Meteorological numerical weather prediction (NWP) models solve a system of partial differential equations in time and space. Semi-lagrangian advection schemes allow for long time steps. These longer time steps can result in instabilities occurring in the model physics. A system of differential equations in which some solution components decay more rapidly than others is stiff. In this case it i...

Certain pairs of Runge-Kutta methods may be used additively to solve a system of n differential equations x' = J(t)x + g(t, x). Pairs of methods, of order p < 4, where one method is semiexplicit and /(-stable and the other method is explicit, are obtained. These methods require the LU factorization of one n X n matrix, and p evaluations of g, in each step. It is shown that such methods have a s...

Solving Stiff Differential Equations with the Method of Patches David Brydon,∗,† John Pearson,† and Michael Marder∗ ∗Department of Physics, Center for Nonlinear Dynamics, University of Texas at Austin, Austin, Texas 78712; and †Los Alamos National Laboratory, MS B258, Los Alamos, New Mexico 87545 E-mail: [email protected] or [email protected]; [email protected]; and [email protected]

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 ba...

This paper presents a variable step size implicit numerical integration algorithm for dynamic analysis of stiff multibody systems. Stiff problems are very common in real world applications, and their numerical treatment by means of explicit integration is cumbersome or infeasible. Until recently, implicit numerical integration of the equations of motion of stiff mechanical systems has been prob...

The problem associated with the stiff ordinary differential equation (ODE) systems in parallel processing is that the calculus can not be started simultaneously on many processors with an explicit formula. The proposed algorithm is constructed for a special classes of stiff ODE, those of the form y'(t)=A(t)y(t)+g(t). It has a high efficiency in the implementation on a distributed memory multipr...

We present and analyze a new class of numerical methods for the solution of stiff stochastic differential equations (SDEs). These methods, called S-ROCK (for stochastic orthogonal Runge–Kutta Chebyshev), are explicit and of strong order 1 and possess large stability domains in the mean-square sense. For mean-square stable stiff SDEs, they are much more efficient than the standard explicit metho...

Abstract. Partitioned systems of ordinary differential equations are in qualitative terms characterized as monotonically max-norm stable if each sub-system is stable and if the couplings from one sub-system to the others are weak. Each sub-system of the partitioned system may be discretized independently by the backward Euler formula using solution values from the other sub-systems correspondin...

correction scheme for the corresponding Picard integral equation. Our solver relies on the assumption that the solution can be accurately represented by a combination of carefully selected complex exponentials. The solver’s accuracy and stability rely on the computation of highly accurate quadrature weights for the integration of the selected exponentials on equidistant nodes. We analyze our so...

The usual method of finding an accurate trigonometric interpolation for a function with dominant high frequencies requires a large number of calculations. This paper shows how aliasing can be used to achieve a great reduction in the computations in cases when the high frequencies are known beforehand. The technique is applied to stiff differential equations, extending the applicability of the m...