ODE solvers using band-limited approximations

DOI10.1016/J.JCP.2014.02.001MaRDI QIDQ348985zbMATH OpenOpenAlexFDO

Authors Gregory Beylkin, K. Sandberg

Publication date 5 December 2016

Published in Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1208.3285

zbMATH Keywords

band-limited collocation implicit Runge-Kutta method (BLC-IRK)generalized Gaussian quadratures for exponentialssymplectic ODE solver

Mathematics Subject Classification ID

Numerical integration (65D30) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Numerical methods for Hamiltonian systems including symplectic integrators (65P10)

Abstract: We use generalized Gaussian quadratures for exponentials to develop a new ODE solver. Nodes and weights of these quadratures are computed for a given bandlimit $c$ and user selected accuracy $epsilon$, so that they integrate functions $e^{ibx}$, for all $|b|lec$, with accuracy $epsilon$. Nodes of these quadratures do not concentrate excessively near the end points of an interval as those of the standard, polynomial-based Gaussian quadratures. Due to this property, the usual implicit Runge Kutta (IRK) collocation method may be used with a large number of nodes, as long as the method chosen for solving the nonlinear system of equations converges. We show that the resulting ODE solver is symplectic and demonstrate (numerically) that it is A-stable. We use this solver, dubbed Band-limited Collocation (BLC-IRK), in the problem of orbit determination. Since BLC-IRK minimizes the number of nodes needed to obtain the solution, in this problem we achieve speed close to that of explicit multistep methods.

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