Experiments with a variable-order type 1 DIMSIM code

The issues related to the development of a new code for nonstiff ordinary differential equations are discussed. This code is based on the Nordsieck representation of type 1 DIMSIMs, implemented in a variable-step size variable-order mode. Numerical results demonstrate that the error estimation employed in the code is very reliable and that the step and order changing strategies are very robust. This code outperforms the Matlab ode45 code for moderate and stringent tolerances.

[1]  Ernst Hairer,et al.  Solving Ordinary Differential Equations I: Nonstiff Problems , 2009 .

[2]  Lawrence F. Shampine,et al.  The MATLAB ODE Suite , 1997, SIAM J. Sci. Comput..

[3]  Zdzislaw Jackiewicz,et al.  Nordsieck representation of DIMSIMs , 2004, Numerical Algorithms.

[4]  John C. Butcher,et al.  Diagonally-implicit multi-stage integration methods , 1993 .

[5]  John C. Butcher A transformation for the analysis of DIMSIMs , 1994 .

[6]  F. Krogh,et al.  Solving Ordinary Differential Equations , 2019, Programming for Computations - Python.

[7]  L. Shampine,et al.  Numerical Solution of Ordinary Differential Equations. , 1995 .

[8]  Hans D. Mittelmann,et al.  A nonlinear optimization approach to the construction of general linear methods of high order , 1997 .

[9]  P. Chartier,et al.  The potential of parallel multi-value methods for the simulation of large real-life problems , 1998 .

[10]  H. D. Mittelmannz A Nonlinear Optimization Approach to the Construction of General Linear Methods of High Order , 1997 .

[11]  Lawrence F. Shampine,et al.  Automatic selection of the initial step size for an ODE solver , 1987 .

[12]  Zdzislaw Jackiewicz,et al.  Diagonally implicit general linear methods for ordinary differential equations , 1993 .

[13]  Zdzislaw Jackiewicz,et al.  Construction of high order diagonally implicit multistage integration methods for ordinary differential equations , 1998 .

[14]  J. Dormand,et al.  A family of embedded Runge-Kutta formulae , 1980 .

[15]  Zdzislaw Jackiewicz,et al.  Construction of diagonally implicit general linear methods of type 1 and 2 for ordinary differential equations , 1996 .

[16]  Zdzislaw Jackiewicz,et al.  Implementation of Diagonally Implicit Multistage Integration Methods for Ordinary Differential Equations , 1997 .