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Exponentially fitted two-derivative DIRK methods for oscillatory differential equations

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  • Ehigie, Julius O.
  • Luan, Vu Thai
  • Okunuga, Solomon A.
  • You, Xiong

Abstract

In this work, we construct and derive a new class of exponentially fitted two-derivative diagonally implicit Runge–Kutta (EFTDDIRK) methods for the numerical solution of differential equations with oscillatory solutions. First, a general format of so-called modified two-derivative diagonally implicit Runge–Kutta methods (TDDIRK) is proposed. Their order conditions up to order six are derived by introducing a set of bi-colored rooted trees and deriving new elementary weights. Next, we build exponential fitting conditions in order for these modified TDDIRK methods to treat oscillatory solutions, leading to EFTDDIRK methods. In particular, a family of 2-stage fourth-order, a fifth-order, and a 3-stage sixth-order EFTDDIRK schemes are derived. These can be considered as superconvergent methods. The stability and phase-lag analysis of the new methods are also investigated, leading to optimized fourth-order schemes, which turn out to be much more accurate and efficient than their non-optimized versions. Finally, we carry out numerical experiments on some oscillatory test problems. Our numerical results clearly demonstrate the accuracy and efficiency of the newly derived methods when compared with existing trigonometically/exponentially fitted implicit Runge–Kutta methods and two-derivative Runge–Kutta methods of the same order in the literature.

Suggested Citation

  • Ehigie, Julius O. & Luan, Vu Thai & Okunuga, Solomon A. & You, Xiong, 2022. "Exponentially fitted two-derivative DIRK methods for oscillatory differential equations," Applied Mathematics and Computation, Elsevier, vol. 418(C).
    • Handle: RePEc:eee:apmaco:v:418:y:2022:i:c:s0096300321008523
    DOI: 10.1016/j.amc.2021.126770
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