Practical improvements to SIMPR codes for stiff ODEs

DOI10.1016/0096-3003(89)90126-4MaRDI QIDQ1124287zbMATH OpenOpenAlexFDO

Authors L. F. Shampine

Publication date 1989

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0096-3003(89)90126-4

zbMATH Keywords

autonomous formcomparisonsextrapolationscaled stepsizessemi-implicit mid-point rulestabilitystiff systems

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) 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

The paper discusses codes using extrapolation of the semi-implicit mid- point rule for the solution of stiff ordinary differential equations (ODEs). Some comparisons are made between applying such a code to systems of equations in autonomous form or non-autonomous form. Arguments in favour of using the autonomous form are given and numerical evidence is also presented that prior conversion of the ODEs to autonomous form may produce significantly better results. A way of writing the code so that this conversion is not required of the user is derived. It is argued that methods of extrapolation type can have problems with a stepsize which is out of scale. A stability monitor is derived for the purpose of rejecting such a step as early as possible in the interests of efficiency and of avoiding more serious difficulties. Some tests using the new monitor are described.

Recommendations

• Control of step size and order in extrapolation codes
• scientific article; zbMATH DE number 3888826
• Type-Insensitive ODE Codes Based on Extrapolation Methods
• Stiffness and the automatic selection of ODE codes
• A Single Code for the Solution of Stiff and Nonstiff ODE’<scp>s</scp>

Cites work

• A semi-implicit mid-point rule for stiff systems of ordinary differential equations
• Comparing numerical methods for stiff systems of O.D.E:s
• Control of step size and order in extrapolation codes
• scientific article; zbMATH DE number 3714842 (Why is no real title available?)
• scientific article; zbMATH DE number 3774815 (Why is no real title available?)
• scientific article; zbMATH DE number 3386807 (Why is no real title available?)
• Implementation of Rosenbrock Methods
• Order and stepsize control in extrapolation methods
• Recent Progress in Extrapolation Methods for Ordinary Differential Equations
• Smoothing the extrapolated midpoint rule
• The solution of a combustion problem with Rosenbrock methods

Cited in

(5)

• Control of step size and order in extrapolation codes
• Ill-conditioned matrices and the integration of stiff ODEs
• A simple step size selection algorithm for ODE codes
• Type-Insensitive ODE Codes Based on Extrapolation Methods
• Design of software for ODEs

This page was built for publication: Practical improvements to SIMPR codes for stiff ODEs

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1124287)