Applied Mathematics and Computation 209 (2009) 97–105

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Applied Mathematics and Computation

journal homepage: www.elsevier.com/locate/amc

Runge–Kutta methods for fuzzy differential equations

S.Ch. Palligkinis a, G. Papageorgiou b, I.Th. Famelis c,*
a
Department of Applied Sciences, TEI of Chalkis, GR 34400 Psahna, Greece
b
Department of Applied Mathematics and Physical Sciences, NTUA, Greece
c
Department of Mathematics, Technological Educational Institution (T.E.I.) of Athens, Greece

a r t i c l e i n f o a b s t r a c t

Keywords: Fuzzy differential equations (FDEs) generalize the concept of crisp initial value problems. In
Fuzzy numbers this article, we deal with the numerical solution of FDEs. The notion of convergence of a
Fuzzy differential equations numerical method is defined and a category of problems which is more general than the
Numerical solution one already found in the numerical analysis literature is solved. Efficient s-stage Runge–
Runge–Kutta methods
Kutta methods are used for the numerical solution of these problems and the convergence
Convergence of numerical methods
of the methods is proved. Several examples comparing these methods with the previously
developed Euler method are displayed.
Ó 2008 Elsevier Inc. All rights reserved.

1. Introduction

The theoretical framework of fuzzy differential equations (FDEs) has been an active research field over the last few years.
A comprehensive approach to FDEs has been the work of Seikkala [12], especially in its generalized form given by Buckley
and Feuring [2]. Their work is important as it overcomes the existence of multiple definitions of the derivative of fuzzy func-
tions, i.e. [4,5,10,11] and [12]. Moreover, in [2], a more general family of FDEs is faced from an analytical point of view.
The results of [12] on a certain category of FDEs have inspired several authors who have applied numerical methods for
the solution of these equations. The most important contribution on these numerical methods is the Euler method provided
by Ma et al. [10]. Although this work is significant, it has the disadvantage that, when examining the convergence of their
Euler method, the authors practically work on the convergence of the ODEs system that occurs when solving numerically.
The authors of [1] develop four-stage order Runge–Kutta methods for FDEs. However, their work shares the same problems
as [10] and concentrates exclusively on four-stage methods. Following the results of [2], we apply Runge–Kutta methods for
a more general category of problems, give a convergence definition as well as error definitions that are in accordance with
FDEs theory. Moreover, we prove convergence for s-stage Runge–Kutta methods.
In Section 2, we give all the theoretical background we need and present, in sort terms, the theory of FDEs that is neces-
sary for our goal.
In Section 3, we define convergence of numerical methods, develop s-stage Runge–Kutta methods for the generalized
problem and prove their convergence.
In Section 4, we apply four-stage Runge–Kutta methods to the generalized problem and display some error evaluation
results. Furthermore, we compare the already developed Euler method [10], and a new four-stage Runge–Kutta in terms
of convergence order.

* Corresponding author.
E-mail address: ifamelis@teiath.gr (I.Th. Famelis).

0096-3003/$ - see front matter Ó 2008 Elsevier Inc. All rights reserved.
doi:10.1016/j.amc.2008.06.017
98 S.Ch. Palligkinis et al. / Applied Mathematics and Computation 209 (2009) 97–105

2. Fuzzy initial value problem (FIVP)

The solutions of FDEs are fuzzy functions whose values are fuzzy numbers, for which we follow the definition of [11].
e of R, for which the following conditions hold:
Definition 1. A fuzzy number is a normalized fuzzy set M

1. l Me is upper semicontinuous.
e is convex.
2. M
3. Sets fx 2 R : l e ðxÞ ¼ ag are compact for a 2 ð0; 1.
M

We say that a fuzzy number is triangular if its membership function is a triangle (see Fig. 1). The membership function of a
triangular fuzzy number C can be easily found if the interval ½C 1 ; C 3  of its basis and the summit C 2 are known. For this reason,
triangular fuzzy numbers are denoted by ðC 1 =C 2 =C 3 Þ. The set of fuzzy numbers is symbolized as FðRÞ. Before defining FDEs,
we summarize a few things about them.
Fuzzy numbers are characterized by their a-cuts. For example, if we have a P 2 FðRÞ then its corresponding a-cuts are the
following intervals:
fx 2 R : lP ðxÞ ¼ ag ¼ ½ðPa1 ÞðxÞ; ðP a2 ÞðxÞ; 0 < a 6 1:
Furthermore, we focus on fuzzy numbers with the property that for Ae 2 FðRÞ the set fx 2 R : l ðxÞ > 0g is bounded. This
eA
turns out to be a vital property when applying numerical methods. The following proposition gives arithmetic operations of
fuzzy numbers in terms of their a-cuts.
e Q
Proposition 1. If P; e 2 FðRÞ, then for a 2 ð0; 1,

½P e  ¼ ½P1 þ Q 1 ; P2 þ Q 2 ;
eþQ e  ¼ ½minfP1 Q 1 ; P1 Q 2 ; P2 Q 1 ; P2 Q 2 g;
eQ
½P maxfP1a Q 1a ; P1a Q 2a ; P2a Q 1a ; P 2a Q 2a g:
a a a a a a a a a a a a a a

e Q
Let P; e 2 FðRÞ. If there exists a fuzzy number Re such that P
eþR e , then this number is unique and it is called Hukuhara
e¼Q
e Q
difference of P; e and is denoted by Q e Pe [11].

Let A; B two nonempty bounded subsets of R. The Hausdorff distance between A and B is
dH ðA; BÞ ¼ max½sup inf ja  bj; sup inf ja  bj:
a2A b2B b2B a2A

e Q
If P; e 2 FðRÞ the distance D between P e is defined as
e and Q

e Q
Dð P; e Þ ¼ sup dH ð½ P e  Þ:
e ; ½Q
a a
a>0

Definition 2. Let U be an open interval in R. A fuzzy function f : R ! FðRÞ is called to be H-differentiable in x0 2 U if there
exists ~f 0 ðx0 Þ 2 FðRÞ such that limits limh!0þ ½ð~f ðx0 þ hÞ  ~f ðx0 ÞÞ=h and limh!0þ ½ð~f ðx0 Þ  ~f ðx0  hÞÞ=h both exist and they are
equal to ~f 0 ðx0 Þ [11].

1 1

0.8 0.8

0.6 0.6
a

0.4 0.4

0.2 0.2

0 0
x x

Fig. 1. Graphs of membership functions of fuzzy number (on the left) and triangular fuzzy number (on the right).
 S.Ch. Palligkinis et al. / Applied Mathematics and Computation 209 (2009) 97–105 99

When this derivative exists, it is also written as

½f 0 ðtÞa ¼ ½ðf1a Þ0 ðtÞ; ðf2a Þ0 ðtÞ; 0 < a 6 1; ð1Þ
Let ðf1a Þ0 ; ðf2a Þ0
also be continuous functions with reference to both t and a. This property is called continuity condition. As we
already mentioned in the introduction, in [2] the following proposition is proved:
Proposition 2. Assuming the continuity condition holds, if one of the derivatives defined in [4,5,10,11] or [12] exists and it is a
fuzzy number, then so do the others and they are all equal. Their value is provided from (1).
The continuity condition is assumed to hold for all fuzzy functions in the rest of the paper.
The fuzzy initial value problem (FIVP) we face in this paper is defined as
~x0 ðtÞ ¼ f ðt; ~x; CÞ; ~xðt0 Þ ¼ ~x0 2 FðRÞ; ð2Þ
where ~x is the unknown fuzzy function, t 2 ½t 0 ; T # R and C is a vector of triangular fuzzy numbers. We point out that f is a
continuous fuzzy function whose fuzziness is due to the existence of C. This means that if we replace C with a vector of real
numbers, f will become a crisp function.
Let ½~
xðtÞa ¼ ½x1 ðt; aÞ; x2 ðt; aÞ; a 2 ð0; 1 the a-cuts of the desired solution. If C ¼ ðC 1 ; C 2 ; . . . ; C m Þ where C 1 ; C 2 ; . . . ; C m 2 FðRÞ,
then problem (2), in its parametric form, is written for a 2 ð0; 1 as follows [2]:

x01 ðt; aÞ ¼ minff ðt; x; c1 ; . . . ; cm Þj x 2 ½x1 ðt; aÞ; x2 ðt; aÞ; cj 2 ½C 1i ðaÞ; C 2i ðaÞg;

x02 ðt; aÞ ¼ maxff ðt; x; c1 ; . . . ; cm Þj x 2 ½x1 ðt; aÞ; x2 ðt; aÞ; cj 2 ½C 1i ðaÞ; C 2i ðaÞg:
In the above equation, the values of x and k, which determine together with that of t the value of f, depend for each
a 2 ð0; 1 on the limits of the intervals they lie on. As a result, the equation is also expressed as
x01 ðt; aÞ ¼ Fðt; xa1 ðtÞ; xa2 ðtÞ; c; cÞ;
x02 ðt; aÞ ¼ Gðt; xa1 ðtÞ; xa2 ðtÞ; c; cÞ: ð3Þ
where xa1 ð0Þ ¼ xa1;0 ; xa2 ð0Þ ¼ xa2;0 ; c ¼ fC 1i gm  2 m
i¼1 and c ¼ fC i gi¼1 .

Proposition 3. Let ~f : ½t0 ; T  FðRÞ ! FðRÞ be continuous and assuming that a L > 0 exists such that Dð~f ðt; ~
xÞ; ~f ðt; y
~ÞÞ5L  Dð~ ~Þ
x; y
for all t 2 ½t0 ; T; ~ ~ 2 FðRÞ. Then the problem (2) has a unique solution in ½t0 ; T[7].
x; y
Having described the theoretical framework of FDEs, we deal with two examples of FIVPs and provide their analytical
solution in parametric form [2].
Example 1. We consider the following FIVP:
~x0 ðtÞ ¼ C ~xðtÞ; ~xð0Þ ¼ ~x0 ; ~x0 ¼ ð8:0=8:5=9:0Þ:
When C ¼ ð1=2=3Þ, the analytical solution of this problem, in parametric form, is

ðxa1 ÞðtÞ ¼ ð8 þ 0:5  aÞeð1þaÞt ;

ðxa2 ÞðtÞ ¼ ð9  0:5  aÞeð3aÞt :

Example 2. We now present the solution of the equation in Example 1, when C ¼ ð4:0=  3:0=  2:0Þ:
" rffiffiffiffiffiffiffiffiffiffiffiffi# pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi " rffiffiffiffiffiffiffiffiffiffiffiffi# pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
1 4a 1 4  a  ð4aÞð2þaÞt
ðxa1 ÞðtÞ ¼ ð8 þ 0:5  aÞ  ð9  0:5  aÞ e ð4aÞð2þaÞt
þ ð8 þ 0:5  aÞ þ ð9  0:5  aÞ e ;
2 2þa 2 2þa

" rffiffiffiffiffiffiffiffiffiffiffiffi# " rffiffiffiffiffiffiffiffiffiffiffiffi#

1 2 þ a pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi 1 2 þ a pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
ðxa2 ÞðtÞ ¼ ð9  0:5  aÞ  ð8 þ 0:5  aÞ e ð4aÞð2þaÞt þ ð9  0:5  aÞ þ ð8 þ 0:5  aÞ e ð4aÞð2þaÞt :
2 4a 2 4a

The graph of the solution in Example 2 is presented in Fig. 2. The examples above are among the few for which we have an
analytical solution. Indeed, for most FIVPs the analytical solution has proved to be too hard to find. Therefore, it is important
to develop efficient numerical methods for FIVPs. The example above, together with a few others, will be used for error eval-
uation of the methods.
In the rest of the section, we give some introductory points concerning the numerical methods for FDEs. Let
P ¼ ft0 ; t1 ; . . . ; t N ¼ Tg and 0 < a0 < a1 <    < am ¼ 1 be discrete sets of points in ½t 0 ; T and ½0; 1 correspondingly. When
solving FDEs numerically, we try approximate the limits of every a-cut of the form ½~ xðti Þaj ; i ¼ 0; . . . ; N; j ¼ 0; . . . ; m. We know
that these a-cuts are intervals and, as a result, we solve for every aj a system of two equations that give us the two limits of
the interval. It is known that for every P # R; diamðPÞ ¼ supfjp  qj; p; q 2 Pg and consider that P has the property that
limn!1 diamðPÞ ! 0 [8]. We can now give the following definitions:
100 S.Ch. Palligkinis et al. / Applied Mathematics and Computation 209 (2009) 97–105

500

x -500

-1000
1
2
0.5 1.5
1
0.5
a 0 0
t

Fig. 2. Graph of the analytical solution of Example 2 in t 2 ½0; 2.

Definition 3. A numerical method giving approximations xi of the solutions xðt i Þ of FIVP (2) is said to be convergent if (2)
follows the conditions of Proposition 3 and
max Dðxðt n Þ; xn Þ ! 0 as diamðPÞ ! 0: ð4Þ
06i6N

Definition 4. The global truncation error Ei of a numerical method giving approximations xi of the solutions xðt i Þ of FIVP (2) at
the ith step is given by

Ei ¼ Dðxðti Þ; xi Þ:

p
Definition 5. A numerical method is said to be pth-order if, for given step h, we have EN ðhÞ ¼ Oðh Þ.

3. Runge–Kutta methods for FIVPs

In this section, the Runge–Kutta methods are applied for FIVPs. We consider constant step-size h ¼ ðT  t0 Þ=N and set P
will be of the form t 0 þ j  h; j ¼ 0; . . . ; N. Therefore, in our case, diamðPÞ ! 0 becomes h ! 0.
Runge–Kutta s-stage methods for the solution of (2) are defined by the following equations:
~xnþ1 ¼ ~xn þ Uðt n ; ~xn ; hÞ; ð5Þ
where
X
s
Uðtn ; ~xn ; C; hÞ ¼ bi ki
i¼1

k1 ¼ f ðtn ; ~xn ; CÞ
X
i1
ki ¼ f ðtn þ ci h; ~xn þ h aij kj ; CÞ i ¼ 2; . . . ; s:
j¼1

We assume that the following conditions hold:

X
s X
i1
bi ¼ 1; ci ¼ aij ; i ¼ 1; 2; . . . ; s:
i¼1 j¼1

a a a
It is obvious that constants ki are fuzzy numbers. We also denote xa ðtÞ ¼ ½xa1 ðtÞxa2 ðtÞ0 , xan ¼ ½xn1 ðaÞxn1 ðaÞ0 and ki ¼ ½ki1 ki2 0 .
Let Q ¼ fðt; v; w; u11 ; u21 ; u12 ; u21 ; . . . ; u1m ; u2m Þ : t 2 ½t 0 ; T; w 2 R; v 2 ð1; w; u1i 2 ½C 1i ðaÞ; C 1i ð1Þ; u2i 2 ½C 2i ð1Þ; C 2i ðaÞg.
Lemma 1. Let F; G of problem (3) with F; G 2 C p ðQ Þ and let their partial derivatives be bounded over Q. Then, for arbitrary fixed
a : 0 6 a 6 1, there exists a Ka > 0 such that:

jjUðtn ; xan ; ½Ca ; hÞ  Uðt n ; yan ; ½Ca ; hÞjj 6 Ka  jjxan  yan jj: ð6Þ
 S.Ch. Palligkinis et al. / Applied Mathematics and Computation 209 (2009) 97–105 101

Proof. Since a is fixed, parameters’ vector does not need to be written in the expression of U function. Therefore, for sim-
plicity, we denote Uðt n ; xan ; ½Ca ; hÞ  Uðt n ; xan ; hÞ. We have:

X
s
a
Uðt n ; xan ; hÞ ¼ bi ki :
i¼1
Xs
a
Uðt n ; yan ; hÞ ¼ bi li :
i¼1

where
a
k1 ¼f ðt n ; xan ; ½Ca Þ
a a
k2 ¼f ðt n þ c2 h; xan þ h  a21 k1 ; ½Ca Þ
...

a
X
i1
a
ki ¼f ðt n þ ci h; xan þ h aij kj ½Ca Þ; i ¼ 3; . . . ; s:
j¼1

a
Parameters li are similarly defined. S_o,
jjxanþ1  yanþ1 jj 6 jjxan  yan jj þ hjjUðtn ; xai ; hÞ  Uðtn ; yai ; hÞjj; ð7Þ
holds.
a a
Moreover, ki and li parameters have the following properties:
a a
jjk1  l1 jj 6Ljjxan  yan jj ð8Þ
a a a
jjk2  l2 jj 6Ljjxan þ ha21 k1  yan  ha21 l1 jj
a a ð7Þ
6Lðjjxan  yan jj þ jha21 jjjk1  l1 jjÞ )
a a
jjk2  l2 jj 6Lð1 þ ja21 jhLÞjjxan  yan jj ð9Þ
a a a a a a
jjk3  l3 jj 6Ljjxan þ hða31 k1 þ a32 k2 Þ  yn þ hða31 l1 þ a32 l2 Þjj
ð8Þ;ð9Þ
a a a a
6Lðjjxan  yan jj þ hja31 jjjk1  l1 jj þ ja32 jjjk2  l2 jj 6 . . .
a a
Since a boundary exists between jjki  li jj and jjxan  yan jj for every i ¼ 1; 2; . . . ; s, (6) holds (for further details, see [3]or [6]).
h
Lemma 2. Consider I.V.P. (3) for any fixed a 2 ð0; 1, with the properties of Lemma 1. Then,

pþ1
jjen ðhÞjj  jjxa ðtn þ hÞ  xanþ1 jj 6 c  h : ð10Þ

Proof. Let f a ¼ ½F a ; Ga 0 . Since a is fixed, f is only a function of t and xa ðtÞ. f a is C p ðQ Þ, and, therefore, xa ðtÞ is C pþ1 ðQ Þ, because of
a
(3). It is also easy to find out that ki ðhÞ belong in C p ðQ Þ. We can write:

2 pþ1
h h
xa ðtn þ hÞ ¼ xa ðt n Þ þ xa ðtn Þ0 h þ xa ðtn Þ00 þ    þ xa ðtn þ hhÞðpþ1Þ :
2! ðp þ 1Þ!
a
Substructing the above equation with the Taylor expansion of ki ðhÞ we finally have (see [6]):

h
ðpþ1Þ Xs
a h
p
jjen ðhÞjj 6 jjxa ðt n þ hhÞðpþ1Þ jj þ hjj bi ki ðhhÞðpÞ jj ) ð10Þ: 
ðp þ 1Þ! i¼1
p!

Making a first generalization of the Euler method presented in [10], we prove the following proposition:

Proposition 4. Consider F; G of problem (3) with F; G 2 C p ðQ Þ and let their partial derivatives be bounded over Q. Then, for
arbitrary fixed a : 0 6 a 6 1, the Runge–Kutta approximates of Eq. (5) converge to the exact solutions xa1 ðtÞ and xa2 ðtÞ uniformly
in t.

Proof. Since a is fixed and having proved the previous results, it is sufficient to show that
h!0
EN ¼ jjxa ðTÞ  xaN jj ! 0: ð11Þ
102 S.Ch. Palligkinis et al. / Applied Mathematics and Computation 209 (2009) 97–105

It is inevitable that
X
N
jjEN jj 6 jjEn jj; where jjEn jj ¼ jjxa ðt n Þ  xan jj: ð12Þ
n¼1
h!0
EN ¼ jjxa ðTÞ  xaN jj ! 0: ð13Þ
Following the steps of [6] and using Lemma 1 we can see that:
a ðt a
jjEN jj ¼ eKa jjx n ÞxN Þjj
jjeN jj: ð14Þ
Now, using Lemma 2 and bounding proper integrals we deduce to

p c Ka jjxa ðtn Þxa Þjj

jjEjj 6 h ðe N  1Þ; ð15Þ
Ka
which tends to zero as h ! 0. h

4. Numerical experiments

In this section we solve numerically the problems presented in Examples (1) and (2) and provide some results concerning
their convergence.
The coefficients of Runge–Kutta methods presented in (5) can be written in a form, known as the Butcher tableau.

or in matrix form

The method we use for our examples is the classical 4-step Runge–Kutta method RK4 that has the following parameters
(see [9]):

We would like to mention that due to the necessary discretization of a, we are unable to calculate the exact error
xðtn Þ; ~
Dð~ xn Þ for the nth step. However, we can calculate it approximately through the equation:
Dð~xðt n Þ; ~xn Þ ffi maxfdH ð½~xðtn Þaj ; ½~xn aj Þ; j ¼ 0; . . . ; mg: ð16Þ

In practice, this turns out to be very effective, even when m is relatively small, i.e. when m ¼ 10. When calculating global
error, we actually calculate the error Dð~ xðtN Þ; ~
xN Þ, as this turns out to be a valid criterion of the method’s convergence.
In Fig. 3, we display the results concerning the convergence of our method for Example 1 when solved in the interval ½0; 2.
The results of Example 2 solution in ½0; 3 appear in Fig. 4.
It is known that ENENðh=2Þ
ðhÞ
! Oð21p Þ. We can therefore estimate the order of the method’s convergence for our problems. We
calculated this fraction for both problems dividing h by two and had the results provided in Tables 1 and 2.
From Tables 1 and 2, we have that:
 
EN ð2hÞ 1
For Example 1 ! 0:06271051147317 ¼ O 4 :
EN ðhÞ 2
 
EN ð2hÞ 1
For Example 2 ! 0:06297744835639 ¼ O 4 :
EN ðhÞ 2
Thus, for both problems RK4 turns out to have convergence order 4.
 S.Ch. Palligkinis et al. / Applied Mathematics and Computation 209 (2009) 97–105 103

-1
10

-2
10

-3
10

Global Error 10
-4

-5
10

-6
10

-7
10
0 2 4 6 8 10 12 14
5
x 10
Function Evaluations

Fig. 3. Convergence of RK4 for Example 1.

0
10

-1
10

-2
10
Global Error

-3
10

-4
10

-5
10

-6
10
0 2 4 6 8 10 12 14
5
Function Evaluations x 10

Fig. 4. Convergence of RK4 for Example 2.

Table 1
Convergence of Example 1
EN ðhi Þ
hi EN ðhi Þ EN ðhi1 Þ

1
50 0.03406711857588
1
100 0.00223812900458 0.06569763156213
1
200 0.00014342041914 0.06408049707677
1
400 0.00000907646290 0.06328570894485
1
800 0.00000057083344 0.06289161777939
1
1600 0.00000003579726 0.06271051147317

We now compare RK4 with Euler method for FIVP’s provided in [10]. We solve the following problem:
~x0 ðtÞ ¼ t  ~xðtÞ; ~xð1Þ ¼ ~x0 2 FðRÞ; ð17Þ
pffiffiffi pffiffiffi
where ½~x0 a ¼ ½~
xð1Þa ¼ ½ e  0:5ð1  aÞ; e þ 0:5ð1  aÞ. We want to solve the problem for t 2 ½1; 1. It is remarkable that
(17) is a special case of (2), where all the fuzzy numbers of f are substituted by crisp numbers. Therefore, the Euler method
developed in [10] is applicable here. It can be shown (see [10]) that the analytical solution of (17), in parametric form is:
104 S.Ch. Palligkinis et al. / Applied Mathematics and Computation 209 (2009) 97–105

Table 2
Convergence of Example 2
EN ðhi Þ
hi EN ðhi Þ EN ðhi1 Þ

1
50 0.59844647700447
1
100 0.04016904106902 0.06712219490386
1
200 0.00260186141713 0.06477280382827
1
400 0.00016554886133 0.06362708645518
1
800 0.00001044031887 0.06306487879344
1
1600 0.00000065750464 0.06297744835639

0
10

-2
10

-4
10
Global Error

-6
10

-8
10

-10
10

-12
10
0 0.5 1 1.5 2 2.5 3
5
Function Evaluations x 10

Fig. 5. Efficiency curves for Euler (dashed line) and RK4 (solid line) solving problem (17).

Table 3
Convergence of Eq. (17)
EN ðhi Þ EN ðhi Þ
hi EN ðhi Þ for Euler EN ðhi1 Þ
for Euler EN ðhi Þ for RK4 EN ðhi1 Þ
for RK4
1 7
50 0.10335421573035 0:11150420586858  10
1
100 0.05233619637636 0.50637698720393 0:00651128040374  107 0.05839493096266
1
200 0.02633873091789 0.50326031965486 0:00039237502136  107 0.06026080847900
1
400 0.01321278057873 0.50164833757244 0:00002404298982  107 0.06127553618924

 
t2 ð1  aÞ ð1t2 Þ t2 ð1  aÞ ð1t2 Þ
½~xðtÞa ¼ e 2  e 2 ; e2 þ e 2 ; t 2 ½1; 0Þ;
2 2
    
ð1  aÞ 1 t2 ð1  aÞ 1 t2
½~xðtÞa ¼ 1 e2 e 2 ; 1  e2 e 2 ; t 2 ð0; 1:
2 2
In Fig. 5, the convergence of Euler and RK4 methods is displayed. Runge–Kutta proves to be much more efficient. Concern-
ing the order of convergence from Table 3 we have:
  
EN 2h 1
For Euler ! 0:50164833757244 ¼ O 1 :
ER ðhÞ 2
  
EN 2h 1
For RK4 ! 0:06127553618924 ¼ O 4 :
ER ðhÞ 2
Thus, Euler method has order 1, while RK4 retains order 4.

Acknowledgements

This research was co-funded by 75% from E.E. and 25% from Greek government, under the framework of the Education
and Initial Vocational Training Program – Archmides of the TEI of Chalkis.
 S.Ch. Palligkinis et al. / Applied Mathematics and Computation 209 (2009) 97–105 105

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