International journal of scientific and technical research in engineering (IJSTRE)

www.ijstre.com Volume 1 Issue 1 April 2016.

Derivation of Three - Step Sixth Stage Runge-Kutta Method For

The Solution Of First Order Differential Equations
Mshelia DWa, Yakubu DGb , Badmus AM c and Manjak NHb
a)

Department of Mathematics, Umar Ibn Ibrahim Elkanami. College of Education, Science and technology, Bama
Borno State
Email danielwatifamshelia@gmail.com
b) Department of Mathematical Sciences, Abubakar Tafawa Balewa University Bauchi. Nigeria Email
dauagyakubu@gmail.com
c) Department of Mathematics, Nigerian Defence Academy,Kaduna. Nigeria
Email ambadmus@nda.edu.ng

Abstract In this research paper, we extended the idea of Hybrid Block method at = 3 through interpolation
and collocation approaches to an effectively Sixth Stage Implicit Runge-Kutta method for the solution of initial
value problem of first order differential equations. The new approach displays a uniform order 6 schemes and
zero stable. The new method demonstrates superiority over its equivalent linear multi-step method (LMM) with
some numerical experiments tested.

Keyword: (Linear Multi-step method, Sixth stage, Runge-Kutta, Uniform order and Zero stable)
I.

Introduction

The development of numerical methods for approximating solutions of initial value problems (IVPs) in
ordinary differential equations (ODEs) has attracted considerable attention in recent decades and many
individuals have shown interest in constructing efficient methods with good stability properties for the
numerical integration of ordinary differential equations. Although, a very wide variety of numerical methods
have been proposed, the number of methods with high order and good stability properties remains relatively
small. Among the methods for the numerical solutions of ODEs, the Discrete Value Methods (DVMs), which
systematically generate the approximate solutions {yn} along the step-point, {xn}, xn = a + nh, are the most
popular. Here h denotes the positive step size and yn is assumed to approximate y(xn), many of the existing
methods such as Euler method, Runge-Kutta methods and linear multistep methods fall into this category of
DVMs.
Runge-Kutta methods are among the most popular (ODEs) solvers, it was first studied by Carle Runge and
Martins Kutta around 1900. Runge-Kutta (RK) methods are single-step methods, they do not require successive
high derivatives of a function and therefore are general purpose initial value problem solvers. The most popular
Runge-Kutta method is the Classical Runge-Kutta method of fourth order. Its symmetrical in form and has
simple coefficients. The method is well suited for Computers because it needs no special starting procedure,
makes light demand on storage and repeatedly uses the same straight forward computational procedure. Its
numerically stable, unfortunately the early Runge-Kutta methods are explicit. Explicit RK methods are generally
unstable for the solution of Stiff equations because their region of absolute stable is small, in particular its
bounded. The instability of explicit Runge-Kutta methods motivates the development of implicit methods. We
consider implicit linear multistep methods and reformulated them into implicit RK methods with order =
()
1.1 Statement of the Problem
We want to develop highly efficient-Implicit Runge-Kutta integration formula at = for solution of first
order initial value problem of ordinary differential equations of the form
= ,
, 0 = 0
(1.0)
1.2
Aim and Objectives
The aim of this research work is to Reformulation Linear multistep methods to its equivalent Runge-Kutta type
methods at = for the integration of Stiff and non stiff ordinary differential equations for first ODEs.

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Derivation of Three - Step Sixth Stage Runge-Kutta Method For The Solution Of First Order
Differential Equations
Objectives:
To derive self starting high order discrete and hybrid Schemes at = in Block form with their
Continuous formulations. The single Continuous formulation is evaluated at some selected points to
obtain some discrete schemes which form the Block methods for solving (1.0)
ii)
To Reformulate the block discrete methods into its equivalent Runge-Kutta methods of s stages
iii)
To compare and contrast the efficiency of the methods and also implementation costs.
iv)
To analysis the Block stability of the methods.
i)

Theorem 1.0 Let I denote the identity matrix of dimension ( + ) x ( + ) and consider the matrices C and
D. Then
. =
+1

+1, +1 +

+1, +1 + +
=0

i.e.

=0

=0

for proof (see Onumanyi et al,1994)

1.3 Definition of Basic terms
Definition 1:-Zero stable:
A linear multi-step method is said to be Zero-stable if the roots , = 1 1 of the first characteristics
polynomials

= 0, 0 = 1, 1

=
=0

If one of the roots is +, we call this the principal root of . Fatunla (1991)
Definition 2: Order and Error constants
A linear multi-step method

=0

(x) +

(. )

=0

we associate the linear differential operator

; =

; + h (; h)

( 1.2)

=0

where () is an arbitrary function, continuously differentiable on [a, b]. Expanding the test function +

and its derivative (+) as Taylor series about and collecting terms in (1.1) gives
; = 0 + 1 +

+ ()

(1.3)

where are constants.

A simple calculation yields the following formulae for the constants in term of the coefficients , .
0 = 0 + 1 +2 + 3 +
1 = 1 + 2 2 + 3 3 + + (0 + 1 + 2 + + )
=

1
!

( 1 + 2 2 + 3 3 + + )

1
1 !

(1 + 2 1 2 +

= 2,3,

1 ),
(1.4)

Following Henrici, P (1962), we say that the method has order P if

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Derivation of Three - Step Sixth Stage Runge-Kutta Method For The Solution Of First Order
Differential Equations
0 = 1 = 2 = = 0 ,

+1 0

Hence, we say that the method has order P if = = = = , But + then + is then the
error constant and + + + ( ) the principal local truncated error at the point . (see Lambert 1973)

Derivation of Sixth stage Runge-Kutta Methods at . =

II.

Now we assume a power series solution of the form

+1

(2.1)

=0

as a basis solution for (1.0). Also the second derivative of (2.1) gives
+1

(2.2)

=0
1

Interpolating (2.1) at = + , = 0, 2 ,1, 2 and collocating (2.2) at = + , = ,1,2 ,3. Specifically for this
method = 4 and = 3, the degree of the polynomial is + 1 and we have the following system of non
linear equations
0 + 1 + 2 2 + 3 3 + 4 4 + 5 5 + 6 6 =
0 + 1 +1 + 2 2 1 + 3 3 1 + 4 4 1 + 5 5 1 + 6 6 1 = +1
+

+
+
+
+
2
2
2
2
2
2
2
3
4
5
6
1 +1 + 2 +1 + 3 +1 + 4 +1 + 5 +1 + 6 +1
= +1
1 +3 + 2 2 3 + 3 3 3 + 4 4 3 + 5 5 3 + 6 6 3 = +3
+
+
+
+
+
2
2
2
2
2
2
2
2
3
4
5
22 +1 + 33 +1 + 44 +1 + 55 +1 + 66 +1 = +1
2
3
4
5
22 +2 + 33 +2
+ 44 +2
+ 55 +2
+ 66 +2
= +2
2
3
4
5
22 +3 + 33 +3 + 44 +3 + 55 +3 + 66 +3 = +3
2

0 +
0 +
1 +
1 +
1 +

(2.3)
By arranging (2.3) in Matrix equation form we have
1

2
3
4
1

+1
2

1
1

+1
+3
2

0
0
0

1
1
1

1
+
2
2
+1

1
+
2
3
+1

3
+
2

3
+
2
2
3+1
2
3+2
2
3+3

2+1
2+2
2+3

5
5 1

5
+1
5 3

1
+
2
4
+1

3
2

+
2

+
2

3
4+1
3
4+2
3
4+3

54 +1
54 +2
4
5+3

6 1 0
+
+1
2
1
2
6
+1
+1
2
6 3 3 = +32
+
2
4
+1
5
6 +1 5
+2
6
65 +2
+3
5
6+3

(2.4)
The continuous formula for (2.4) will be of the form
= 0 + 1 +1 + 1 +1 + 3 +3 + 1 +1 + 2 +2 + 3 +3
2

(2.5)

Using Maple 11 Mathematical software to evaluate the values of , ( = 0, 2 , 1, 2 ,1 2,3) in (2.4) and
substituted in (2.5) to obtain our Continuous formula for this method as

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Derivation of Three - Step Sixth Stage Runge-Kutta Method For The Solution Of First Order
Differential Equations

416626( x xn ) 269325( x xn ) 2 435892( x xn ) 3 177981( x xn ) 4

y ( x) [1

12285h
12285h 2
12285h 3
12285h 4
8877 ( x xn ) 5 2204( x xn ) 6
16516( x xn ) 161760( x xn ) 2 162297 ( x xn ) 3

]
y

n
455h
4095h 5
12285h 6
455h 2
455h 3
161424( x xn ) 4 48139( x xn ) 5 736( x xn ) 6
4102( x xn ) 2655( x xn ) 2

] y n 1 [

2
65h
455h 4
455h 5
455h 6
65h 2
4284( x xn ) 3 287 ( x xn ) 4 24( x xn ) 5 12( x xn ) 6
16708( x xn )

] y n1 [

3
4
5
6
1755h
65h
65h
65h
65h
163340( x xn ) 2 165661( x xn ) 3 164312( x xn ) 4 16487 ( x xn ) 5 2848( x xn ) 6

] y n 3
2
1755h 2
1755h 3
1755h 4
585h 5
1755h 6
534( x xn ) 4705( x xn ) 2 3653( x xn ) 3 15097( x xn ) 4 2202( x xn ) 5
[

70
140h
70h 2
140h 3
35h 4

47( x xn ) 6
123( x xn ) 610( x xn ) 2 1111( x xn ) 3 4233( x xn ) 4

] f n 1 [

455
455h
35h 5
455h 2
455h 3

489( x xn ) 5 48( x xn ) 6
102( x xn ) 1045( x xn ) 2 999( x xn ) 3

] f n 2 [

8190
16380h
455h 4
455h 5
8190h 2
1801( x xn ) 4 232( x xn ) 5 31( x xn ) 6

] f n3 .
16380h 3
1365h 4
4095h 5
1 3

Evaluating (2,6) at = + , = 2,3 and the first derivative of (2.6) is evaluated at = + , = 2 , 2

(2.6)
to obtain

the following discrete schemes as our Block method at = 3

+2 +

72
256
61
27
102
1
+1 +
+1
=
+1 +
+2

65
455
1365
35
455
455 +3
2

+3 +

320
45
576
160
45
180
25
3

1+
=
+
+
39 +2 13 +1 91 +2 273
7 +1
91 +2 91 +3

26432+3 + 25704+1 74304+1 + 22168 = 4095 + 31239 +1

2

+1107 +2 51 +3
2032+3 + 5724+1 7344+1 412 =
2

1
1 + 3159 +1 + 72 +2
1872 +2

3 +3
263312+3 212436+1 54864+1 + 3988 = 94419 +1 4968 +2
2

+65520 +3 + 129 +3
2

(2.7)
The method (2.7) is of Order 6,6,6,6,6] with Error constants of

11
127400

19
10192

2487
560

249
1120

7041
1120

By arranging (2.7) in Matrix equation form, we have

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Derivation of Three - Step Sixth Stage Runge-Kutta Method For The Solution Of First Order
Differential Equations
256
72
512
455
65
195
576
45
320
91
13
39
26432
74304
25704
2032
7344
5724
54864
212436
263312
27
102
0
0
35
455
45
180
0
0
+
7
91
0 31239
0
1107
1872
3159
0
72
0
94419
65520
4968

61
1365
160
0
1
= 0 0 0 0 273
0 0 0 0 22168
0
0
0 0 0 0 412
0
0 +3
0 0 0 0 3988
0
0
1
+1
5
2
2
0 0
0 0
0
455
+1
25
0 0 0 0
0 2
+3 + 0 0 0
0 4095 3
91
2
2
0
0
0
0
0
51
+2
1
0
0
0
0
0
3

129 +3
1

+1

2
+1
+3
2
+2

0 0 0 0

5
2

2
3
2

(2.8)
256

Let (0) =

72

455
576

65
45

91

13

74304
7344
54864

25704
5724
212436

512

195
320

0
0

39

26432
2032
263312

1
0
0
0

0
0
0

By multiplying (2.8) by the inverse of (0) and rearrange it in Butcher Table as

1
487
49
211
959
35
6
5760
1080
17280
17280
216
7
1
169
32
11
8
1080
3
3240
135
360
405
1
103
9
81
13
9
2
1920
40
640
120
640
7
7
2
32
4
32
135
135
3
135
45
135
11
27
8
27
1
0
120
40
15
40
11
27
8
27
1
0
120
40
15
40

1
1920
1
3240
1
1920
0
11
0
120
11
0
120
(2.9)

The Table (2.9) satisfies Runge-Kutta conditions for solution of first order ODEs since

=
=1

= 1
=1

see Butcher 1996

The method (2.7) is formally given as Runge-Kutta type method as

11
27
8
27
11
y n 1 y n h(
k1 0k 2
k3 k 4
k5
k6 )
120
40
15
40
120
where

k1 f xn , y n

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Derivation of Three - Step Sixth Stage Runge-Kutta Method For The Solution Of First Order
Differential Equations

1
959
35
487
49
211
1

k 2 f xn h, y n h(
k1
k2
k3
k4
k5
k5 )
6
17280
216
5760
1080
17280
1920

k 3 f xn h,
3

y n h(

k 4 f xn h,
3

103
9
81
13
9
1

y n h(
k1
k2
k3
k4
k5
k6 )
1920
40
640
120
640
1920

k 5 f xn h,
3

7
32
4
32
7

y n h(
k1
k 2 k3
k4
k5 0 * k6 )
135
135
45
135
135

k 6 f xn h,

169
32
11
8
7
1

k1
k2
k3
k4
k5
k6 )
3240
135
360
405
1080
3240

11
27
8
27
11

y n h(
k1 0 * k 2
k3 k 4
k5
k6 )
120
40
15
40
120

(2.10)

III. Consistency and Stability of the block scheme

The sixth stage RK method
256
72
512
455
65
195
576
45
320
91
13
39
26432
74304
25704
2032
7344
5724
54864
212436
263312

0
0
0

0
0 +3
0

27
102
0
35
455
45
180
0
0
+
7
91
0 31239
0
1107
1872
3159
0
72
0
94419
65520
4968

Let (0) =

72

455
576

65
45

91

13

74304
7344
54864

1
455
25
91
51

+1
2

+1
+3
2

3
129

512

+2
+3

195
320

26432
2032
263312

61
1365
160
= 0 0 0 0 273
0 0 0 0 22168
0 0 0 0 412
0 0 0 0 3988
0 0 0 0

0
0
+ 0
0
0

0
0
0
0
0

0
0
0
0
0

0
0
0
0
0

5
2

2
3
2

5
2
0
0 2
4095 3
2
0

1
0

0
0

39

25704
5724
212436

2
+1
+3
2
+2

256

+1

1
0
0
0

0
0
0

When the first characteristic equation is multiplied by the inverse of (0) , and applied the condition of zero
stability we obtained the following
1
0
= 0
0
0

0
1
0
0
0

Manuscript id. 371428197

0
0
1
0
0

0
0
0
1
0

0
0
0
0
0 0
0
0
1
0

www.ijstre.com

0
0
0
0
0

0
0
0
0
0

0
0
0
0
0

1
1
1
1
1

=0

Page 23

Derivation of Three - Step Sixth Stage Runge-Kutta Method For The Solution Of First Order
Differential Equations
4 1 = 0
1 = 0, 2 = 0, 3 = 0, 4 = 0, 5 = 1
From definition 1, the newly hybrid block method (2.7) is zero stable and also consistent since the order of all
the integrators in (2.7) are [6,6,6,6,6] > 1

IV. Numerical Experiments

The following examples are used to confirm the efficiency of our method
Example 4.1
3
2 = ,
0 =
= 0.1
0 1.0
4
1
13
Exact Solution: = 3 3 + 12 2
Example 4.2
= 20 2 20 + 2,

0 =
1

1
3

= 0.05

0 1.0

Exact Solution: = 2 + 20
3

Example 4.3
= ,
0 =1
= 0.05

Exact Solution: =

0 1.0

Table 1: Approximate solution of Example 4.1 at k=3

Mesh value

Exact solution

0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1.0

1.021573848000000
1.343233171000000
1.72702262600000
2.18756265600000
2.742628426000000
3.413856121000000
4.227604866000000
5.216008802000000
6.418261528000000
7.882184294000000

Present Method at
k=3
1.021573848000000
1.343233171000000
1.72702262600000
2.18756265600000
2.742628426000000
3.413856119000000
4.227604860000000
5.216008801000000
6.418261529000000
7.882184288000000

Error of Present
Method at k=3
-------------------------------------------------------------------------------2.0 E (-09)
3.0 E (-09)
1.0 E (-09)
1.0 E (-09)
6.0 E (-09)

Table 2: Approximate solution of Example 4.2 at k=3

Mesh value
0.05
0.10
0.15
0.20
0.25
0.30
0.35
0.40
0.45
0.50
0.55
0.60
0.65
0.70
0.75

Yakubu et al (2004)
1.0629 (E-02)
5.3890 (E-03)
1.2320 (E-02)
1.3008 (E-03)
4.1148 (E-04)
3.9430 (E-4)
4.0724 (-05)

Manuscript id. 371428197

Kwami (2011)
4.6657 (E-04)
4.2107 (E-05)
5.6175 (E-04)
6.4073 (E-04)
1.7049 (E-05)
5.3864 (E-04)
1.9855 (E-04)
7.2861 (E-05)
2.7302 (E-05)
1.0418 (E-05)
3.6440 (E-06)
1.7999 (E-06)
6.6250 (E-07)
2.4356 (E-07)
9.0031 (E-08)

www.ijstre.com

Present Method k=3

1.70624598 (E-07)
1.25538478 (E-07)
6.927449 (E-08)
3.3979523 (E-08)
1.562545 (E-08)
6.897933 (E-09)
2.96054 (E-09)
1.24471 (E-09)
5.1514 (E-10)
2.10566 (E-10)
8.5209 (E-11)
3.4196 (E-11)
1.363 (E-11)
5.400 (E-12)
2.131 (E-12)

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Derivation of Three - Step Sixth Stage Runge-Kutta Method For The Solution Of First Order
Differential Equations
0.80
0.85
0.90
0.95
1.00

1.3629 (E-05)

3.3443 (E-8)
1.2140 (E-8)
4.8625 (E-09)
3.5210 (E-07)
1.2680 (E-07)

1.3672 (E-05)
1.4145 (E-06)

8.360 (E-13)
3.260 (E-13)
1.280 (E-13)
4.70 (E-14)
1.0 (E-14)

0.012
0.01
0.008
Yakubu e tal 2004

0.006

Kwami 2011
0.004

Present Method

0.002
0
1

10

Figure 1: Error graph of Example 4.2

Table 3: Approximate solution of Example 4.3 at k=3
Mesh values
0.05
0.10
0.15
0.20
0.25
0.30
0.35
0.40
0.45
0.50
0.55
0.60
0.65
0.70
0.75
0.80
0.85
0.90
0.95
1.0

Yakubu et al
(2004) k = 3
2.1541 x 10

-7

6.9544 x 10-8
2.8062 x 10-7
4.1350 x 10-7
2.8127 x 10-7
4.1578 x 10-7
4.9444 x 10-7
3.7858 x 10-7
4.6203 x 10-7
5.0564 x 10-7

Manuscript id. 371428197

Kwami (2011) k= 3

Present method

2.0291 x 10-11
1.0482 x 10-11
3.0476 x 10-11
4.9204 x 10-11
3.7974 x 10-11
5.6549 x 10-11
6.8823 x 10-11
5.8933 x 10-11
7,1250 x 10-11
8.2750 x 10-11
7.2173 x 10-11
8.3785x 10-11
9.0835 x 10-11
8.1565 x 10-11
-11
8.8840 x 10
9.5601 x 10-11
8.6093 x 10-11
9.3104 x 10-11
-11
9.6813 x 10
8.8506 x 10-11

1.0 x 10-15
2.0 x 10-15
3.0 x 10-15
4.0 x 10-15
5.0 x 10-15
6.0 x 10-15
6.0 x 10-15
7.0 x 10-15
7.0 x 10-15
7.0 x 10-15
8.0 x 10-15
7.0 x 10-15
8.0 x 10-15
9.0 x 10-15
-15
9.0 x 10
9.0 x 10-15
9.0 x 10-15
9.0 x 10-15
-15
9.0 x 10
9.0 x 10-15

www.ijstre.com

k=3

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Derivation of Three - Step Sixth Stage Runge-Kutta Method For The Solution Of First Order
Differential Equations
0.000000
0.000000
0.000000
Yakubu etal 2004

0.000000

kwami 2011
0.000000

Present method

0.000000
0
1

10

Figure 2: Error graph of Example 4.3 = 3

V. Discussion of Results
In the three problems tested with our method, the numerical solution and absolute errors of example 4.1
is display in Table 1. The comparison of Absolute error of problem 2 with Yakubu et al (2004), Kwami (2011)
and our present method is displayed in Table 2 and figure 1, while the errors of problems 4.3 with different
methods were displayed in Table 3 and figure 2 respectively.

VI. Conclusion
The implicit Block linear multi-step method = 3 is reformulated to Sixth stage implicit RungeKutta method. The advantage of this method is that in all the problems tested, the result obtained converges
better than the existing methods. (see Tables 1,2, 3 and error graphs 1 and 2)

References
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Volume 20 pp247-260
[2] Fatunla S.O (1991)Block Method for Second Order Differential Equations International Journal of
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[3] Henrici P (1962) Discrete variable methods in ordinary differential equations. John Willey and Sons
[4] Kwami AM (2011) A class of Continuous General Linear method for ordinary differential equations,
Ph.D Thesis (unpublished), Abubakar Tafawa Balawa University, Bauchi. Nigeria
[5] Lambert J.D (1973): Computational Methods in Ordinary Differential Equations .John Wiley and
Sons, New York. 278
[6] Mshelia DW, Yakubu DG , Badmus AM and Manjak NH (2015) A fifth stage Runge- Kutta method for
the Solution of ordinary differential equations submitted to Journal of Scientific Research and Report
[7] Yakubu, D.G, Onumanyi P and Chollom J P. (2004), A new family of general linear methods based on
the block Adams-Moulton multistep methods J. of pure and Applied Sciences, 7 (1): 98 106.
[8] Onumanyi P and Awoyemi D.O, Jator S.N. and Siriseria U.W.(1994) New Linear Multistep Methods
with continuous coefficients for first order ivps Journal of Nigeria Mathematics society 13: 37- 51

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