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The paper considers the construction of adaptive methods based on the explicit Runge–Kutta stages. The coefficients of these methods are adjusted to the problem being solved, using component-wise estimates of the eigenvalues of the Jacobi matrix with the maximum absolute values. Such estimates can be easily obtained at the stages of the explicit method, which practically does not require additional calculations. The effect of computational errors and stiffness of the problem on the stability and accuracy of the numerical solution is studied. The analysis allows one to construct efficient explicit methods that are not inferior to implicit methods in solving many stiff problems. New nested pairs of adaptive methods are proposed, and the results of numerical experiments are presented.

The main computational costs of implicit Runge–Kutta methods are caused by solving a system of algebraic equations at every step. By introducing explicit stages, it is possible to increase the stage (or pseudo-stage) order of the method, which makes it possible to increase the accuracy and avoid reducing the order in solving stiff problems, without additional costs of solving algebraic equations. The paper presents implicit methods with an explicit first stage and one or two explicit internal stages. The results of solving test problems are compared with similar methods having no explicit internal stages.

We consider methods that are the inverse of the explicit Runge–Kutta methods. Such methods have some advantages, while their disadvantage is the low (first) stage order. This reduces the accuracy and the real order in solving stiff and differential-algebraic equations. New methods possessing properties of methods of a higher stage order are proposed. The results of the numerical experiments show that the proposed methods allow us to avoid reducing the order.

The solution of stiff problems is frequently accompanied by a phenomenon known as order reduction. The reduction in the actual order can be avoided by applying methods with a fairly high stage order, ideally coinciding with the classical order. However, the stage order sometimes fails to be increased; moreover, this is not possible for explicit and diagonally implicit Runge–Kutta methods. An alternative approach is proposed that yields an effect similar to an increase in the stage order. New implicit and stabilized explicit Runge–Kutta methods are constructed that preserve their order when applied to stiff problems.

We consider the synthesis problem for low order controllers that provide given properties for a linear continuous system under uncertainty in object parameters. The synthesis is done with stability and quality criteria that have a simple dependence on the coefficients of the characteristic polynomial. We give examples of synthesizing controllers with given requirements to transition process quality, performance, and tracking accuracy.

An implicit two-step Runge-Kutta method of fifth order is proposed for the numerical solution of differential and differential-algebraic equations. The location of nodes in this method makes it possible to estimate the values of higher derivatives at the initial and terminal points of an integration step. Consequently, the proposed method can be regarded as a finite-difference analog of the Obrechkoff method. Numerical results, some of which are presented in this paper, show that our method preserves its order while solving stiff equations and equations of indices two and three. This is the main advantage of the proposed method as compared with the available ones.

Efficient schemes for the implementation of diagonally implicit Runge-Kutta methods are considered. Methods of the 3rd and 4th orders are implemented. They are compared with known implicit solvers as applied to the solution of stiff and differential-algebraic equations.

Singly implicit diagonally extended Runge-Kutta methods make it possible to combine the merits of diagonally implicit methods (namely, the simplicity of implementation) and fully implicit ones (high stage order). Due to this combination, they can be very efficient at solving stiff and differential-algebraic problems. In this paper, fourth-order methods with an explicit first stage are examined. The methods have the third or fourth stage order. Consideration is given to an efficient implementation of these methods. The results of tests in which the proposed methods were compared with the fifth-order RADAU IIA method are presented.

Stiffly accurate Runge-Kutta collocation methods with explicit first stage are examined. The parameters of these methods are chosen so as to minimize the errors in the solutions to differential-algebraic equations of indices 2 and 3. This construction results in methods for solving such equations that are superior to the available Runge-Kutta methods.

When solving stiff problems the efficiency of the Runge-Kutta methods can be substantially improved if the parameters of the integration formula are adjusted to the problem at hand. The construction of such methods called adaptive is considered. The results obtained on test problems are compared with those obtained by known methods.

Explicit Runge-Kutta methods with the coefficients tuned to the problem of interest are examined. The tuning is based on estimates for the dominant eigenvalues of the Jacobian matrix obtained from the results of the preliminary stages. Test examples demonstrate that methods of this type can be efficient in solving stiff and oscillation problems.

Explicit Runge-Kutta methods with the stability domains extended along the real axis are examined. For these methods, a simple and efficient procedure for calculating the stability polynomials is proposed. Three techniques for constructing methods with given stability polynomials are considered. Methods of the second and third orders are constructed, and their accuracy as applied to solving the Prothero-Robinson equation is examined. A comparison of the above methods on some test problems is performed.

The simplest equations are considered that simulate the behavior of various error components of Runge-Kutta methods. The expressions for the local and global errors are obtained. The minimization of these errors allows one to construct explicit and implicit methods that have an improved accuracy when solving stiff and differential-algebraic problems.

Explicit multistep methods for solving Cauchy problems are examined. The proposed methods have their stability domains extended along the real axis and can be an alternative to one-step Runge-Kutta-Chebyshev methods when stiff problems are solved.

Diagonally implicit Runge-Kutta methods satisfying additional order conditions are examined. These conditions make it possible to solve differential algebraic equations of indices two and three to higher accuracy. Advantages of the proposed methods over other known techniques are demonstrated using test problems.

Explicit two-step Runge-Kutta methods with extended stability regions are considered as well as similar methods with an increased stage order. The advantage of two-step methods over the traditional one-step Runge-Kutta methods is shown.

The Runge-Kutta methods possessing the interpolation property, i.e., methods in which all coefficients belong to the interval [0, 1] are studied. Explicit and implicit methods of up to the fifth order inclusive that satisfy or almost satisfy the interpolation condition are considered.

A technique is proposed for constructing two-step Runge-Kutta methods on the basis of one-step methods. Explicit and diagonally implicit two-step methods with the second or third stage order are examined. Test problems are presented showing that the proposed methods are superior to conventional one-step techniques.

An explicit multistep method of variable order for integrating stiff systems with high accuracy and low computational costs is examined. To stabilize the computational scheme, componentwise estimates are used for the eigenvalues of the Jacobian matrix having the greatest moduli. These estimates are obtained at preliminary stages of the integration step. Examples are given to demonstrate that, for certain stiff problems, the method proposed is as efficient as the best implicit methods.

Diagonally implicit Runge-Kutta methods are examined. It is shown that, for stiff problems, the methods based on the minimization of certain error functions have advantages over other methods; these functions are determined in terms of the errors for simplest model equations. Methods of orders three, four, five, and six are considered.

We investigate the effects of the range of adsorption potential on the equilibrium behavior of a single polymer chain end-attached to a solid surface. The exact analytical theory for ideal lattice chains interacting with a planar surface via a box potential of depth U and width W is presented and compared to continuum model results and to Monte Carlo (MC) simulations using the pruned-enriched Rosenbluth method for self-avoiding chains on a simple cubic lattice. We show that the critical value U(c) corresponding to the adsorption transition scales as W(-1/ν), where the exponent ν=1/2 for ideal chains and ν≈3/5 for self-avoiding walks. Lattice corrections for finite W are incorporated in the analytical prediction of the ideal chain theory U(c)≈(π(2)/24)(W+1/2)(-2) and in the best-fit equation for the MC simulation data U(c)=0.585(W+1/2)(-5/3). Tail, loop, and train distributions at the critical point are evaluated by MC simulations for 1≤W≤10 and compared to analytical results for ideal chains and with scaling theory predictions. The behavior of a self-avoiding chain is remarkably close to that of an ideal chain in several aspects. We demonstrate that the bound fraction θ and the related properties of finite ideal and self-avoiding chains can be presented in a universal reduced form: θ(N,U,W)=θ(NU(c),U/U(c)). By utilizing precise estimations of the critical points we investigate the chain length dependence of the ratio of the normal and lateral components of the gyration radius. Contrary to common expectations this ratio attains a limiting universal valueR(g[perpendicular])(2)/R(g[parallel])(2)=0.320±0.003 only at N~5000. Finite-N corrections for this ratio turn out to be of the opposite sign for W=1 and for W≥2. We also study the N dependence of the apparent crossover exponent φ(eff)(N). Strong corrections to scaling of order N(-0.5) are observed, and the extrapolated value φ=0.483±0.003 is found for all values of W. The strong correction to scaling effects found here explain why for smaller values of N, as used in most previous work, misleadingly large values of φ(eff)(N) were identified as the asymptotic value for the crossover exponent.

An end-grafted flexible polymer chain in three-dimensional space between two pistons undergoes an abrupt transition from a confined coil to a flowerlike conformation when the number of monomers in the chain, $N$, reaches a critical value. In two-dimensional (2D) geometry, excluded-volume interactions between monomers of a chain confined inside a strip of finite length $2L$ transform the coil conformation into a linear string of blobs. However, the blob picture raises questions about the nature of this escape transition. To check theoretical predictions based on the blob picture we study 2D single-polymer chains with excluded-volume interactions and with one end grafted in the middle of a strip of length $2L$ and width $H$ by simulating self-avoiding walks on a square lattice with the pruned-enriched Rosenbluth method. We estimate the free energy, the end-to-end distance, the number of imprisoned monomers, the order parameter, and its distribution. It is shown that in the thermodynamic limit of large $N$ and $L$ but finite $L∕N$, there is a small but finite jump in several average characteristics, including the order parameter. We also present a theoretical description based on the Landau free energy approach, which is in good agreement with the simulation results. Both simulation results and the analytical theory indicate that the 2D escape transition is a weak first-order phase transition.

The connection between geometrical characteristics of the proteoglycan (its thickness Hp and the mean stretch of Rp) and the parameters of the initial chemical structure of proteoglycan molecule constituents are established. The calculations are carried out by a mean field method.