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Tytuł artykułu

The numerical solution of nonlinear two-point boundary value problems using iterated deferred correction - a survey

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EN
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EN
The use of iterated deferred correction has proved to be a very efficient approach to the numerical solution of general first order systems of nonlinear two-point boundary value problems. In particular the two high order codes TWPBVP.f, based on mono-implicit Runge-Kutta (MIRK) formulae, and TWPBVPL.f based on Lobatto Runge-Kutta formulae as well as the continuation codes ACDC.f and COLMOD.f are now widely used. In this survey we describe some of the problems involved in the derivation of efficient deferred correction schemes. In particular we consider the construction of high order methods which preserve the stability of the underlying formulae, the choice of the mesh choosing algorithm which is based both on local accuracy and conditioning, and the computation of continuous solutions.
Rocznik
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269--287
Opis fizyczny
Bibliogr. 31 poz., tab.
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autor
Bibliografia
  • [1] Ascher U.M., Christiansen J., Russell R. D., Collocation software for boundary value ODEs, ACM Trans. Math. Softw. 7 (1981), 209-222.
  • [2] Enright W. H., Muir P. H., Runge-Kutta software with defect control for boundary value ODEs, SIAM J. Sci. Comput., 17 (1996), 479-497.
  • [3] Cash J.R., On the derivation of high order symmetric MIRK formulae with interpolants for solving two-point boundary value problems, New Zealand Journal of Mathematics 29 (2000), 129-150.
  • [4] Cash J.R., Moore G., Wright R. W., An automatic continuation strategy for the solution of singularly perturbed linear two-point boundary value problems, J. Comput. Phys. 122 (1995), 266-279.
  • [5] Mazzia F., Sgura I., Numerical Approximation of Nonlinear BVPs by means of BVMs, Appl. Numer. Math. 42 (2002), 337-352.
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  • [7] Muir P. H., Owren B., Order barriers and characterisations for continuous mono-implicit Runge-Kutta schemes, M. Comp. 61 (1993), 675-691.
  • [8] Pruess S., Interpolation schemes for collocation solutions of two-point boundary value problems, SIAM J. Sci. Comput. 7 (1986), 322-333.
  • [9] Cash J.R., Moore D.R., High-order interpolants for solutions of Two-Point boundary value problems using MIRK methods, Computers and Mathematics with Applications 48 (2004), 1749-1763.
  • [10] Cash J.R., Wright R. W., Continuous extensions of deferred correction schemes for the numerical solution of nonlinear two point boundary value problems, Appl. Numer. Math. 28 (1998), 227-244.
  • [11] Cash J.R., Silva H.H. M., Iterated deferred correction for linear two-point boundary value problems, Comp. Appl. Math. 15 (1996), 55-75.
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  • [13] Wright K., Some relationships between implicit Runge-Kutta, Collocation and Lanczos Tau methods and their stability properties, BIT 20 (1970), 217-227.
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  • [15] Skeel R. D., A theoretical framework for proving accuracy results for deferred corrections, SIAM J. Numer. Anal. 19 (1982), 171-196.
  • [16] Lindberg B., Error estimation and iterative improvement for discretization algorihms, BIT 20 (1980), 486-500.
  • [17] Cash J.R., Silva H.H.M., Iterated deferred correction for linear two-point boundary value problems, Comp. and Appl. Math. 15 (1996), 55-75.
  • [18] Van Daele M., Cash J.R., Superconvergent deferred correction methods for first order systems of nonlinear Two-Point boundary value problems, SIAM J. Sci Comput. 22 (2001), 1697-1716.
  • [19] Butcher J. C., The Numerical Analysis of Ordinary Differential Equations, J. Wiley, 1987.
  • [20] Mazzia F., Trigiante D., A hybrid mesh selection strategy based on conditioning for boundary value ODEs, Numerical Algorithms 36, (2004), 169-187.
  • [21] Ascher U.M., Mattheij R. M. M., Russell R. D., Numerical Solution of Boundary Value Problems for Ordinary Differential Equations, SIAM (Philadelphia), 1995.
  • [22] Higham N. J., Tisseur F., A block algorithm for matrix 1-norm estimation, with an application to 1-norm pseudospectra, SIAM J. Matrix Anal. 21 (2000), 1185-2001.
  • [23] Shampine L.F., Muir P.M., Estimating conditioning for BVPs of ODEs, Math. Comput. Modelling 40 (2004), 1309-1321.
  • [24] Brugnano L., Trigiante D., Solving Differential Problems by Multistep Initial and Boundary Value Methods, Gordon and Breach, Amsterdam, 1998.
  • [25] Capper S., An order 10 MIRK formula, to appear.
  • [26] Bashir-Ali Z., Numerical Solution of Parameter Dependent Twopoint Boundary Value Problems using Iterated Deferred Correction, Ph.D. University of London, (1998).
  • [27] Cash J.R., Garcia M.P., Moore D.R., Mono-implicit Runge-Kutta formulae for the numerical solution of second order nonlinear two-point boundary value problems, JACM, 143 (2002), 275-289.
  • [28] http://www.ma.ic.ac.uk/~jcash/BVP_software/readme.html
  • [29] Cash J.R., Mazzia F., A new mesh selection algorithm, based on conditioning, for two-point boundary value codes, JCAM, to appear.
  • [30] Cash J.R., Surmati N., Abdulla T. J., Vieira I., The derivation of interpolants for nonlinear two-point boundary value problems, to appear.
  • [31] Koch O., Weinmuller E., Iterated defect correction for the solution of singular initial value problems SIAM J. Numer. Anal., 38 (2001), 1784-1799.
Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-article-AGH4-0007-0018
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