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Numerical solution of first order initial value problem using 5-stage eight order Gauss-Kronrod method


Teh, Yuan Ying and Yaacob, Nazeeruddin (2011) Numerical solution of first order initial value problem using 5-stage eight order Gauss-Kronrod method. In: Simposium Kebangsaan Sains Matematik (SKSM 19), 09-11 November 2011, UiTM Pulau Pinang.

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Abstract

In this paper, a new implicit Runge-Kutta method which based on a 5-point Gauss-Kronrod quadrature formula was developed. The resulting implicit method is a 5-stage eighth order Gauss-Kronrod method, or in brief as GKM(5,8). GKM(5,8) has stage order 5 and it is A-stable. Numerical experimentations have compared the accuracy between GKM(5,8) and the 4-stage eighth order Gauss-Legendre method. Numerical results have showed that GKM (5,8) is more accurate than 4-stage eighth order Gauss-Legendre method because GKM (5,8) has higher stage order.

Item Type: Conference or Workshop Item (Paper)
Additional Information: ISBN NO: 978-963-42204-8-6 Anjuran Jabatan Sains dan Komputer dan Matematik dengan kerjasama PERSAMA Penaja Utama:IKIM
Uncontrolled Keywords: Initial value problem, Gauss-Kronrod quadrature formula, Gauss-Kronrod method
Subjects: Q Science > QA Mathematics
Divisions: College of Arts and Sciences
Depositing User: Mrs. Norazmilah Yaakub
Date Deposited: 25 Feb 2012 05:49
Last Modified: 25 Feb 2012 05:49
URI: http://repo.uum.edu.my/id/eprint/4811

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