Full Length Article
DOI: https://doi.org/10.54216/GJMSA.130105
Improved Solution Methods for Initial Value Problems of Ordinary Differential Equations Using Advanced Optimization Techniques
Initial value problems (IVPs) of ordinary differential equations (ODEs) are ubiquitous in science and engineering applications, and the classical fourth-order Runge–Kutta (RK4) method is by far the most popular solver due to its good accuracy-to-cost ratio. Among all four-stage fourth-order explicit RK methods there are two free node parameters left after satisfying the eight B-series order conditions, thus allowing further systematic enhancements. Here we employ a hybrid multi-seed Particle Swarm Optimization (PSO)-Nelder–Mead algorithm to search for optimal RK node parameters (c₂, c₃) with respect to a minimax normalized objective over eight commonly used nonlinear benchmark problems. The resulting PSO-RK4 method with (c₂ = 0.323665, c₃ = 0.653527) retains both the exact same order of convergence and absolute stability region as the classical RK method called the 3/8-rule, but exhibits reduced maximum global error on each of the eight benchmarks when N = 300; average improvement of 27.9% with gains up to 46.0% on the Bernoulli equation, 29.7% on logistic growth, and 21.3% on exponential. Robustness of these gains with respect to multi-step-size (N = 100, 200, 300, 500) is demonstrated.
Qasim Tayyeh
visibility
172
download
91