A variable step-size implementation of a variational method for stiff differential equations

DOI10.1016/J.MATCOM.2014.11.014MaRDI QIDQ2228679zbMATH OpenOpenAlexFDO

Authors Sergio Amat, Pablo Pedregal, M. J. Legaz

Publication date 19 February 2021

Published in Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.matcom.2014.11.014

zbMATH Keywords

stiff problemsvariational methodsvariable step-size implementation

Mathematics Subject Classification ID

Numerical analysis (65-XX) Ordinary differential equations (34-XX)

Recommendations

• scientific article; zbMATH DE number 1286231
• Variable step stiffly stable methods
• Implementation of DIMSIMs for stiff differential systems
• On a variational approach for the analysis and numerical simulation of ODEs
• scientific article; zbMATH DE number 4005482

Cites work

• scientific article; zbMATH DE number 50395 (Why is no real title available?)
• scientific article; zbMATH DE number 52120 (Why is no real title available?)
• scientific article; zbMATH DE number 852526 (Why is no real title available?)
• A variational approach to implicit ODEs and differential inclusions
• An extension of B-convergence for Runge-Kutta methods
• An optimization approach for the numerical approximation of differential equations
• Computing breaking points in implicit delay differential equations
• Convergence of Runge-Kutta methods for differential-algebraic systems of index 3
• Differential-algebraic systems. Analytical aspects and circuit applications
• Direct methods in the calculus of variations
• Discrete mechanics and variational integrators
• Geometric Numerical Integration
• Implementing Radau IIA methods for stiff delay differential equations
• Issues in the numerical solution of evolutionary delay differential equations
• Linear index-1 DAEs: Regular and singular problems
• Modern convergence theory for stiff initial-value problems
• Numerical Methods for Delay Differential Equations
• On a Newton-type method for differential-algebraic equations
• On a variational approach for the analysis and numerical simulation of ODEs
• Runge-Kutta methods for DAEs. A new approach
• Solution of index 2 implicit differential-algebraic equations by Lobatto Runge-Kutta methods
• Solvability of General Differential Algebraic Equations
• Solving DDEs in Matlab
• Solving Index-1 DAEs in MATLAB and Simulink
• Stiff ODE solvers: A review of current and coming attractions
• Variable step-size selection methods for implicit integration schemes for ODEs
• Variational time integrators

Cited in

(6)

• scientific article; zbMATH DE number 5704153 (Why is no real title available?)
• A generalization to variable stepsizes of Störmer methods for second-order differential equations
• Variable step implementation of ETD methods for semilinear problems
• Variable stepsize diagonally implicit multistage integration methods for ordinary differential equations
• scientific article; zbMATH DE number 6391323 (Why is no real title available?)
• An efficient computational algorithm for pricing European, barrier and American options

Describes a project that uses

Uses Software

• dde23
• RADAR5
• Ode15s
• Simulink
• RODAS

This page was built for publication: A variable step-size implementation of a variational method for stiff differential equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2228679)