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  • Articles  (28)
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  • 1
    Electronic Resource
    Electronic Resource
    Springer
    Numerische Mathematik 41 (1983), S. 373-398 
    ISSN: 0945-3245
    Keywords: AMS(MOS): 65L05 ; CR: 5.17
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary The paper introduces a new semi-implicit extrapolation method especially designed for the numerical solution of stiff systems of ordinary differential equations. The existence of a quadratic asymptotic expansion in terms of the stepsize is shown. Moreover, the new discretization is analyzed in the light of well-known stability models. The efficiency of the new integrator is clearly demonstrated by solving a series of challenging test problems including real life examples.
    Type of Medium: Electronic Resource
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  • 2
    Electronic Resource
    Electronic Resource
    Springer
    Numerische Mathematik 22 (1974), S. 289-315 
    ISSN: 0945-3245
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract In this paper the well-known modified (underrelaxed, damped) Newton method is extended in such a way as to apply to the solution of ill-conditioned systems of nonlinear equations, i.e. systems having a “nearly singular” Jacobian at some iterate. A special technique also derived herein may be useful, if only bad initial guesses of the solution point are available. Difficulties that arose previously in the numerical solution of nonlinear two-point boundary value problems by multiple shooting techniques can be removed by means of the results presented below.
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  • 3
    Electronic Resource
    Electronic Resource
    Springer
    Numerische Mathematik 51 (1987), S. 501-516 
    ISSN: 0945-3245
    Keywords: AMS(MOS): 65L05 ; CR: G1.7
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary The paper analyzes one-step methods for differential-algebraic equations (DAE) in terms of convergence order. In view of extrapolation methods, certain perturbed asymptotic expansions are shown to hold. For the special DAE extrapolation solver based on the semi-implicit Euler discretization, the perturbed order pattern of the extrapolation tableau is derived in detail. The theoretical results lead to modifications of the known code. The efficiency of the modifications is illustrated by numerical comparisons over critical examples mainly from chemical combustion.
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  • 4
    Electronic Resource
    Electronic Resource
    Springer
    Numerische Mathematik 41 (1983), S. 399-422 
    ISSN: 0945-3245
    Keywords: AMS(MOS): 65L05 ; CR: 5.17
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary The paper presents a new theory for joint order and stepsize control in extrapolation methods. This theory defines a locally optimal order that can be determined along any trajectory to be computed. In addition, Shannon's information theory is applied to derive some ideal convergence model that is expected to describe the behavior of an extrapolation method over a large set of test problems. Extensive numerical comparisons document a drastic acceleration in stiff integration and a mild acceleration in non-stiff integration by the new device. Moreover, a significant increase in reliability, robustness, and portability of the extrapolation codes is achieved.
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  • 5
    ISSN: 0945-3245
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary A modification of the well-known continuation (or homotopy) method for actual computation is worked out. Compared with the classical method, the modification seems to be a more reliable device for supplying useful initial data for shooting techniques. It is shown that computing time may be significantly reduced in the numerical solution of sensitive realistic two-point boundary value problems.
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  • 6
    Electronic Resource
    Electronic Resource
    Springer
    Numerische Mathematik 33 (1979), S. 115-146 
    ISSN: 0945-3245
    Keywords: AMS(MOS): 65H10, 65L10 ; CR: 5.15
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary A numerically applicable stepsize control for discrete continuation methods of orderp is derived on a theoretical basis. Both the theoretical results and the performance of the proposed algorithm are invariant under affine transformation of the nonlinear system to be solved. The efficiency and reliability of the method is demonstrated by solving three real life two-point boundary value problems using multiple shooting techniques. In two of the examples bifurcations occur and are significantly marked by sharp changes in the stepsize estimates.
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  • 7
    Electronic Resource
    Electronic Resource
    Amsterdam : Elsevier
    Physics Letters A 27 (1968), S. 78-79 
    ISSN: 0375-9601
    Source: Elsevier Journal Backfiles on ScienceDirect 1907 - 2002
    Topics: Physics
    Type of Medium: Electronic Resource
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  • 8
    Electronic Resource
    Electronic Resource
    Springer
    Computing 18 (1977), S. 1-13 
    ISSN: 1436-5057
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Description / Table of Contents: Zusammenfassung Es wird eine effiziente Summationsmethode für Minimallösungen von linearen homogenen Differenzengleichungen beliebiter Ordnung vorgeschlagen. Ihre numerische Stabilität wird durch eine Rundungsfehleranalyse gezeigt. Die Resultate werden durch numerische Beispiele veranschaulicht.
    Notes: Abstract A computationally economic summation technique for minimal solutions of linear homogeneous difference equations of arbitrary order is presented. Its numerical stability is shown by means of a rounding error analysis. The results are illustrated by numerical examples.
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  • 9
    Electronic Resource
    Electronic Resource
    Springer
    Zeitschrift für angewandte Mathematik und Physik 30 (1979), S. 177-189 
    ISSN: 1420-9039
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Physics
    Description / Table of Contents: Zusammenfassung Die Arbeit behandelt die Konstruktion von Extrapolationsmethoden für Systeme der Art $$L[y] = \varepsilon f(t,y,),$$ wobeiL ein allgemeiner linearer Differentialoperator der Ordnungk ist. Für ε=0 wird verlangt, daß die Diskretisierungenexakt sind und nur Lösungen aus dem Nullraum vonL enthalten. Für ε≠0 wird die Konstruktion von Methoden untersucht, diequadratische Extrapolation gestatten. Im Spezialfallk=2 erhält man ein neues Zweischritt-Verfahren für Systeme des Typs $$y'' + Ay = \varepsilon f(t,y,y')$$ wobeiA eine reelle, symmetrische, positiv semi-definite Matrix ist. Dieser Algorithmus könnte in derregularisierten Himmelsmechanik von Nutzen sein—abgesehen von anderen möglichen Anwendungen.
    Notes: Abstract The paper presents a theoretical approach to the construction of extrapolation methods for systems of the kind. $$L[y] = \varepsilon f(t,y,),$$ whereL is a general linear differential operator of orderk. For ε=0, the discretization schemes are required to beexact and to contain only solutions in the nullspace ofL. For ε≠0, the paper studies the construction of methods that permitquadratic extrapolation. In the special casek=2, a new two-step method is obtained that applies to systems of the type $$y'' + Ay = \varepsilon f(t,y,y')$$ whereA is a real, symmetric, positive semi-definite matrix. This algorithm might be of use inregular celestial mechanics-apart from any other possible applications.
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  • 10
    Electronic Resource
    Electronic Resource
    Springer
    Celestial mechanics and dynamical astronomy 21 (1980), S. 213-223 
    ISSN: 1572-9478
    Source: Springer Online Journal Archives 1860-2000
    Topics: Physics
    Notes: Abstract In this paper, a special extrapolation method for the numerical integration of perturbed Kepler problems (given in KS-formulation) is worked out and analyzed in detail. The underlying so-called Kepler discretization isexact for the pure (elliptic) Kepler motion. A numerically stable realization is presented together with a backward error analysis: this analysis shows that the effect of the arising rounding errors can be regarded as a small perturbation inferior to the physical perturbation. For test purposes, a well-known example describing the motion of an artificial Earth satellite in an equator plane subject to the oblateness perturbation is used to demonstrate the efficiency of the new extrapolation method.
    Type of Medium: Electronic Resource
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