ALBERT

All Library Books, journals and Electronic Records Telegrafenberg

Your email was sent successfully. Check your inbox.

An error occurred while sending the email. Please try again.

Proceed reservation?

Export
Filter
  • Articles  (42)
  • 65L05  (42)
  • 2020-2024
  • 2020-2023
  • 1990-1994  (42)
  • Mathematics  (42)
  • Energy, Environment Protection, Nuclear Power Engineering
Collection
  • Articles  (42)
Publisher
Years
Year
Topic
  • Mathematics  (42)
  • Energy, Environment Protection, Nuclear Power Engineering
  • Computer Science  (27)
  • 1
    Electronic Resource
    Electronic Resource
    Springer
    BIT 34 (1994), S. 337-345 
    ISSN: 1572-9125
    Keywords: 65L05 ; 70H99 ; symplectic integration ; Hamiltonian systems ; quadratic invariants
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract We show that the theorems of Sanz-Serna and Eirola and Sanz-Serna concerning the symplecticity of Runge-Kutta and Linear Multistep methods, respectively, follow from the fact that these methods preserve quadratic integral invariants and are closed under differentiation and restriction to closed subsystems.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 2
    Electronic Resource
    Electronic Resource
    Springer
    BIT 34 (1994), S. 25-32 
    ISSN: 1572-9125
    Keywords: 65L05 ; general linear method ; diagonally implicit method ; DIMSIM ; order conditions ; stability polynomial
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract The special case of diagonally-implicit multistage integration methods is considered in which the order, the stage order, the number of values passed between steps and the number of stages in a step, all coincide. It is shown that a similarity transformation can be applied to the matrices characterizing the method so as to simplify the expression for the stability polynomial and thus aid in the search for methods with acceptable stability.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 3
    Electronic Resource
    Electronic Resource
    Springer
    BIT 34 (1994), S. 88-98 
    ISSN: 1572-9125
    Keywords: Runge-Kutta ; absolute stability ; Floquet ; equilibrium ; steady state ; 65L05
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract This work examines the stability of explicit Runge-Kutta methods applied to a certain linear ordinary differential equation with periodic coefficients. On this problem naïve use of the eigenvalues of the Jacobian results in misleading conclusions about stable behaviour. It is shown, however, that a valid analogue of the classical absolute stability theory can be developed. Further, using a suitable generalisation of the equilibrium theory of Hall [ACM Trans. on Math. Soft. 11 (1985), pp. 289–301], accurate predictions are made about the performance of modern, adaptive algorithms.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 4
    Electronic Resource
    Electronic Resource
    Springer
    BIT 34 (1994), S. 215-227 
    ISSN: 1572-9125
    Keywords: 65L05 ; 65L20 ; Parallel methods ; ordinary differential equations
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract This paper concerns parallel frontal predictor-corrector methods. Order and stability of these methods are investigated, when the corrector is solved both by the fixed point iteration method and by the Newton method.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 5
    Electronic Resource
    Electronic Resource
    Springer
    BIT 34 (1994), S. 262-267 
    ISSN: 1572-9125
    Keywords: 65L05 ; 65L20 ; Runge-Kutta methods ; A-stability ; delay differential equations
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract A natural Runge-Kutta method is a special type of Runge-Kutta method for delay differential equations (DDEs); it is known that any one-step collocation method is equivalent to one of such methods. In this paper, we consider a linear constant-coefficient system of DDEs with a constant delay, and discuss the application of natural Runge-Kutta methods to the system. We show that anA-stable method preserves the asymptotic stability property of the analytical solutions of the system.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 6
    Electronic Resource
    Electronic Resource
    Springer
    BIT 34 (1994), S. 455-483 
    ISSN: 1572-9125
    Keywords: 65L05 ; Multibody dynamics ; automatic modeling ; constraints ; invariants ; descriptor form ; state space form ; Runge-Kutta methods ; multistep methods ; one-leg collocation methods ; DAE ; transferred ODE ; velocity stabilization ; projection ; quasi-stabilization
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract An application of some one- and multistep methods for the numerical integration ofconstrained mechanical systems with and without stabilization is demonstrated to compare their efficiency. In particular, the use of (high order) multistep methods is considered. Choosingsupernumerary coordinates, constrained mechanical systems are formulated in descriptor form (DAE). For 2D systems at least, an assembling technique methodically different from, but equivalent to, the Lagrange formalism is presented for the computer generation of the equations of motion with constant mass matrix and quadratic constraints. This modeling, which can be generalized to 3D multibody systems, is applied on two non-stiff test problems. An example of the automatic modeling and simulation is given by a seven body mechanism. Computer programs are presented. By index reduction, the DAE model is transferred to an equivalent ODE representation whose unstable numerical solution is stabilized byprojection onto the constraint manifold. A perturbation analysis shows thatvelocity stabilization is the most efficient projection with regard to improvement of the numerical integration. How frequently the numerical solution of the transferred ODE should be stabilized is discussed. For a class of multistep methods, a strategy of stabilizing at certain time steps and performing a much less demandingquasi-stabilization at the others is suggested, especially for high order methods. With these high order methods, stabilization is not even necessary for the second test problem.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 7
    Electronic Resource
    Electronic Resource
    Springer
    BIT 34 (1994), S. 325-336 
    ISSN: 1572-9125
    Keywords: 65L05 ; 34K99 ; Delay differential equations ; dynamic iteration ; waveform relaxation
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract In this paper we study dynamic iteration techniques for systems of nonlinear delay differential equations. After pointing out a close connection to the ‘truncated infinite embedding’, as proposed by Feldstein, Iserles, and Levin, we give a proof of the superlinear convergence of the simple dynamic iteration scheme. Then we propose a more general scheme that in addition allows for a decoupling of the equations into disjoint subsystems, just like what we are used to from dynamic iteration schemes for ODEs. This scheme is also shown to converge superlinearly.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 8
    Electronic Resource
    Electronic Resource
    Springer
    BIT 34 (1994), S. 361-366 
    ISSN: 1572-9125
    Keywords: 65L05 ; Differential-algebraic systems ; Runge-Kutta methods
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract Implicit Runge-Kutta (IRK) methods and projected IRK methods for the solution of semiexplicit index-2 systems of differential algebraic systems (DAEs) have been proposed by several authors. In this paper we prove that if a method satisfiesBA+A t B−bb t =0, it conserves quadratic invariants of DAEs.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 9
    Electronic Resource
    Electronic Resource
    Springer
    BIT 33 (1993), S. 285-303 
    ISSN: 1572-9125
    Keywords: 65L05 ; stiffness ; stability ; pseudospectra
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract It is argued that even for a linear system of ODEs with constant coefficients, stiffness cannot properly be characterized in terms of the eigenvalues of the Jacobian, because stiffness is a transient phenomenon whereas the significance of eigenvalues is asymptotic. Recent theory from the numerical solution of PDEs is adapted to show that a more appropriate characterization can be based upon pseudospectra instead of spectra. Numerical experiments with an adaptive ODE solver illustrate these findings.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 10
    Electronic Resource
    Electronic Resource
    Springer
    BIT 33 (1993), S. 452-472 
    ISSN: 1572-9125
    Keywords: AMS(MOS) ; 65L05 ; 65L07 ; General linear method ; order conditions ; stability analysis
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract We investigate some classes of general linear methods withs internal andr external approximations, with stage orderq and orderp, adjacent to the class withs=r=q=p considered by Butcher. We demonstrate that interesting methods exist also ifs+1=r=q, p=q orq+1,s=r+1=q, p=q orq+1, ands=r=q, p=q+1. Examples of such methods are constructed with stability function matching theA-acceptable generalized Padé approximations to the exponential function.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 11
    Electronic Resource
    Electronic Resource
    Springer
    BIT 33 (1993), S. 434-451 
    ISSN: 1572-9125
    Keywords: 34A50 ; 65L05 ; 65L20 ; Ordinary Differential Equations ; Initial Value Problems ; Numerical Methods ; Stability
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract The stability properties of three particular boundary value methods (BVMs) for the solution of initial value problems are considered. Our attention is focused on the BVMs based on the midpoint rule, on the Simpson method and on an Adams method of order 3. We investigate their BV-stability regions by considering the scalar test problem and constant stepsize. The study of the conditioning of the coefficient matrix of the discrete problem is extended to the case of variable stepsize and block ODE problems. We also analyse an appropriate choice for the stepsize for stiff problems. Numerical tests are reported to evidentiate the effectiveness of the BVMs and the differences among the BVMs considered.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 12
    Electronic Resource
    Electronic Resource
    Springer
    BIT 33 (1993), S. 619-633 
    ISSN: 1572-9125
    Keywords: 65L05 ; Stiff Ordinary Differential Equations ; Diagonally Implicit Runge-Kutta methods
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract In this paper, the optimal order of non-confluent Diagonally Implicit Runge-Kutta (DIRK) methods with non-zero weights is examined. It is shown that the order of aq-stage non-confluent DIRK method with non-zero weights cannot exceedq+1. In particular the optimal order of aq stage non-confluent DIRK method with non-zero weights isq+1 for 1≤q≤5. DIRK methods of orders five and six in four and five stages respectively are constructed. It is further shown that the optimal order of a non-confluentq stage DIRK method with non-zero weights isq, forq≥6.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 13
    Electronic Resource
    Electronic Resource
    Springer
    Numerische Mathematik 66 (1993), S. 411-421 
    ISSN: 0945-3245
    Keywords: 65L05
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary Boundary value techniques for the solution of initial value problems of ODEs, despite their apparent higher cost, present some important advantages over initial value methods. Among them, there is the possibility to have greater accuracy, to control the global error, and to have an efficient parallel implementation. In this paper, the same techniques are applied to the solution of linear initial value problems of DAEs. We have considered three term numerical methods (Midpoint, Simpson, and an Adams type method) in order to obtain a block tridiagonal linear system as a discrete problem. Convergence results are stated in the case of constant coefficients, and numerical examples are given on linear time-varying problems.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 14
    Electronic Resource
    Electronic Resource
    Springer
    Numerische Mathematik 64 (1993), S. 409-431 
    ISSN: 0945-3245
    Keywords: 65L05
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary For the numerical solution of non-stiff semi-explicit differentialalgebraic equations (DAEs) of index 1 half-explicit Runge-Kutta methods (HERK) are considered that combine an explicit Runge-Kutta method for the differential part with a simplified Newton method for the (approximate) solution of the algebraic part of the DAE. Two principles for the choice of the initial guesses and the number of Newton steps at each stage are given that allow to construct HERK of the same order as the underlying explicit Runge-Kutta method. Numerical tests illustrate the efficiency of these methods.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 15
    Electronic Resource
    Electronic Resource
    Springer
    Numerische Mathematik 64 (1993), S. 521-539 
    ISSN: 0945-3245
    Keywords: 65L05 ; 70-08
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary The numerical analysis of multibody system dynamics is based on the equations of motion as differential-algebraic systems. A thorough analysis of the linearized equations and their solution theory leads to an equivalent system of ordinary differential equations which gives deeper insight into the derivation of integration schemes and into the stabilization approaches. The main tool is the Drazin inverse, a generalized matrix inverse, which preserves the eigenvalues. The results are illustrated by a realistic truck model. Finally, the approach is extended to the nonlinear index 2 formulation.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 16
    Electronic Resource
    Electronic Resource
    Springer
    Numerische Mathematik 65 (1993), S. 143-175 
    ISSN: 0945-3245
    Keywords: 35A40 ; 35B40 ; 65L05 ; 65L20 ; 58F22
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Sumamry This article is concerned with the comparison of the dynamic of a partial differential equation and its time discretization. We restrict our attention to the neighborhood of a hyperbolic periodic orbit. We show that the discretization possesses an invariant closed curve near the periodic orbit and that the trajectories of the semigroups defined by the partial differential equations and its approximation are close in a sense to be precised provided that different data are allowed. This answers partly an open problem posed in [4]. Examples of application to dissipative partial equations are provided.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 17
    Electronic Resource
    Electronic Resource
    Springer
    Numerische Mathematik 65 (1993), S. 77-94 
    ISSN: 0945-3245
    Keywords: 34A09 ; 65L05 ; 65H10
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary A method has been proposed for numerically solving lower dimensional, nonlinear, higher index differential algebraic equations for which more classical methods such as backward differentiation or implicit Runge-Kutta may not be appropriate. This method is based on solving nonlinear DAE derivative arrays using nonlinear singular least squares methods. The theoretical foundations, generality, and limitations of this approach remain to be determined. This paper carefully examines several key aspects of this approach. The emphasis is on general results rather than specific results based on the structure of various applications.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 18
    Electronic Resource
    Electronic Resource
    Springer
    Numerische Mathematik 65 (1993), S. 285-300 
    ISSN: 0945-3245
    Keywords: 65L05 ; 65L20
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary A trajectory problem is an initial value problem where the interest lies in obtaining the curve traced by the solution, rather than in finding the actual correspondence between the values of the parameter and the points on that curve. This paper introduces a family of multi-stage, multi-step numerical methods to integrate trajectory problems whose solution is on a spherical surface. It has been shown that this kind of algorithms has good numerical properties: consistency, stability, convergence and others that are not standard. The latest ones make them a better choice for certain problems.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 19
    Electronic Resource
    Electronic Resource
    Springer
    Numerical algorithms 5 (1993), S. 325-337 
    ISSN: 1572-9265
    Keywords: Chebyshev approximation ; differential equations ; initial value problems ; exchange algorithm ; primary 41A50 ; 65D10 ; 65L05
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract The nonlinear Chebyshev approximation of real-valued data is considered where the approximating functions are generated from the solution of parameter dependent initial value problems in ordinary differential equations. A theory for this process applied to the approximation of continuous functions on a continuum is developed by the authors in [17]. This is briefly described and extended to approximation on a discrete set. A much simplified proof of the local Haar condition is given. Some algorithmic details are described along with numerical examples of best approximations computed by the Exchange algorithm and a Gauss-Newton type method.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 20
    Electronic Resource
    Electronic Resource
    Springer
    BIT 32 (1992), S. 535-538 
    ISSN: 1572-9125
    Keywords: 65L05 ; 65D30 ; 65D32
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 21
    Electronic Resource
    Electronic Resource
    Springer
    BIT 32 (1992), S. 345-349 
    ISSN: 1572-9125
    Keywords: 65L05 ; 70H15 ; 05C05
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract Implicit Runge-Kutta methods with vanishingM matrix are discussed for preserving the symplectic structure of Hamiltonian systems. The number of the order conditions independent of the number of stages can be reduced considerably for the symplectic IRK method through the analysis utilizing the rooted tree and the corresponding elementary differentials. Butcher's simplifying condition further reduces the number of independent order conditions.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 22
    Electronic Resource
    Electronic Resource
    Springer
    BIT 32 (1992), S. 350-366 
    ISSN: 1572-9125
    Keywords: 65L05 ; 65L20 ; 65Y05
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract For a large class of traditional backward Euler multirate methods we show that stability is preserved when the methods are applied to certain stable (but not necessarily monotonic) non-linear systems. Methods which utilize waveform relaxation sweeps are shown to be stable and converge for certain monotonic systems.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 23
    Electronic Resource
    Electronic Resource
    Springer
    Numerische Mathematik 61 (1992), S. 261-264 
    ISSN: 0945-3245
    Keywords: 65L05
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary Kirchgraber derived in 1988 an integration procedure (called the LIPS-code) for long-term prediction of the solutions of equations which are perturbations of systems having only periodic solutions. His basic idea is to use the Poincaré map to define a new system which can be integrated with large step-size; the method is specially successful when the period is close to the unperturbed one. Obviously the size of the perturbation modifies the period and therefore affects the precision of the algorithm. In this paper we propose a double modification of Kirchgraber's code: to use a first-order approximation of the perturbed period instead of the unperturbed one, and a scheme specially designed for integration of orbits instead of the Runge-Kutta method. We show that this new code permits a spectacular improvement in accuracy and computation time.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 24
    Electronic Resource
    Electronic Resource
    Springer
    Numerische Mathematik 61 (1992), S. 281-290 
    ISSN: 0945-3245
    Keywords: 65L05
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary We consider the question of whether multistep methods inherit in some sense quadratic first integrals possessed by the differential system being integrated. We also investigate whether, in the integration of Hamiltonian systems, multistep methods conserve the symplectic structure of the phase space.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 25
    Electronic Resource
    Electronic Resource
    Springer
    Numerische Mathematik 61 (1992), S. 291-310 
    ISSN: 0945-3245
    Keywords: 65L05 ; 65L10
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary A finite-difference method for the integration of the Korteweg-de Vries equation on irregular grids is analyzed. Under periodic boundary conditions, the method is shown to be supraconvergent in the sense that, though being inconsistent, it is second order convergent. However, such a convergence only takes place on grids with an odd number of points per period. When a grid with an even number of points is used, the inconsistency of the method leads to divergence. Numerical results backing the analysis are presented.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 26
    Electronic Resource
    Electronic Resource
    Springer
    Numerische Mathematik 61 (1992), S. 501-521 
    ISSN: 0945-3245
    Keywords: 65L05 ; 65L07 ; 58F05 ; 70-08 ; 70F15 ; 70H15
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary New methods are presented for the numerical integration of ordinary differential equations of the important family of Hamiltonian dynamical systems. These methods preserve the Poincaré invariants and, therefore, mimic relevant qualitative properties of the exact solutions. The methods are based on a Runge-Kutta-type ansatz for the generating function to realize the integration steps by canonical transformations. A fourth-order method is given and its implementation is discussed. Numerical results are presented for the Hénon-Heiles system, which describes the motion of a star in an axisymmetric galaxy.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 27
    Electronic Resource
    Electronic Resource
    Springer
    BIT 31 (1991), S. 647-663 
    ISSN: 1572-9125
    Keywords: 65L05 ; Runge-Kutta ; parallelism ; defect ; interpolation
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract How can small-scale parallelism best be exploited in the solution of nonstiff initial value problems? It is generally accepted that only modest gains inefficiency are possible, and it is often the case that “fast” parallel algorithms have quite crude error control and stepsize selection components. In this paper we consider the possibility of using parallelism to improvereliability andfunctionality rather than efficiency. We present an algorithm that can be used with any explicit Runge-Kutta formula. The basic idea is to take several smaller substeps in parallel with the main step. The substeps provide an interpolation facility that is essentially free, and the error control strategy can then be based on a defect (residual) sample. If the number of processors exceeds (p − 1)/2, wherep is the order of the Runge-Kutta formula, then the interpolant and the error control scheme satisfy very strong reliability conditions. Further, for a given orderp, the asymptotically optimal values for the substep lengths are independent of the problem and formula and hence can be computed a priori. Theoretical comparisons between the parallel algorithm and optimal sequential algorithms at various orders are given. We also report on numerical tests of the reliability and efficiency of the new algorithm, and give some parallel timing statistics from a 4-processor machine.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 28
    Electronic Resource
    Electronic Resource
    Springer
    BIT 31 (1991), S. 608-619 
    ISSN: 1572-9125
    Keywords: 65L05 ; error control ; Adams method ; embedded Runga-Kutta
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract We discuss error control for explicit methods when the stepsize is bounded by stability on the imaginary axis. Our main result is a formulation of a condition on the estimator of the local error which prevents the fast components to exceed the prescribed error tolerance. A PECE Adams method of 4th order accuracy is proposed for mildly stiff oscillatory systems. For comparison we also discuss embedded Runga-Kutta methods.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 29
    Electronic Resource
    Electronic Resource
    Springer
    BIT 31 (1991), S. 89-101 
    ISSN: 1572-9125
    Keywords: 65L05 ; Numerical analysis ; stiff problems ; Rosenbrock methods
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract In this paper a new technique for avoiding exact Jacobians in ROW methods is proposed. The Jacobiansf' n are substituted by matricesA n satisfying a directional consistency conditionA n f n =f' n f n +O(h). In contrast to generalW-methods this enables us to reduce the number of order conditions and we construct a 2-stage method of order 3 and families of imbedded 4-stage methods of order 4(3). The directional approximation of the Jacobians has been realized via rank-1 updating as known from quasi-Newton methods.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 30
    ISSN: 1572-9125
    Keywords: 65L05 ; stiff convergence ; linear multistep methods ; one-leg methods
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract To prove convergence of numerical methods for stiff initial value problems, stability is needed but also estimates for the local errors which are not affected by stiffness. In this paper global error bounds are derived for one-leg and linear multistep methods applied to classes of arbitrarily stiff, nonlinear initial value problems. It will be shown that under suitable stability assumptions the multistep methods are convergent for stiff problems with the same order of convergence as for nonstiff problems, provided that the stepsize variation is sufficiently regular.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 31
    Electronic Resource
    Electronic Resource
    Springer
    BIT 31 (1991), S. 144-159 
    ISSN: 1572-9125
    Keywords: 41A20 ; 65L05 ; Rational approximation ; A-acceptability
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract Rational approximations to the exponential function with real, not necessarily distinct poles are studied in this paper. The orthogonality relation is established in order to show that the zeros of the collocation polynomial of the corresponding Runge-Kutta method are all real, simple and positive. It is proven, that approximants with the smallest error constant are the Restricted Padé approximants of Nørsett. Some results concerning acceptability properties are given.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 32
    ISSN: 1572-9125
    Keywords: 65L05 ; Second order periodic initial-value problem ; phase-lag
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract A four-step method with phase-lag of infinite order is developed for the numerical integration of second order initial-value problems. Extensive numerical testing indicates that this new method can be generally more accurate than other four-step methods.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 33
    Electronic Resource
    Electronic Resource
    Springer
    BIT 31 (1991), S. 293-313 
    ISSN: 1572-9125
    Keywords: AMS(MOS) 65M10 ; 65L05 ; 47D05 ; Resolvent conditions ; evolution equations ; numerical stability
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract As many numerical processes for time discretization of evolution equations can be formulated as analytic mappings of the generator, they can be represented in terms of the resolvent. To obtain stability estimates for time discretizations, one therefore would like to carry known estimates on the resolvent back to the time domain. For different types of bounds of the resolvent of a linear operator, bounds for the norm of the powers of the operator and for their sum are given. Under similar bounds for the resolvent of the generator, some new stability bounds for one-step and multistep discretizations of evolution equations are then obtained.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 34
    Electronic Resource
    Electronic Resource
    Springer
    BIT 31 (1991), S. 373-374 
    ISSN: 1572-9125
    Keywords: 65L05
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract The polynomial associated with the largest disk of stability of anm-stage explict Runge-Kutta method of orderp is unique.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 35
    Electronic Resource
    Electronic Resource
    Springer
    Numerische Mathematik 60 (1991), S. 465-476 
    ISSN: 0945-3245
    Keywords: 65L05 ; 65L20
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary In this paper the maximum attainable order of a special class of symmetrizers for Gauss methods is studied. In particular, it is shown that a symmetrizer of this type for thes-stage Gauss method can attain order 2s-1 only for 1 ≦s ≦ 3, and that these symmetrizers areL-stable. A classification of the maximum attainable order of symmetrizers for some higher stages is presented. AnL-stable symmetrizer is also shown to exist for each of the methods studied.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 36
    Electronic Resource
    Electronic Resource
    Springer
    Numerische Mathematik 60 (1991), S. 145-161 
    ISSN: 0945-3245
    Keywords: 65L05 ; 65F20
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary This paper presents a family of methods for accurate solution of higher index linear variable DAE systems, $$A(t)\dot y(t) + B(t)y(t) = f(t)$$ . These methods use the DAE system and some of its first derivatives as constraints to a least squares problem that corresponds to a Taylor series ofy, or an approximative equality derived from a Pade' approximation of the exponential function. Accuracy results for systems transformable to standard canonical form are given. Advantages, disadvantages, stability properties and implementation of these methods are discussed and two numerical examples are given, where we compare our results with results from more traditional methods.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 37
    Electronic Resource
    Electronic Resource
    Springer
    Numerische Mathematik 59 (1991), S. 321-348 
    ISSN: 0945-3245
    Keywords: 65D05 ; 65L05
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary Construction of optimal triangular meshes for controlling the errors in gradient estimation for piecewise linear interpolation of data functions in the plane is discussed. Using an appropriate linear coordinate transformation, rigorously optimal meshes for controlling the error in quadratic data functions are constructed. It is shown that the transformation can be generated as a curvilinear coordinate transformation for anyC data function with nonsingular Hessian matrix. Using this transformation, a construction of nearly optimal meshes for general data functions is described and the error equilibration properties of these meshes discussed. In particular, it is shown that equilibration of errors is not a sufficient condition for optimality. A comparison of meshes generated under several different criteria is made, and their equilibrating properties illustrated.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 38
    Electronic Resource
    Electronic Resource
    Springer
    Numerische Mathematik 59 (1991), S. 723-737 
    ISSN: 0945-3245
    Keywords: 65L05
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary In this paper we give conditions for theB-convergence of Rosenbrock type methods when applied to stiff semi-linear systems. The convergence results are extended to stiff nonlinear systems in singular perturbation form. As a special case partitioned methods are considered. A third order method is constructed.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 39
    ISSN: 0945-3245
    Keywords: 65F20 ; 65F25 ; 65L05
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary This paper extends the singular value decomposition to a path of matricesE(t). An analytic singular value decomposition of a path of matricesE(t) is an analytic path of factorizationsE(t)=X(t)S(t)Y(t) T whereX(t) andY(t) are orthogonal andS(t) is diagonal. To maintain differentiability the diagonal entries ofS(t) are allowed to be either positive or negative and to appear in any order. This paper investigates existence and uniqueness of analytic SVD's and develops an algorithm for computing them. We show that a real analytic pathE(t) always admits a real analytic SVD, a full-rank, smooth pathE(t) with distinct singular values admits a smooth SVD. We derive a differential equation for the left factor, develop Euler-like and extrapolated Euler-like numerical methods for approximating an analytic SVD and prove that the Euler-like method converges.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 40
    Electronic Resource
    Electronic Resource
    Springer
    BIT 30 (1990), S. 516-528 
    ISSN: 1572-9125
    Keywords: 65L05 ; 65L20 ; 65M10 ; Numerical analysis ; Initial Value Problems ; Explicit Methods ; Stability ; Stability Region ; Circle Condition
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract This paper deals with polynomial approximationsφ(x) to the exponential function exp(x) related to numerical procedures for solving initial value problems. Motivated by stability requirements, we present a numerical study of the largest diskD(ρ)={z ∈ C: |z+ρ|≤ρ} that is contained in the stability regionS(φ)={z ∈C: |φ(z)|≤1}. The radius of this largest disk is denoted byr(φ), the stability radius. On the basis of our numerical study, several conjectures are made concerningr m,p=sup {r(φ):φ εΠ m,p}. HereΠ m, p (1≤p≤m; p, m integers) is the class of all polynomialsφ(x) with real coefficients and degree ≤m for whichφ(x)=exp(x)+O(x p+1) (forx → 0).
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 41
    Electronic Resource
    Electronic Resource
    Springer
    BIT 30 (1990), S. 700-706 
    ISSN: 1572-9125
    Keywords: 65L05
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract The theory of positive real functions is used to provide bounds for the largest possible disk to be inscribed in the stability region of an explicit Runge-Kutta method. In particular, we show that the closed disk |ξ+r| ≤r can be contained in the stability region of an explicitm-stage Runge-Kutta method of order two if and only ifr ≤m − 1.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 42
    Electronic Resource
    Electronic Resource
    Springer
    Numerische Mathematik 58 (1990), S. 479-501 
    ISSN: 0945-3245
    Keywords: AMS(MOS) ; 65L05 ; CR: G1.7
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary The possibility of balancing the iteration and discretization errors in iterative solution of large systems of initial value problems is discussed. The main result answers the question affirmatively by stating that in the convergence process, in a model situation, the decay rate of iteration errors is essentially independent of the step size refinement process.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
Close ⊗
This website uses cookies and the analysis tool Matomo. More information can be found here...