On implicit algorithms of continuation method with applications to dynamic systems.

DOI10.1016/J.CAM.2003.11.010MaRDI QIDQ1426771zbMATH OpenOpenAlexFDO

Authors A. N. Danilin, D. V. Snegovski, Dmitrii Volkov-Bogorodskii

Publication date 15 March 2004

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2003.11.010

automatic step size control continuation method convergence dynamic systems implicit algorithms initial value problems numerical examples Richardson extrapolation second order differential equations simple iterations

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Global methods, including homotopy approaches to the numerical solution of nonlinear equations (65H20) Numerical methods for initial value problems involving ordinary differential equations (65L05) Stability and convergence of numerical methods for ordinary differential equations (65L20) Mesh generation, refinement, and adaptive methods for ordinary differential equations (65L50)

Review text

This paper is concerned with the numerical solution of initial value problems for second order equations: \( \ddot{u}(t) = f (t, u(t), \dot{u}(t))\), \(u(t_0)=u_0 \in {\mathbb R}^n,\) \(\dot{u}(t_0)=\dot{u}_0 \in {\mathbb R}^n\). The authors propose to define the differential problem taking as new independent variable \( \lambda \) the arc length of the integral curve in the extended \((2n+1)\)-dimensional space \((t,u,\dot{u})\), so that \[ d \lambda = \sqrt{ 1 + v^T v + f^T(t,u,v) f(t,u,v)} \,dt \] and then to use some second order implicit discretization of the transformed equations. A fixed point iteration process is proposed to solve the implicit equations of the discretization and it is proved that, for \(f\) sufficiently smooth and a step size \( \Delta \lambda\) sufficiently small, the proposed iterative scheme converges to the unique solution of the implicit equations. Further, a modification of this iterative process is suggested to improve the rate of convergence to the unique solution. Finally, three examples are presented to test the behaviour of this technique of using the arc length as independent variable. In the first example a fixed step size is used along the numerical integration, whereas in the other examples the solution is computed with an automatic control of step size along the solution curve based on the well known Richardson extrapolation.

Recommendations

Cites work

Cited in

(6)

Describes a project that uses

Uses Software

RODAS

This page was built for publication: On implicit algorithms of continuation method with applications to dynamic systems.

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1426771)