{"title":"Practical Runge–Kutta Processes","authors":"J. Dormand, P. Prince","doi":"10.1137/0910057","DOIUrl":"https://doi.org/10.1137/0910057","url":null,"abstract":"The development of embedded Runge–Kutta and Runge–Kutta–Nystrom formulae subject to various criteria is reviewed. An important criterion concerns the cost of achieving a particular global error in the numerical solution. By consideration of local truncation errors in the two formulae of an embedded pair, it is possible to produce a good process. Another criterion involves the provision of continuous solutions. Such a requirement can be at odds with the previous one of basic cost-effectiveness. However, it seems important to provide dense output without excessive cost in new function evaluations. Special RK/RKN formulae are preferable for practical global error estimation using the Zadunaisky pseudo-problem or related technique of solving for the error estimate. Two-term error estimation can be achieved and the pseudo-problem can be based on dense output values.","PeriodicalId":200176,"journal":{"name":"Siam Journal on Scientific and Statistical Computing","volume":"77 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1989-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114866904","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"A new order selection strategy for ordinary differential equation solvers","authors":"P. Tischer","doi":"10.1137/0910061","DOIUrl":"https://doi.org/10.1137/0910061","url":null,"abstract":"The normal order selection strategy used by a variable order, variable stepsize ordinary differential equation solver is based on selecting the formula that can use the largest stepsize while meeting the accuracy constraint. This strategy does not take into account the stiffness or nonstiffness of the differential system. By considering how the stiffness of the differential system influences order selection, a new selection strategy is proposed that is biased in the presence of stiffness toward the lower-order formulas. This new order selection strategy has been incorporated into a version of a widely used ordinary differential equation solver LSODE. The modified solver is shown to be greatly more efficient for problems that the original solver cannot solve efficiently, namely, problems where the Jacobian of the differential system has some eigenvalues of large modulus close to the imaginary axis. On other problems that the unmodified solver solves efficiently, the modified solver still performs with comparable efficiency.","PeriodicalId":200176,"journal":{"name":"Siam Journal on Scientific and Statistical Computing","volume":"47 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1989-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116740712","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Numerical solution of boundary value problems in differential-algebraic systems","authors":"K. Clark, L. Petzold","doi":"10.1137/0910053","DOIUrl":"https://doi.org/10.1137/0910053","url":null,"abstract":"This paper extends the theory of shooting and finite-difference methods for linear boundary value problems (BVPs) in ordinary differential equations (ODEs) to BVPs in differential-algebraic equations (DAEs) of the form [ begin{gathered} E(t)mathcal{Y}'(t) + F(t)mathcal{Y}(t) = f(t),t in [a,b], hfill B_a mathcal{Y}(a) + B_b mathcal{Y} (b) = beta , hfill end{gathered} ] where $E( cdot )$, $F( cdot )$, and $f( cdot )$ are sufficiently smooth and the DAE initial value problem (IVP) is solvable. $E(t)$ may be singular on $[a,b]$ with variable rank, and the DAE may have an index that is larger than one. When $E(t)$ is nonsingular, the singular theory reduces to the standard theory for ODEs. The convergence results for backward differentiation formulas and Runge–Kutta methods for several classes of DAE IVPs are applied to obtain convergence of the corresponding shooting and finite-difference methods for these DAE boundary value problems. These methods can be implemented directly without having to (1) regularize the system to a lower index DAE or ODE or (2) convert the system to a particular canonical structure. Finally, some numerical experiments that illustrate these results are presented.","PeriodicalId":200176,"journal":{"name":"Siam Journal on Scientific and Statistical Computing","volume":"11 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1989-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115452504","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Efficient split linear multistep methods for stiff ordinary differential equations","authors":"D. Voss, M. Casper","doi":"10.1137/0910058","DOIUrl":"https://doi.org/10.1137/0910058","url":null,"abstract":"A new family of predictor-corrector schemes is designed for the numerical solution of stiff differential systems. Based on split Adams–Moulton formulas through sixth order, members of the new family achieve higher order and possess smaller error constants than corresponding split backward differentiation formulas of the same stepnumber, while maintaining similar stability properties. Some confirmation of this is obtained using a variable step implementation on test problems from the literature.","PeriodicalId":200176,"journal":{"name":"Siam Journal on Scientific and Statistical Computing","volume":"100 1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1989-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124308246","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"A Riemann solver for a two-phase multicomponent process","authors":"T. Johansen, A. Tveito, R. Winther","doi":"10.1137/0910050","DOIUrl":"https://doi.org/10.1137/0910050","url":null,"abstract":"A Riemann problem solver for an $(n + {bf 1}) times (n + 1)$ system of nonstrictly hyperbolic conservation laws is presented in an algorithmic form. The system models polymer flooding as an enhanced oil-recovery process. The Riemann problem solver is implemented and some examples of solutions are given. The exact solution of the Riemann problem is also used to study the behaviour of the classical Godunov method.","PeriodicalId":200176,"journal":{"name":"Siam Journal on Scientific and Statistical Computing","volume":"48 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1989-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121851446","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Computational structure of the N-body problem","authors":"J. Katzenelson","doi":"10.1137/0910048","DOIUrl":"https://doi.org/10.1137/0910048","url":null,"abstract":"This work considers tree algorithms for the N-body problem where the number of particles is on the order of a million. The main concern of this work is the organization and performance of these computations on parallel computers.This work introduces a formulation of the N-body problem as a set of recursive equations based on a few elementary functions. It is shown that both the algorithm of Barnes–Hut and that of Greengard–Rokhlin satisfy these equations using different elementary functions. The recursive formulation leads directly to a computational structure in the form of a pyramid-like graph, where each vertex is a process, and each arc a communication link.The pyramid is mapped to three different processor configurations: (1) a pyramid of processors corresponding to the processes pyramid graph; (2) a hypercube of processors, e.g., a connection-machine-like architecture; and (3) a rather small array, e.g., $2 times 2 times 2$, of processors faster than the ones considered in (1) and (2) above.The main conclusion is that simulations of this size can be performed on any of the three architectures in reasonable time. Approximately 24 seconds per timestep is the estimate for a million equally distributed particles using the Greengard-Rokhlin algorithm on the CM-2 connection machine. The smaller array of processors is quite competitive in performance.","PeriodicalId":200176,"journal":{"name":"Siam Journal on Scientific and Statistical Computing","volume":"53 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1989-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128831600","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Spanning balanced trees in Boolean cubes","authors":"Ching-Tien Ho, S. Johnsson","doi":"10.1137/0910038","DOIUrl":"https://doi.org/10.1137/0910038","url":null,"abstract":"A Spanning Balancedn-tree (SBnT) in a Boolean n-cube is a spanning tree in which the root has fanout n, and all the subtrees of the root have $O({{2^n } / n})$ nodes. The number of tree edges in each dimension of the n-cube is of order $O({{2^n } / n})$. The spanning balanced n-tree allows for scheduling disciplines that realize lower bound (within a factor of two) one-to-all personalized communication, all-to-all broadcasting, and all-to-all personalized communication on a Boolean n-cube [C.-T. Ho and S. L. Johnsson, Proc. 1986 International Conference on Parallel Processing, pp. 640–648, IEEE Computer Society, 1986; Tech. Report YALEU/DCS/RR–483, May 1986], [S. L. Johnsson and C.-T. Ho, Tech. Report YALEU/DCS/RR–610, Dept. of Computer Science, Yale Univ., New Haven, CT, November 1987]. The improvement in data transfer time over the familiar binomial tree routing is a factor of ${n / 2}$ for concurrent communication on all ports and one-to-all personalized communication and all-to-all broadcasting. For all-to-all personalized communication on all ports concurrently, the improvement is of order $O(sqrt n )$. Distributed routing algorithms defining the spanning balanced n-tree are given. The balanced n-tree is not unique, and a few definitions of n-trees that are effectively edge-disjoint are provided. Some implementation issues are also discussed.Binary numbers obtained from each other through rotation form necklaces that are full if the period is equal to the length of the number; otherwise, they are degenerate. As an intermediary result, it is shown that the ratio between the number of degenerate necklaces and the total number of necklaces with l bits equal to one is at most ${4 / {(4 + n)}}$ for $1 leqq l < n$.","PeriodicalId":200176,"journal":{"name":"Siam Journal on Scientific and Statistical Computing","volume":"33 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1989-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128649098","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"A conservative adaptive method for flame propagation","authors":"B. Larrouturou","doi":"10.1137/0910045","DOIUrl":"https://doi.org/10.1137/0910045","url":null,"abstract":"An adaptive one-dimensional finite-difference method aimed at the solution of flame-propagation problems is presented. This method uses a classical finite-difference approximation on a moving adaptive mesh. The discrete conservation of the variables is imposed for both the node displacements that occur at each timestep and for the interpolations that are performed at some time levels, when a static grid adaption is done. In particular, an interpolation procedure is presented that is conservative and also has the advantages of preserving the positivity and monotonicity of the interpolated variables.","PeriodicalId":200176,"journal":{"name":"Siam Journal on Scientific and Statistical Computing","volume":"53 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1989-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132705023","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Numerical determination of an emanating branch of Hopf bifurcation points in a two-parameter problem","authors":"D. Roose, B. D. Dier","doi":"10.1137/0910041","DOIUrl":"https://doi.org/10.1137/0910041","url":null,"abstract":"In a two-parameter problem a branch of Hopf bifurcation points can bifurcate from a branch of simple turning points of the steady state problem, at a point for which the Frechet derivative has a double eigenvalue zero with a one-dimensional nullspace. It is indicated how the origin of a branch of Hopf points can be detected during the continuation of a branch of simple turning points.Further, an augmented system of equations is presented, for which this “origin for Hopf bifurcation” is an isolated solution. If the steady state problem is described by a system of algebraic equations, Newton's method for the solution of the augmented system can be implemented very efficiently. The authors also discuss switching to the branch of Hopf points.Results are given for the one-dimensional “Brusselator” model, a system of four partial differential equations.","PeriodicalId":200176,"journal":{"name":"Siam Journal on Scientific and Statistical Computing","volume":"38 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1989-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124913368","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Three-dimensional triangulations from local transformations","authors":"B. Joe","doi":"10.1137/0910044","DOIUrl":"https://doi.org/10.1137/0910044","url":null,"abstract":"A new algorithm is presented that uses a local transformation procedure to construct a triangulation of a set of n three-dimensional points that is pseudo-locally optimal with respect to the sphere criterion. It is conjectured that this algorithm always constructs a Delaunay triangulation, and this conjecture is supported with experimental results. The empirical time complexity of this algorithm is $O(n^{{4 / 3}} )$ for sets of random points, which compares well with existing algorithms for constructing a three-dimensional Delaunay triangulation. Also presented is a modification of this algorithm for the case that local optimality is based on the max-min solid angle criterion.","PeriodicalId":200176,"journal":{"name":"Siam Journal on Scientific and Statistical Computing","volume":"4 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1989-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128459804","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}