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SOLVING ORDINARY DIFFERENTIAL EQUATION USING FIFTH-ORDER MEAN RUNGE-KUTTA METHODS

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Journal of Quality Measurement and Analysis JQMA 4(1) 2008, 81-88 Jurnal Pengukuran Kualiti dan Analisis

SOLVING ORDINARY DIFFERENTIAL EQUATION USING FIFTH-ORDER MEAN RUNGE-KUTTA METHODS

(Penyelesaian Persamaan Pembezaan Biasa Menggunakan Kaedah Runge-Kutta Min Peringkat Kelima)

NOORHELYNA RAZALI & ROKIAH @ ROZITA AHMAD

ABSTRACT

This study is focused on constructing new fifth-order Runge-Kutta methods to solve ordinary differential equations. Existing classical third and fourth-order Runge-Kutta methods are utilized as the bases to obtain new fifth-order method by modification in stages using arithmetic mean. Computation to yield each parameter is needed and the results of the calculation produce new formula. These new methods are tested on ordinary differential equations and the results are compared with the analytical solution. Numerical solutions for the fifth-order Runge-Kutta methods are shown in terms of absolute error in order to compare the results. Mathematica 4.2 software has been used to determine the coefficients and to solve the ordinary differential equations.

Keywords: Runge-Kutta Method; New Runge-Kutta Fifth-Order Method; Arithmetic Mean

ABSTRAK

Kajian ini dijalankan bagi menghasilkan kaedah Runge-Kutta peringkat-5 terubah suai bagi menyelesaikan persamaan pembezaan biasa. Kaedah Runge-Kutta peringkat-3 dan -4 klasik diubah suai bagi menghasilkan kaedah Runge-Kutta peringkat-5 dengan menggunakan min aritmetik. Pekali-pekali baru diperoleh untuk setiap satu kaedah Runge-Kutta peringkat-5 yang diubah suai. Semua kaedah Runge-Kutta yang terhasil diuji kejituannya pada persamaan pembezaan biasa dan hasilnya dibandingkan secara beranalisis. Penyelesaian berangka bagi semua kaedah Runge-Kutta terubah suai diperlihat dalam bentuk ralat mutlak. Perisian Mathematica 4.2 digunakan bagi mendapatkan pekali-pekali dan penyelesaian persamaan pembezaan biasa yang diuji.

Kata kunci: Kaedah Runge-Kutta; Kaedah Runge-Kutta Peringkat Kelima; Min Aritmetik

References

Ahmad R.R & Yaacob N. 2005. Third Order Composite Runge-Kutta Method For Stiff Problems. International Journal of Computer Mathematics 81: 1121 – 1126.

Butcher J.C. 2005. Runge-Kutta methods for ordinary differential equations. COE Workshop on Numerical Analysis Kyushu University.

Evans D.J. & Yaakub A.R. 1993. A New Fourth Order Runge-Kutta Formula Based on Harmonic Mean.

Technical Report 849. Department of Computer Studies, Loughborough University of Technology.

Kaufman S. 1994. Mathematica as a Tool. Basel: Birkhauser Verlag.

Wazwaz A. 1994. A comparison of Modified Runge-Kutta Formulas Based on a Variety of Means. International Journal of Computer Mathematics 50: 105 - 112.

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Noorhelyna Razali & Rokiah @ Rozita Ahmad

Yaacob N. & Sanugi B. 1995. A New Fifth-Order Five-Stage Explicit HaM-RK5(5) Method For Solving Initial Value Problems In ODE’s. Technical Report 034. Department of Mathematics, University of Technology Malaysia.

School of Mathematical Sciences Faculty of Science and Technology Universiti Kebangsaan Malaysia 43600 UKM Bangi

Selangor D. E., MALAYSIA

E-mail: helyna_nhr@hotmail.com*, rozy@ukm.my

* Corresponding author

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