scholarly journals Superconvergent interpolants for Gaussian collocation solutions of mixed order BVODE systems

2022 ◽  
Vol 7 (4) ◽  
pp. 5634-5661
Author(s):  
M. Adams ◽  
◽  
J. Finden ◽  
P. Phoncharon ◽  
P. H. Muir
Keyword(s):  
Order System ◽  
Problem Domain ◽  
First Order ◽  
Nyström Methods ◽  
Problem Class ◽  
Mixed Order ◽  
Higher Derivatives ◽  
Runge Kutta ◽  
The Cost ◽  
Collocation Solution

<abstract><p>The high quality COLSYS/COLNEW collocation software package is widely used for the numerical solution of boundary value ODEs (BVODEs), often through interfaces to computing environments such as Scilab, R, and Python. The continuous collocation solution returned by the code is much more accurate at a set of mesh points that partition the problem domain than it is elsewhere; the mesh point values are said to be superconvergent. In order to improve the accuracy of the continuous solution approximation at non-mesh points, when the BVODE is expressed in first order system form, an approach based on continuous Runge-Kutta (CRK) methods has been used to obtain a superconvergent interpolant (SCI) across the problem domain. Based on this approach, recent work has seen the development of a new, more efficient version of COLSYS/COLNEW that returns an error controlled SCI.</p> <p>However, most systems of BVODEs include higher derivatives and a feature of COLSYS/COLNEW is that it can directly treat such mixed order BVODE systems, resulting in improved efficiency, continuity of the approximate solution, and user convenience. In this paper we generalize the approach mentioned above for first order systems to obtain SCIs for collocation solutions of mixed order BVODE systems. The main contribution of this paper is the derivation of generalizations of continuous Runge-Kutta-Nyström methods that form the basis for SCIs for this more general problem class. We provide numerical results that (ⅰ) show that the SCIs are much more accurate than the collocation solutions at non-mesh points, (ⅱ) verify the order of accuracy of these SCIs, and (ⅲ) show that the cost of utilizing the SCIs is a small fraction of the cost of computing the collocation solution upon which they are based.</p></abstract>

scholarly journals Rosenbrock Type Methods for Solving Non-Linear Second-Order in Time Problems

Mathematics ◽  
2021 ◽  
Vol 9 (18) ◽  
pp. 2225
Author(s):  
Maria Jesus Moreta
Keyword(s):  
Computational Cost ◽  
Intermediate Stage ◽  
Second Order ◽  
First Order ◽  
New Class ◽  
Nyström Methods ◽  
Non Linear ◽  
Second Order In Time ◽  
Linear Problems ◽  
Runge Kutta

In this work, we develop a new class of methods which have been created in order to numerically solve non-linear second-order in time problems in an efficient way. These methods are of the Rosenbrock type, and they can be seen as a generalization of these methods when they are applied to second-order in time problems which have been previously transformed into first-order in time problems. As they also follow the ideas of Runge–Kutta–Nyström methods when solving second-order in time problems, we have called them Rosenbrock–Nyström methods. When solving non-linear problems, Rosenbrock–Nyström methods present less computational cost than implicit Runge–Kutta–Nyström ones, as the non-linear systems which arise at every intermediate stage when Runge–Kutta–Nyström methods are used are replaced with sequences of linear ones.

scholarly journals Nine-stage multi-derivative Runge-Kutta method of order 12

2009 ◽  
Vol 86 (100) ◽  
pp. 75-96 ◽  
Author(s):  
Truong Nguyen-Ba ◽  
Vladan Bozic ◽  
Emmanuel Kengne ◽  
Rémi Vaillancourt
Keyword(s):  
Order Conditions ◽  
High Order ◽  
Kutta Method ◽  
True Solution ◽  
First Order ◽  
Cpu Time ◽  
Runge Kutta Method ◽  
Higher Derivatives ◽  
Runge Kutta ◽  
Taylor Methods

A nine-stage multi-derivative Runge-Kutta method of order 12, called HBT(12)9, is constructed for solving nonstiff systems of first-order differential equations of the form y'= f(x, y), y(x0) = y0. The method uses y' and higher derivatives y(2) to y(6) as in Taylor methods and is combined with a 9-stage Runge-Kutta method. Forcing an expansion of the numerical solution to agree with a Taylor expansion of the true solution leads to order conditions which are reorganized into Vandermonde-type linear systems whose solutions are the coefficients of the method. The stepsize is controlled by means of the derivatives y(3) to y(6). The new method has a larger interval of absolute stability than Dormand-Prince's DP(8,7)13M and is superior to DP(8,7)13M and Taylor method of order 12 in solving several problems often used to test high-order ODE solvers on the basis of the number of steps, CPU time, maximum global error of position and energy. Numerical results show the benefits of adding high-order derivatives to Runge-Kutta methods.

scholarly journals A Fourth Order Symplectic and Conjugate-Symplectic Extension of the Midpoint and Trapezoidal Methods

Mathematics ◽  
2021 ◽  
Vol 9 (10) ◽  
pp. 1103
Author(s):  
Felice Iavernaro ◽  
Francesca Mazzia
Keyword(s):  
Fourth Order ◽  
New Method ◽  
Symplectic Method ◽  
Hamiltonian Problems ◽  
First Order ◽  
Runge Kutta Method ◽  
Midpoint Method ◽  
Higher Derivatives ◽  
Runge Kutta ◽  
Order Four

The paper presents fourth order Runge–Kutta methods derived from symmetric Hermite–Obreshkov schemes by suitably approximating the involved higher derivatives. In particular, starting from the multi-derivative extension of the midpoint method we have obtained a new symmetric implicit Runge–Kutta method of order four, for the numerical solution of first-order differential equations. The new method is symplectic and is suitable for the solution of both initial and boundary value Hamiltonian problems. Moreover, starting from the conjugate class of multi-derivative trapezoidal schemes, we have derived a new method that is conjugate to the new symplectic method.

scholarly journals On the recovering of acoustic attenuation in 2D acoustic tomography

2021 ◽  
Vol 2099 (1) ◽  
pp. 012046
Author(s):  
M A Shishlenin ◽  
N S Novikov ◽  
D V Klyuchinskiy
Keyword(s):  
Inverse Problem ◽  
Gradient Method ◽  
Conjugate Problem ◽  
Order System ◽  
Acoustic Tomography ◽  
Coefficient Inverse Problem ◽  
Acoustic Attenuation ◽  
First Order ◽  
Gradient Of The Functional ◽  
The Cost

Abstract The inverse problem of recovering the acoustic attenuation in the inclusions inside the human tissue is considered. The coefficient inverse problem is formulated for the first-order system of PDE. We reduce the inverse problem to the optimization of the cost functional by gradient method. The gradient of the functional is determined by solving a direct and conjugate problem. Numerical results are presented.

An Adjustment of Reference Tracking PID Controllers for a First-order System with a Dead Time

2016 ◽  
Vol 136 (5) ◽  
pp. 676-682 ◽  
Author(s):  
Akihiro Ishimura ◽  
Masayoshi Nakamoto ◽  
Takuya Kinoshita ◽  
Toru Yamamoto
Keyword(s):  
Dead Time ◽  
Order System ◽  
Pid Controllers ◽  
Reference Tracking ◽  
First Order

On the Boundary Value Problem in A Dihedral Angle for Normally Hyperbolic Systems of First Order

1998 ◽  
Vol 5 (2) ◽  
pp. 121-138
Author(s):  
O. Jokhadze
Keyword(s):  
Partial Differential Equations ◽  
Boundary Value Problem ◽  
Principal Part ◽  
Hyperbolic Systems ◽  
Boundary Value ◽  
Three Dimensional ◽  
Order System ◽  
First Order ◽  
Dimensional Boundary ◽  
Class Of Functions

Abstract Some structural properties as well as a general three-dimensional boundary value problem for normally hyperbolic systems of partial differential equations of first order are studied. A condition is given which enables one to reduce the system under consideration to a first-order system with the spliced principal part. It is shown that the initial problem is correct in a certain class of functions if some conditions are fulfilled.

Diffusion Experiments with a Global Discontinuous Galerkin Shallow-Water Model

2009 ◽  
Vol 137 (10) ◽  
pp. 3339-3350 ◽  
Author(s):  
Ramachandran D. Nair
Keyword(s):  
Shallow Water ◽  
Discontinuous Galerkin ◽  
Water Model ◽  
Order System ◽  
Small Scale ◽  
Shallow Water Model ◽  
First Order ◽  
Advection Diffusion Equation ◽  
Diffusion Scheme ◽  
Cubed Sphere

Abstract A second-order diffusion scheme is developed for the discontinuous Galerkin (DG) global shallow-water model. The shallow-water equations are discretized on the cubed sphere tiled with quadrilateral elements relying on a nonorthogonal curvilinear coordinate system. In the viscous shallow-water model the diffusion terms (viscous fluxes) are approximated with two different approaches: 1) the element-wise localized discretization without considering the interelement contributions and 2) the discretization based on the local discontinuous Galerkin (LDG) method. In the LDG formulation the advection–diffusion equation is solved as a first-order system. All of the curvature terms resulting from the cubed-sphere geometry are incorporated into the first-order system. The effectiveness of each diffusion scheme is studied using the standard shallow-water test cases. The approach of element-wise localized discretization of the diffusion term is easy to implement but found to be less effective, and with relatively high diffusion coefficients, it can adversely affect the solution. The shallow-water tests show that the LDG scheme converges monotonically and that the rate of convergence is dependent on the coefficient of diffusion. Also the LDG scheme successfully eliminates small-scale noise, and the simulated results are smooth and comparable to the reference solution.

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