ABSTRACT
In this work a new evolutionary computation technique is introduced for the construction of initial value solvers based on Runge–Kutta (RK) pairs. The derivation of RK pairs corresponds to solving a nonlinear optimization problem with a multimodal objective function in a high dimensional search space; additional difficulty stems from the fact that only solutions with accuracy at least equal to machine epsilon are acceptable. The proposed approach involves hybridizing a Differential Evolution (DE) strategy with elements from Particle Swarm Optimization (PSO) in order to produce a method for solving optimization problems with high accuracy. The resulting methodology is applied to two different problems of RK pair derivation of orders 5 and 4 and compared with standard DE techniques. Numerical experiments show that the proposed hybrid DE-PSO satisfies the strict accuracy requirements imposed by the particular problem, while outperforming its rivals.
Disclosure statement
No potential conflict of interest was reported by the authors.
ORCID
A. Alexandridis http://orcid.org/0000-0002-9226-2977