Mono-implicit Runge-Kutta formulae for the numerical solution of second order nonlinear two-point boundary value problems

  • Authors:
  • J. R. Cash;M. P. Garcia;D. R. Moore

  • Affiliations:
  • Department of Mathematics, Imperial College of Science, Technology and Medicine, London SW7 2BZ, UK;Department of Mathematics, Imperial College of Science, Technology and Medicine, London SW7 2BZ, UK;Department of Mathematics, Imperial College of Science, Technology and Medicine, London SW7 2BZ, UK

  • Venue:
  • Journal of Computational and Applied Mathematics
  • Year:
  • 2002

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Abstract

Mono-implicit Runge-Kutta (MIRK) formulae are widely used for the numerical solution of first order systems of nonlinear two-point boundary value problems. In order to avoid costly matrix multiplications, MIRK formulae are usually implemented in a deferred correction framework and this is the basis of the well known boundary value code TWPBVP. However, many two-point boundary value problems occur naturally as second (or higher) order equations or systems and for such problems there are significant savings in computational effort to be made if the MIRK methods are tailored for these higher order forms. In this paper, we describe MIRK algorithms for second order equations and report numerical results that illustrate the substantial savings that are possible particularly for second order systems of equations where the first derivative is absent.