A Runge - Kutta Type Boundary Value ODE Solverwith Defect

نویسندگان

  • W H Enright
  • Paul Muir
چکیده

A popular approach for the numerical solution of boundary value ODE problems involves the use of collocation methods. Such methods can be naturally implemented so as to provide a continuous approximation to the solution over the entire problem interval. On the other hand, several authors have suggested as an alternative, certain subclasses of the implicit Runge-Kutta formulas, known as mono-implicit Runge-Kutta (MIRK) formulas, which can be implemented substantially more eeciently than the collocation methods. These latter formulas do not have a natural implementation that provides a continuous approximation to the solution; rather only a discrete approximation at certain points within the problem interval is obtained. However recent work in the area of initial value problems has demonstrated the possibility of generating inexpensive interpolants for any explicit Runge-Kutta formula. These ideas have recently been extended to develop inter-polants for the MIRK formulas. In this paper, we describe our investigation of the use of continuous MIRK formulas in a code for the numerical solution of boundary value ODE problems. A primary thrust of this investigation is to consider defect control, based on these interpolants, as an alternative to the standard use of global error estimates, as the basis for termination and mesh redistribution criteria.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Order Barriers and Characterizations for Continuous Mono-implicit Runge-kutta Schemes

The mono-implicit Runge-Kutta (MIRK) schemes, a subset of the family of implicit Runge-Kutta (IRK) schemes, were originally proposed for the numerical solution of initial value ODEs more than fifteen years ago. During the last decade, a considerable amount of attention has been given to the use of these schemes in the numerical solution of boundary value ODE problems, where their efficient impl...

متن کامل

Improved Implementation of Multiple Shooting for BVPs

Boundary value problems arise in many applications, and shooting methods are one approach to approximate the solution of such problems. A Shooting method transforms a boundary value problem into a sequence of initial value problems, and takes the advantage of the speed and adaptivity of initial value problem solvers. The implementation of continuous Runge-Kutta methods with defect control for i...

متن کامل

PMIRKDC: a parallel mono-implicit Runge-Kutta code with defect control for boundary value ODEs

We describe parallel software, PMIRKDC, for solving boundary value ordinary differential equations (BVODEs). This software is based on the package, MIRKDC, which employs monoimplicit Runge-Kutta schemes within a defect control algorithm. The primary computational costs involve the treatment of large, almost block diagonal (ABD) linear systems. The most significant feature of PMIRKDC is the repl...

متن کامل

THE USE OF A RUNGE-KUTTA SCHEME FOR AN ODE-PDE MODEL OF SUPPLY CHAINS

Integrating various suppliers to satisfy market demand is of great importance for e ective supply chain management. In this paper, we consider the ODE-PDE model of supply chain and apply a classical explicit fourth-order Runge-Kutta scheme for the related ODE model of suppliers. Also, the convergence of the proposed method is proved. Finally a numerical example is studied to demonstrate the acc...

متن کامل

Dynamical Systems and Adaptive Timestepping Ode Solvers

Initial value problems for ODEs are often solved numerically using adap-tive timestepping algorithms. We formulate a large class of such algorithms as discrete dynamical systems which are discontinuous and of higher dimension than the underlying ODE. By assuming suuciently strong nite-time convergence results on some neighbourhood of an attractor of the ODE we prove existence and upper semicont...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 1993