝑏3 + 480𝑏1 𝑐3 − 360𝑏1 + 960𝑏3 𝑐3 − 14𝑐3 )
󵄩󵄩𝜏 󵄩󵄩 = ,
󵄩 󵄩2 240 (−2 + 3𝑐3 )
2

2 󸀠 2 󸀠 2
󵄩󵄩 󸀠(5) 󵄩󵄩 1 √ (−50𝑐3 + 480𝑏1 𝑐3 − 360𝑏1 𝑐3 + 48𝑐3 − 7)
󵄩󵄩𝜏 󵄩󵄩 = , (35)
󵄩 󵄩2 240 (−2 + 3𝑐3 )
2

2 2
󵄩󵄩 󸀠󸀠(5) 󵄩󵄩 1 √ (3 − 12𝑐3 + 10𝑐3 )
󵄩󵄩𝜏 󵄩󵄩 = .
󵄩 󵄩2 120 (−2 + 3𝑐3 )
2
6 Mathematical Problems in Engineering

Our goal is to choose the free parameters 𝑐3 , 𝑏1󸀠 , 𝑏1 , and 𝑏3 such RKFD method are written in Butcher tableau and denoted by
that the error norms of fifth-order conditions have minimal RKFD4 method as follows:
value. By plotting the graph of ‖𝜏󸀠󸀠(5) ‖2 versus 𝑐3 and choosing
a small value of 𝑐3 in the interval [0.7, 3], we find that 𝑐3 =
4 1
17/20 is the optimal value which yields a minimum value for −
‖𝜏󸀠󸀠(5) ‖2 = 3.787878788 × 10−4 . Substituting the value of 𝑐3 = 11 5
17/20 into ‖𝜏(5) ‖2 and ‖𝜏󸀠(5) ‖2 we get 17 19 19
20 125 125
󵄩󵄩 (5) 󵄩󵄩 1 √ 17 7 1
󵄩󵄩𝜏 󵄩󵄩 = 2 −
󵄩 󵄩2 440 (3 − 160𝑏1 + 214𝑏3 ) , 200 75 20
(36) (39)
󵄩󵄩 󸀠(5) 󵄩󵄩 1 √ 1 209 5
󵄩󵄩𝜏 󵄩󵄩 = 󸀠 2
󵄩 󵄩2 1760 (−31 + 544𝑏1 ) . 18 1926 1926
47 847 100
Also through plotting the graph of ‖𝜏(5) ‖2 against 𝑏1 and 𝑏3 408 2568 1819
in the interval [−0.1, 0.5] and choosing a small value of 𝑏3 ,
we get that 𝑏3 = 1/20 is the optimal value which gives 𝑏1 = 47 1331 2000
17/200 and ‖𝜏(5) ‖2 = 2.272727273 × 10−4 . 408 2568 5457
Now, utilizing the same technique where we draw the
graph of ‖𝜏󸀠(5) ‖2 versus 𝑏1󸀠 in the interval [−1, 1], we find that 4.2. A Three-Stage RKFD Method of Order Five. In this
𝑏1󸀠 = 1/18 is the best choice, and with this value of 𝑏1󸀠 , we get section, a three-stage RKFD method of order five will be
‖𝜏󸀠(5) ‖2 = 4.419191919 × 10−4 . derived. The algebraic order conditions up to order five ((17)-
Therefore, the error equation of the fifth-order condition (18), (19)–(21), (22)–(25), and (26)–(30)) need to be solved.
of 𝑦󸀠󸀠󸀠 is as follows: The resulting system of equations consists of fifteen nonlinear
equations, solving the system simultaneously which results
in a solution with three free parameters 𝑏1 , 𝑎21 , and 𝑎31 as
󵄩󵄩 󸀠󸀠󸀠(5) 󵄩󵄩 1
󵄩󵄩𝜏 󵄩󵄩 = follows:
󵄩 󵄩2 4802160 (1604749085
2
+ 6194971660900𝑎21 + 8761174400𝑎21 𝑎31 3 √6
𝑐2 = + ,
+ 8761174400𝑎21 𝑎32 − 199207202920𝑎21 (37) 5 10
2 3 √6
+ 3097600𝑎31 + 6195200𝑎31 𝑎32 − 1408633600𝑎31 𝑐3 = − ,
5 10
2 1/2
+ 3097600𝑎32 − 1408633600𝑎32 ) . 1
𝑏1󸀠󸀠󸀠 = ,
9
Consequently, the global error is 4 √6
𝑏2󸀠󸀠󸀠 = − ,
9 36
󵄩󵄩 (5) 󵄩󵄩 1 4 √6
󵄩󵄩𝜏𝑔 󵄩󵄩 =
󵄩 󵄩2 144064800 (1452377332189 𝑏3󸀠󸀠󸀠 = + ,
9 36
2
+ 55754744948100𝑎21 + 78850569600𝑎21 𝑎31 1
𝑏1󸀠󸀠 = ,
+ 78850569600𝑎21 𝑎32 − 17928648262800𝑎21 9
(38) 7 √6
2
+ 27878400𝑎31 + 55756800𝑎31 𝑎32 𝑏2󸀠󸀠 = − ,
36 18
2
− 12677702400𝑎31 + 27878400𝑎32 7 √6
𝑏3󸀠󸀠 = + ,
1/2 36 18
− 12677702400𝑎32 ) .
1
𝑏1󸀠 = ,
18
By minimizing the error norm in (37) and global error in (38)
with respect to the free parameters 𝑎21 , 𝑎31 , and 𝑎32 , we get 1 √6
𝑏2󸀠 = − ,
𝑎21 = −1/5, 𝑎31 = 19/125, and 𝑎32 = 19/125, which produces 18 48
‖𝜏󸀠󸀠󸀠(5) ‖2 = 3.7878787879×10−4 and ‖𝜏𝑔(5) ‖2 = 7.3068870183× 1 √6
10−4 . Finally, all the coefficients of three-stage fourth-order 𝑏3󸀠 = + ,
18 48
Mathematical Problems in Engineering 7

1 √6 1 √6 󵄩󵄩 󸀠󸀠󸀠(6) 󵄩󵄩 1 √ 2 √
󵄩󵄩𝜏 󵄩󵄩 =
𝑏2 = − + (− + ) 𝑏1 , 󵄩 󵄩2 3600 (362 − 11760𝑎21 6 + 103200𝑎21 6
48 72 2 2
+ 600000𝑎21 √6𝑎31 − 36840𝑎21 − 34440𝑎31
1 √6 1 √6
𝑏3 = + −( + ) 𝑏1 ,
48 72 2 2 + 120√6 − 11840√6𝑎31 + 2100000𝑎21 𝑎31
131 16√6 12 3√6 2 2 2 1/2
𝑎32 = (− + ) 𝑎21 − 𝑎31 + − . + 1330800𝑎31 + 448800√6𝑎31 + 1498800𝑎21 ) .
125 125 625 2500
(43)
(40)
Also, the global error can be written as
Thus, these free parameters can be chosen by minimizing the
󵄩󵄩 (6) 󵄩󵄩 1 √ 2 √
󵄩󵄩𝜏𝑔 󵄩󵄩 =
󵄩 󵄩2 3600 (−15520𝑎21 6 + 26400𝑎21 6
local truncation error norms of the sixth-order conditions.
The error norms and the global error of the sixth-order
conditions are given by + 600000𝑎21 √6𝑎31 − 46680𝑎21 − 34440𝑎31 + 511
(44)
󵄩󵄩 (6) 󵄩󵄩
𝑛𝑝 +1
2
+ 162√6 − 11840√6𝑎31 + 2100000𝑎21 𝑎31
󵄩󵄩𝜏 󵄩󵄩 = √ ∑ (𝜏𝑖(6) ) ,
󵄩 󵄩2 2 2 2
𝑖=1
+ 1330800𝑎31 + 448800√6𝑎31 + 2127600𝑎21 ).
𝑛𝑝󸀠 +1
󵄩󵄩 󸀠(6) 󵄩󵄩 2 Now, minimizing the error coefficients in (43) and (44) with
󵄩󵄩𝜏 󵄩󵄩 = √ ∑ (𝜏𝑖󸀠(6) ) ,
󵄩 󵄩2 respect to the free parameters 𝑎21 , 𝑎31 , we obtain 𝑎21 =
𝑖=1
4059/187793 and 𝑎31 = −1502/532215 which gives 𝑎32 =
𝑛𝑝󸀠󸀠 +1 1826/569317. Thus, the error equations for 𝑦, 𝑦󸀠 , 𝑦󸀠󸀠 , and 𝑦󸀠󸀠󸀠
󵄩󵄩 󸀠󸀠(6) 󵄩󵄩 2
󵄩󵄩𝜏 󵄩󵄩 = √ ∑ (𝜏𝑖󸀠󸀠(6) ) , are computed and given by
󵄩 󵄩2 (41)
𝑖=1
󵄩󵄩 (6) 󵄩󵄩
󵄩󵄩𝜏 󵄩󵄩 = 0,
𝑛𝑝󸀠󸀠󸀠 +1 󵄩 󵄩2
󵄩󵄩 󸀠󸀠󸀠(6) 󵄩󵄩 2
󵄩󵄩𝜏 󵄩󵄩 = √ ∑ (𝜏𝑖󸀠󸀠󸀠(6) ) , 󵄩󵄩󵄩𝜏󸀠(6) 󵄩󵄩󵄩 = 8.333333333 × 10−4 ,
󵄩 󵄩2 󵄩󵄩 󵄩󵄩2
𝑖=1
(45)
󵄩󵄩 (6) 󵄩󵄩
󵄩󵄩𝜏𝑔 󵄩󵄩 󵄩󵄩󵄩𝜏󸀠󸀠(6) 󵄩󵄩󵄩 = 1.666666668 × 10−3 ,
󵄩 󵄩2 󵄩󵄩 󵄩󵄩2
󵄩󵄩 󸀠󸀠󸀠(6) 󵄩󵄩
𝑛𝑝 +1 𝑛𝑝󸀠 +1 𝑛𝑝󸀠󸀠 +1 𝑛𝑝󸀠󸀠󸀠 +1
󵄩󵄩𝜏 󵄩󵄩 = 1.666666667 × 10−3 ,
2 2 2 2
= √ ∑ (𝜏𝑖(6) ) + ∑ (𝜏𝑖󸀠(6) ) + ∑ (𝜏𝑖󸀠󸀠(6) ) + ∑ (𝜏𝑖󸀠󸀠󸀠(6) ) , 󵄩 󵄩2
𝑖=1 𝑖=1 𝑖=1 𝑖=1
and global error norm is
󵄩󵄩 (6) 󵄩󵄩
where 𝜏(6) , 𝜏󸀠(6) , 𝜏󸀠󸀠(6) , and 𝜏󸀠󸀠󸀠(6) are the local truncation 󵄩󵄩𝜏𝑔 󵄩󵄩 = 2.499999999 × 10−3 . (46)
󵄩 󵄩2
error norms for 𝑦, 𝑦󸀠 , 𝑦󸀠󸀠 , and 𝑦󸀠󸀠󸀠 of the RKFD method,
respectively. 𝜏𝑔(6) is the global error. The error equation of Therefore, the parameters of the three-stage fifth-order RKFD
method denoted by RKFD5 can be represented in Butcher
sixth-order condition for 𝑦 with respect to the free parameter
tableau as follows:
𝑏1 is as follows:
3 √6 4059
󵄩󵄩 (6) 󵄩󵄩 1 √ +
2 5 10 187793
󵄩󵄩𝜏 󵄩󵄩 =
󵄩 󵄩2 3600 (−19 + 1080𝑏1 ) .
(42)
3 √6 1502 1826
− −
5 10 532215 569317
The error equation ‖𝜏(6) ‖2 has a minimum value equal to
zero at 𝑏1 = 19/1080 ≈ 0.01759259259 which leads to 𝑏2 = 19 13 11√6 13 11√6
− +
13/1080 − 11√6/2160 and 𝑏3 = 13/1080 + 11√6/2160. The 1080 1080 2160 1080 2160 (47)
truncation error norms of the sixth-order condition of 𝑦, 𝑦󸀠 , 1 1 √6 1 √6
𝑦󸀠󸀠 , and 𝑦󸀠󸀠󸀠 are calculated as follows: − +
18 18 48 18 48
󵄩󵄩 (6) 󵄩󵄩 1 7 √6 7 √6
󵄩󵄩𝜏 󵄩󵄩 = 0, − +
󵄩 󵄩2 9 36 18 36 18
󵄩󵄩 󸀠(6) 󵄩󵄩 1 1 4 √6 4 √6
󵄩󵄩𝜏 󵄩󵄩 = − +
󵄩 󵄩2 1200 , 9 9 36 9 36
󵄩󵄩 󸀠󸀠(6) 󵄩󵄩 1 2 2 √ 5. Numerical Examples
󵄩󵄩𝜏 󵄩󵄩 =
󵄩 󵄩2 3600 (139 + 628800𝑎21 − 76800𝑎21 6
1/2
In this section, some numerical examples will be solved to
− 9840𝑎21 − 3760𝑎21 √6 + 42√6) , show the efficiency of the new RKFD methods of order four
8 Mathematical Problems in Engineering

0 −1
−1 −2

−2 −3
−4
−3
Log10 (max error)

Log10 (max error)


−5
−4
−6
−5
−7
−6
−8
−7 −9
−8 −10
−9 −11

2.5 3 3.5 4 4.5 2 2.2 2.4 2.6 2.8 3 3.2 3.4 3.6 3.8 4
Log10 (function evaluations) Log10 (function evaluations)

RKFD5 RK5Ns6 RKFD5 RK5Ns6


RKFD4 RK4s4 RKFD4 RK4s4
RK5Bs6 RK3/8 RK5Bs6 RK3/8

Figure 1: The efficiency curves for Example 1 with ℎ = 0.1/2𝑖 , 𝑖 = Figure 3: The efficiency curves for Example 3 with ℎ = 0.1/2𝑖 , 𝑖 =
0, 2, 3, 4. 0, 2, 3, 4.

−3
−3
−4
−4
−5
−5
Log10 (max error)

−6
Log10 (max error)

−6
−7
−7
−8
−8
−9
−9
−10
−10
−11
−11
1.4 1.6 1.8 2 2.2 2.4 2.6 2.8 3 3.2 3.4
2.5 3 3.5 4 4.5
Log10 (function evaluations)
Log10 (function evaluations)
RKFD5 RK5Ns6
RKFD5 RK5Ns6 RKFD4 RK4s4
RKFD4 RK4s4 RK5Bs6 RK3/8
RK5Bs6 RK3/8
Figure 4: The efficiency curves for Example 4 with ℎ = 0.1/2𝑖 , 𝑖 =
Figure 2: The efficiency curves for Example 2 with ℎ = 0.1/2𝑖 , 𝑖 = 0, 2, 3, 4.
0, 2, 3, 4.

(i) RKFD5: the three-stage fifth-order RKFD method


and order five, which are denoted by RKFD4 and RKFD5, derived in this paper.
respectively. The comparison is made with the well known (ii) RKFD4: the three-stage fourth-order RKFD method
methods in the scientific literature. We use in the numerical derived in this paper.
comparisons the criteria based on computing the maximum
error in the solution (max error = max(|𝑦(𝑡𝑛 ) − 𝑦𝑛 |)) which (iii) RK5Bs6: the six-stage fifth-order Runge-Kutta
is equal to the maximum between absolute errors of the method given in Butcher [4].
true solutions and the computed solutions. Figures 1–7 show
(iv) RK5Ns6: the six-stage fifth-order Runge-Kutta
the efficiency curves of Log10 (max error) against the com-
method given in Hairer [5].
putational effort measured by Log10 (function evaluations)
required by each method. The following methods are used for (v) RK4s4: the four-stage fourth-order Runge-Kutta
comparison: method given in Dormand [14].
Mathematical Problems in Engineering 9

−1
−1
−2 −2

−3 −3
Log10 (max error)

−4 −4

Log10 (max error)


−5 −5
−6 −6
−7
−7
−8
−8
−9
−9
−10
−10
1.8 2 2.2 2.4 2.6 2.8 3 3.2 3.4 3.6 3.8 2.4 2.6 2.8 3 3.2 3.4 3.6 3.8 4 4.2
Log10 (function evaluations) Log10 (function evaluations)

RKFD5 RK5Ns6 RKFD5 RK5Ns6


RKFD4 RK4s4 RKFD4 RK4s4
RK5Bs6 RK3/8 RK5Bs6 RK3/8

Figure 5: The efficiency curves for Example 5 with ℎ = 0.1/2𝑖 , 𝑖 = Figure 7: The efficiency curves for Example 7 with ℎ = 0.025/2𝑖 ,
0, 2, 3, 4. 𝑖 = 0, 1, 2, 3.

−3
−4 Example 2. The nonhomogeneous nonlinear problem is as
follows:
−5
−6
Log10 (max error)

−7 𝑦(𝑖V) = 𝑦2 + cos2 (𝑥) + sin (𝑥) − 1,


(49)
−8 𝑦 (0) = 0, 𝑦󸀠 (0) = 1, 𝑦󸀠󸀠 (0) = 0, 𝑦󸀠󸀠󸀠 (0) = −1.
−9
−10
The exact solution is given by 𝑦(𝑥) = sin(𝑥). The problem is
−11 integrated in the interval [0, 10].
−12
Example 3. The homogeneous linear problem with noncon-
1.8 2 2.2 2.4 2.6 2.8 3 3.2 3.4 3.6 3.8 stant coefficients is as follows
Log10 (function evaluations)

RKFD5 RK5Ns6
RKFD4 RK4s4
𝑦(𝑖V) = (16𝑥4 − 48𝑥2 + 12) 𝑦,
RK5Bs6 RK3/8 (50)
𝑦 (0) = 1, 𝑦󸀠 (0) = 0, 𝑦󸀠󸀠 (0) = −2, 𝑦󸀠󸀠󸀠 (0) = 0.
Figure 6: The efficiency curves for Example 6 with ℎ = 0.1/2𝑖 , 𝑖 =
0, 2, 3, 4.
2
The exact solution is given by 𝑦(𝑥) = e−𝑥 . The problem is
integrated in the interval [0, 3].
(vi) RK3/8: the four-stage fourth-order 3/8 rule Runge-
Kutta method given in Butcher [4]. Example 4. The nonlinear problem is as follows:

Example 1. The homogeneous linear problem is as follows:


(𝑖V)
3 sin (𝑦) (3 + 2sin2 (𝑦))
𝑦 = ,
𝑦(𝑖V) = − 4𝑦, cos7 (𝑦) (51)
(48) 󸀠 󸀠󸀠 󸀠󸀠󸀠
𝑦 (0) = 0, 𝑦 (0) = 1, 𝑦 (0) = 0, 𝑦 (0) = 1.
𝑦 (0) = 0, 𝑦󸀠 (0) = 1, 𝑦󸀠󸀠 (0) = 2, 𝑦󸀠󸀠󸀠 (0) = 2.

The exact solution is given by 𝑦(𝑥) = e𝑥 sin(𝑥). The problem The exact solution is given by 𝑦(𝑥) = arcsin(𝑥). The problem
is integrated in the interval [0, 10]. is integrated in the interval [0, 𝜋/4].
10 Mathematical Problems in Engineering

Example 5. The linear system is as follows: Example 7. The nonlinear system is as follows:
(𝑖V) 3𝑥
𝑦 = e 𝑢, 𝑧2
𝑦(𝑖V) = ,
𝑤
𝑦 (0) = 1, 𝑦󸀠 (0) = −1, 𝑦󸀠󸀠 (0) = 1, 𝑦󸀠󸀠󸀠 (0) = −1.
𝑦 (0) = 1, 𝑦󸀠 (0) = 1, 𝑦󸀠󸀠 (0) = 1, 𝑦󸀠󸀠󸀠 (0) = 1.
(𝑖V) −𝑥
𝑧 = 16e 𝑦,
𝑤2
󸀠
𝑧 (0) = 1, 𝑧 (0) = −2, 𝑧 (0) = 4, 𝑧 (0) = −8. 󸀠󸀠 󸀠󸀠󸀠 𝑧(𝑖V) = 16 ,
𝑢
(52)
𝑤(𝑖V) = 81e−𝑥 𝑧, 𝑧 (0) = 1, 𝑧󸀠 (0) = 2, 𝑧󸀠󸀠 (0) = 4, 𝑧󸀠󸀠󸀠 (0) = 8.
(56)
󸀠
𝑤 (0) = 1, 𝑤 (0) = −3, 𝑤 (0) = 9, 𝑤 (0) = −27. 󸀠󸀠 󸀠󸀠󸀠 𝑢2
𝑤(𝑖V) = 81 5 ,
𝑦
𝑢(𝑖V) = 256e−𝑥 𝑤.
𝑤 (0) = 1, 𝑤󸀠 (0) = 3, 𝑤󸀠󸀠 (0) = 9, 𝑤󸀠󸀠󸀠 (0) = 27.
󸀠 󸀠󸀠 󸀠󸀠󸀠
𝑢 (0) = 1, 𝑢 (0) = −4, 𝑢 (0) = 16, 𝑢 (0) = −64.
𝑢(𝑖V) = 256𝑦4 .
The exact solution is given by
𝑦 = e−𝑥 , 𝑢 (0) = 1, 𝑢󸀠 (0) = 4, 𝑢󸀠󸀠 (0) = 16, 𝑢󸀠󸀠󸀠 (0) = 64.
The exact solution is given by
𝑧 = e−2𝑥 ,
(53) 𝑦 = e𝑥 ,
𝑤 = e−3𝑥 ,
𝑧 = e2𝑥 ,
𝑢 = e−4𝑥 . (57)
The problem is integrated in the interval [0, 2]. 𝑤 = e3𝑥 ,

Example 6. The nonlinear system is as follows: 𝑢 = e4𝑥 .

1 1 The problem is integrated in the interval [0, 2].


𝑦(𝑖V) = 𝑦 + − ,
√𝑦2 + 𝑧2 √𝑤2 + 𝑢2
6. Conclusion
󸀠 󸀠󸀠 󸀠󸀠󸀠
𝑦 (0) = 1, 𝑦 (0) = 0, 𝑦 (0) = −1, 𝑦 (0) = 0.
This paper deals with Runge-Kutta type method denoted
1 1 by RKFD method for directly solving special fourth-order
𝑧(𝑖V) = 𝑧 − + , ODEs of the form 𝑦(𝑖V) (𝑥) = 𝑓(𝑥, 𝑦). First, we derived the
√ 𝑦2 + 𝑧2 √𝑤2 + 𝑢2
order conditions for RKFD method, which were then used to
construct three-stage fourth- and fifth-order RKFD methods.
𝑧 (0) = 0, 𝑧󸀠 (0) = 1, 𝑧󸀠󸀠 (0) = 0, 𝑧󸀠󸀠󸀠 (0) = −1. The methods are denoted by RKFD5 and RKFD4, respec-
(54) tively. We also proved that the RKFD method is zero-stable.
1 1
𝑤(𝑖V) = 16𝑤 + − , From the numerical results, we observed that the new RKFD
√𝑦2 + 𝑧2 √𝑤2 + 𝑢2
methods are more competent as compared with the existing
Runge-Kutta methods in the scientific literature. From the
𝑤 (0) = 1, 𝑤󸀠 (0) = 0, 𝑤󸀠󸀠 (0) = −4, 𝑤󸀠󸀠󸀠 (0) = 0. numerical results, we conclude that the new RKFD methods
are computationally more efficient in solving special fourth-
1 1
𝑢(𝑖V) = 16𝑢 − + . order ODEs and outperformed the existing methods in terms
√ 𝑦2 + 𝑧2 √𝑤2 + 𝑢2 of error precision and number of function evaluations.

𝑢 (0) = 0, 𝑢󸀠 (0) = 2, 𝑢󸀠󸀠 (0) = 0, 𝑢󸀠󸀠󸀠 (0) = −8. Conflict of Interests


The exact solution is given by The authors declare that there is no conflict of interests
𝑦 = cos (𝑥) , regarding the publication of this paper.

𝑧 = sin (𝑥) ,
(55) References
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