Optimal adaptive solution of initial-value problems with unknown singularities
Nonlinear ordinary differential equations and systems (34A34) Numerical methods for initial value problems involving ordinary differential equations (65L05) Mesh generation, refinement, and adaptive methods for ordinary differential equations (65L50) Error bounds for numerical methods for ordinary differential equations (65L70)
The authors consider initial value problems of a scalar nonlinear ordinary differential equation \(y'(t) = f(y(t))\). The function \(f\) is Lipschitz continuous and strictly positive, i.e., the solution is monotonically increasing. The first \(r\) derivatives of \(f\) are continuous except for a possible discontinuity at one unknown singular point. Thereby, the existence of finite limits is assumed. Although strong assumptions are imposed on the problems, a sophisticated analysis is required to achieve error bounds for corresponding numerical techniques. The authors investigate numerical methods based on Taylor expansion in a standard form as well as involving an integral. In \textit{L. Plaskota} and \textit{G.W. Wasilkowski} [Numer. Math. 102, No.~1, 123--144 (2005; Zbl 1083.65031)], adaptive quadrature is performed by detecting a singularity of the integrand via divided differences. The authors transfer the idea of this strategy by using a criterion based on the derivatives of \(f\). An adaptive grid is constructed, where an a priori equidistant grid is refined at the singularity only. While a singularity of \(f\) is given, the corresponding singularity of the solution is detected correctly in time domain. The authors prove that the errors for the considered class of numerical methods using the adaptive grid exhibit the same order as in the case of regular functions, i.e., the error depends on \(r\). Furthermore, lower bounds of the error demonstrate that each method of the class produces an error independent of \(r\) in case of more than one singularity. Although numerical simulations are not presented in the article, the authors mention that numerical experiments exist, which confirm the bound of the crucial theorem.
- Optimal solution of a class of non-autonomous initial-value problems with unknown singularities
- Optimal solution of ordinary differential equations
- Complexity of the derivative-free solution of systems of IVPs with unknown singularity hypersurface
- The power of adaptive algorithms for functions with singularities
- Detecting and locating a singular point in the numerical solution of IVPs for ODEs
- A high accuracy method for solving ODEs with discontinuous right-hand side
- Adaption allows efficient integration of functions with unknown singularities
- Almost optimal solution of initial-value problems by randomized and quantum algorithms
- Convergence of linear multistep methods for differential equations with discontinuities
- How to increase the order to get minimal-error algorithms for systems of ODE
- scientific article; zbMATH DE number 44104 (Why is no real title available?)
- Iterated defect correction for the solution of singular initial value problems
- One-step methods of any order for ordinary differential equations with discontinuous right-hand sides
- Solving Ordinary Differential Equations with Discontinuities
- The complexity of two-point boundary-value problems with piecewise analytic data
- The power of adaption for approximating functions with singularities
- The randomized complexity of initial value problems
- Uniform approximation of piecewise r-smooth and globally continuous functions
- Optimal solution of ordinary differential equations
- Detecting and locating a singular point in the numerical solution of IVPs for ODEs
- Efficient solution of IVPs with right-hand sides having discontinuities on an unknown hypersurface
- Construction of multiple trade-offs to obtain arbitrary singularities of adaptive dynamics
- Strong approximation of solutions of stochastic differential equations with time-irregular coefficients via randomized Euler algorithm
- Adaptive approach to solving a two-point boundary value problem under partial uncertainty in the disturbance field
- Optimality of Euler-type algorithms for approximation of stochastic differential equations with discontinuous coefficients
- scientific article; zbMATH DE number 4089053 (Why is no real title available?)
- Optimal solution of a class of non-autonomous initial-value problems with unknown singularities
- Complexity of the derivative-free solution of systems of IVPs with unknown singularity hypersurface
- Solving systems of IVPs with discontinuous derivatives-numerical experiments
- Optimal adaptive solution of piecewise regular systems of IVPs with unknown switching hypersurface
- Adaptive Itô-Taylor algorithm can optimally approximate the Itô integrals of singular functions
- Approximation of piecewise Hölder functions from inexact information
This page was built for publication: Optimal adaptive solution of initial-value problems with unknown singularities
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q945916)
