ODE solvers using band-limited approximations

DOI10.1016/J.JCP.2014.02.001zbMATH Open1349.65692arXiv1208.3285OpenAlexW2076936268MaRDI QIDQ348985FDOQ348985

K. Sandberg, Gregory Beylkin

Publication date: 5 December 2016

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

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.

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

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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)

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Cited In (7)

• Efficient representation and accurate evaluation of oscillatory integrals and functions
• On derivatives of smooth functions represented in multiwavelet bases
• A numerical framework for integrating deferred correction methods to solve high order collocation formulations of ODEs
• New integration methods for perturbed ODEs based on symplectic implicit Runge-Kutta schemes with application to solar system simulations
• Implicit-Runge-Kutta-based methods for fast, precise, and scalable uncertainty propagation
• Bandlimited implicit Runge-Kutta integration for astrodynamics
• On the operator splitting and integral equation preconditioned deferred correction methods for the ``good Boussinesq equation

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