Hermite interpolation and A-stable methods for stiff ordinary differential equations

Hermite interpolation in the form of Newton's divided difference expressions is employed to give a generating function for A-stable difference methods of order 2n. These methods can be used to solve the initial value ordinary differential equation y′=g(y,t), y(a)=η. The extension to higher dimensions is considered, and practical suggestions are given for step size changes and order changes.     

A class of one-step one-stage methods for stiff systems of ordinary differential equations

A new class of one-step one-stage methods (ABC-schemes) designed for the numerical solution of stiff initial value problems for ordinary differential equations is proposed and studied. The Jacobian matrix of the underlying differential equation is used in ABC-schemes. They do not require iteration: a system of linear algebraic equations is once solved at each integration step. ABC-schemes are A- and L-stable methods of the second order, but there are ABC-schemes that have the fourth order for linear differential equations. Some aspects of the implementation of ABC-schemes are discussed. Numerical results are presented, and the schemes are compared with other numerical methods.     

Heterogeneous multiscale methods for stiff ordinary differential equations

The heterogeneous multiscale methods (HMM) is a general framework for the numerical approximation of multiscale problems. It is here developed for ordinary differential equations containing different time scales. Stability and convergence results for the proposed HMM methods are presented together with numerical tests. The analysis covers some existing methods and the new algorithms that are based on higher-order estimates of the effective force by kernels satisfying certain moment conditions and regularity properties. These new methods have superior computational complexity compared to traditional methods for stiff problems with oscillatory solutions.

     

Generalized Runge-Kutta methods of order four with stepsize control for stiff ordinary differential equations

Summary GeneralizedA()-stable Runge-Kutta methods of order four with stepsize control are studied. The equations of condition for this class of semiimplicit methods are solved taking the truncation error into consideration. For application anA-stable and anA(89.3°)-stable method with small truncation error are proposed and test results for 25 stiff initial value problems for different tolerances are discussed.     

Efficient higher order implicit one-step methods for integration of stiff differential equations

A new implicit integration method is presented which can efficiently be applied in the solution of (stiff) differential equations. The given formulas are of a modified implicit Runge-Kutta type and areA-stable. They may containA-stable embedded methods for error estimation and step-size control.     

Rational-fractional methods for solving stiff systems of differential equations

This paper proposes new numerical methods for solving stiff systems of first-order differential equations not resolved with respect to the derivative. These methods are based on rational-fractional approximations of the vector-valued function of solution of the system considered. The authors study the stability of the constructed methods of arbitrary finite order of accuracy. Analysis of the results of experimental studies of these methods by test examples of various types confirms their efficiency. __________ Translated from Fundamentalnaya i Prikladnaya Matematika, Vol. 12, No. 4, pp. 203–208, 2006.     

Modified linear multistep methods for a class of stiff ordinary differential equations

Implicit and explicit Adams-like multistep formulas are derived for equations of the typeP(d/dt)y=f(t,y) whereP is a polynomial with constant coefficients and where f/y is considered small compared with the roots ofP. Such equations appear for instance in control theory. An analysis of the local truncation error is performed and some examples are discussed where a considerable gain of computation time is obtained compared with classical methods. Finally some extensions of this method are mentioned in order to treat more general systems of differential equations.This research was supported in part by the Swedish National Council for Scientific Research and the Research Institute of the Swedish National Defence.     

Revision of the theory of symmetric one-step methods for ordinary differential equations

In this paper we develop a new theory of adjoint and symmetric methods in the class of general implicit one-step fixedstepsize methods. These methods arise from simple and natural definitions of the concepts of symmetry and adjointness that provide a fruitful basis for analysis. We prove a number of theorems for methods having these properties and show, in particular, that only the symmetric methods possess a quadratic asymptotic expansion of the global error. In addition, we give a very simple test to identify the symmetric methods in practice.     

Continuous block implicit hybrid one-step methods for ordinary and delay differential equations

A class of high order continuous block implicit hybrid one-step methods has been proposed to solve numerically initial value problems for ordinary and delay differential equations. The convergence and Aω-stability of the continuous block implicit hybrid methods for ordinary differential equations are studied. Alternative form of continuous extension is constructed such that the block implicit hybrid one-step methods can be used to solve delay differential equations and have same convergence order as for ordinary differential equations. Some numerical experiments are conducted to illustrate the efficiency of the continuous methods.     

A-stable block implicit one-step methods

A class of methods for solving the initial value problem for ordinary differential equations is studied. We developr-block implicit one-step methods which compute a block ofr new values simultaneously with each step of application. These methods are examined for the property ofA-stability. A sub-class of formulas is derived which is related to Newton-Cotes quadrature and it is shown that for block sizesr=1,2,..., 8 these methods areA-stable while those forr=9,10 are not. We constructA-stable formulas having arbitrarily high orders of accuracy, even stiffly (strongly)A-stable formulas.     

A block method for the numerical integration of stiff systems of ordinary differential equations

A new approach to the approximate numerical integration of stiff systems of first order ordinary differential equations is developed. In this approach several different formulae are applied in a well defined cyclic order to produce highly accurate integration schemes with infinite regions of absolute stability. The efficiency of these new algorithms, compared with that of certain existing ones, is demonstrated for some particular test problems.     

Iterated defect correction for the efficient solution of stiff systems of ordinary differential equations

Iterated Defect Correction (IDeC)-methods based on the implicit Euler scheme are shown to have a fixed point. This fixed point coincides with the solution of certain implicit multi-stage Runge-Kutta methods (equivalent to polynomial collocation). Sufficient conditions for the convergence of the iterates to the fixed point are given for linear problems. These results indicate that for a large variety of general non-linear stiff problems, fixed-point-convergence can be expected, and moreover they indicate that the rate of convergence to the fixed point is very high for very stiff problems. Thus the proposed methods combine the high orders and the high accuracy of multistage-methods with the low computational effort of single-stage methods.     

One-step methods for ordinary differential equations

Summary It is proved that any consistent one-step method for solving the initial value problem for a first-order ordinary differential equation is convergent; no stability condition is required. An application is made to a similarly stated result, allowing part of the hypothesis in that case to be dropped.     

A multirate time stepping strategy for stiff ordinary differential equations

To solve ODE systems with different time scales which are localized over the components, multirate time stepping is examined. In this paper we introduce a self-adjusting multirate time stepping strategy, in which the step size for a particular component is determined by its own local temporal variation, instead of using a single step size for the whole system. We primarily consider implicit time stepping methods, suitable for stiff or mildly stiff ODEs. Numerical results with our multirate strategy are presented for several test problems. Comparisons with the corresponding single-rate schemes show that substantial gains in computational work and CPU times can be obtained. AMS subject classification (2000)  65L05, 65L06, 65L50     

Persistence of attractors for one-step discretization of ordinary differential equations

We consider numerical one-step approximations of ordinary differentialequations and present two results on the persistence of attractorsappearing in the numerical system. First, we show that the upperlimit of a sequence of numerical attractors for a sequence ofvanishing time-steps is an attractor for the approximated systemif and only if for all these time-steps the numerical one-stepschemes admit attracting sets which approximate this upper limitset and attract with a uniform rate. Second, we show that ifthese numerical attractors themselves attract with a uniformrate, then they converge to some set if and only if this setis an attractor for the approximated system. In this case, wecan also give an estimate for the rate of convergence dependingon the rate of attraction and on the order of the numericalscheme.     

Numerical methods based on multipoint Hermite interpolating polynomials for solving the Cauchy problem for stiff systems of ordinary differential equations

Families of A-, L-, and L(δ)-stable methods are constructed for solving the Cauchy problem for a system of ordinary differential equations (ODEs). The L(δ)-stability of a method with a parameter δ ∈ (0, 1) is defined. The methods are based on the representation of the right-hand sides of an ODE system at the step h in terms of two-or three-point Hermite interpolating polynomials. Comparative results are reported for some test problems. The multipoint Hermite interpolating polynomials are used to derive formulas for evaluating definite integrals. Error estimates are given.     

An effective modification of the homotopy perturbation method for stiff systems of ordinary differential equations

The present work deals with employing a new form of the homotopy perturbation method (NHPM) for solving stiff systems of linear and nonlinear ordinary differential equations (ODEs). In this scheme, the solution is considered as an infinite series that converges rapidly to the exact solution. Two problems are chosen as illustrative examples to show the effectiveness of the present method. In obtaining the exact solution for each case, the capability and the simplicity of the proposed technique is clarified.