×

A multi-purpose system for the numerical integration of ODE’s. (English) Zbl 0678.65047

The development of a multipurpose integration system is described. The intention is to allow the use of different classes of methods for solving ordinary differential equations, singular perturbation problems as well as implicit differential-algebraic equations. The environment provided is intended to facilitate the testing of new ideas and the comparison of different strategies associated with the implementation of such methods.
To illustrate the system the implementation of a new family of methods for non-stiff problems, obtained by adding a difference correction to the backward differential formula (BDF) methods, is outlined. The methods have larger stability regions but bigger error constants than the Adams methods. They facilitate the implementation of a type-intensitive code since it is relatively easy to switch between these and the BDF methods. Detecting stiffness and switching criteria are considered. Compound discretizations, for a partitioned form of the problem are also considered in the context of these methods and a stability analysis based on contractivity is discussed.
Reviewer: G.Hall

MSC:

65L05 Numerical methods for initial value problems involving ordinary differential equations
34A34 Nonlinear ordinary differential equations and systems
Full Text: DOI

References:

[1] Dahlquist, G., G-stability is equivalent to A-stability, BIT, 18, 384-401 (1978) · Zbl 0413.65057
[2] Dahlquist, G.; Söderlind, G., Some problems related to stiff nonlinear differential systems, (Glowinski, V. R.; Lions, J. L., Computing Methods in Applied Sciences and Engineering (1982), North-Holland), 57-74 · Zbl 0499.65044
[3] Dahlquist, G., On one-leg multistep methods, SINUM, 20, 1130-1138 (1983) · Zbl 0529.65048
[4] Eriksson, L., MOLCOL—A program for the numerical integration of stiff ODE’s, partitioned in two groups, (Rept. TRITA-NA-8319 (1983), Royal Inst. of Tech: Royal Inst. of Tech Stockholm) · Zbl 0544.65050
[5] Gear, C. W., Numerical Initial Value Problems in Ordinary Differential Equations (1971), Prentice Hall · Zbl 0217.21701
[6] Nörsett, S., private communication, 1984.; Nörsett, S., private communication, 1984.
[7] Petzold, L., Differential/Algebraic equations are not ODE’s, SISSC, 3, 367-384 (1982) · Zbl 0482.65041
[8] Petzold, L., Automatic selection of methods for solving stiff and nonstiff systems of ordinary differential equations, SISSC, 4, 136-148 (1983) · Zbl 0518.65051
[9] Shampine, L. F.; Gordon, M. K., Computer Solution of Ordinary Differential Equations (1975), Freeman · Zbl 0347.65001
[10] Shampine, L. F., Type-insensitive ODE codes based on implicit A-stable formulas, (Rept. SAND79-244 (1979), Sandia National Laboratories) · Zbl 0474.65055
[11] Shampine, L. F.; Gear, C. W., A user’s view of solving stiff ordinary differential equations, SIAM Review, 21, 1-17 (1979) · Zbl 0415.65038
[12] Söderlind, G., Some stability properties of linear multistep compound discretizations of partitioned differential systems, (Rept. TRITA-NA-7910 (1979), Royal Inst. of Tech: Royal Inst. of Tech Stockholm)
[13] Söderlind, G., On nonlinear difference and differential equations, BIT, 24, 667-680 (1984) · Zbl 0557.65043
[14] Söderlind, G., Bounds on nonlinear operators in finite-dimensional Banach spaces, Num. Math., 50, 27-44 (1986) · Zbl 0585.47047
[15] Wolfbrandt, A., Dynamic adaptive selection of integration algorithms when solving ODE’s, BIT, 22, 361-367 (1982) · Zbl 0489.65047
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.