Direct event location techniques based on Adams multistep methods for discontinuous ODEs

Abstract In this paper we consider numerical techniques to locate the event points of the differential system x ′ = f ( x ) , where f is a discontinuous vector field along an event surface Σ = { x ∈ R n | h ( x ) = 0 } splitting the state space into two different regions R 1 and R 2 and f ( x ) = f i ( x ) when x ∈ R i , for i = 1 , 2 while f 1 ( x ) ≠ f 2 ( x ) when x ∈ Σ . Methods based on Adams multistep schemes which approach the event surface Σ from one side only and in a finite number of steps are proposed. Particularly, these techniques do not require the evaluation of the vector field f 1 (respectively, f 2 ) in the region R 2 (respectively R 1 ) and are based on the computation–at each step–of a new time step τ reducing the value of the event function h ( x ) by a fixed quantity.

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