scholarly journals Implementing Adams Methods with Preassigned Stepsize Ratios

2010 ◽  
Vol 2010 ◽  
pp. 1-19
Author(s):  
David J. López ◽  
José G. Romay
Keyword(s):  
Numerical Study ◽  
Step Length ◽  
Step Size ◽  
Cpu Time ◽  
Numerical Tests ◽  
Function Calls ◽  
Adams Methods ◽  
Variable Step ◽  
Runge Kutta

Runge-Kutta and Adams methods are the most popular codes to solve numerically nonstiff ODEs. The Adams methods are useful to reduce the number of function calls, but they usually require more CPU time than the Runge-Kutta methods. In this work we develop a numerical study of a variable step length Adams implementation, which can only take preassigned step-size ratios. Our aim is the reduction of the CPU time of the code by means of the precalculation of some coefficients. We present several numerical tests that show the behaviour of the proposed implementation.

Numerical seismograms obtained using ω-κ integrals, for a point P source in a vertically inhomogeneous anelastic model

1996 ◽  
Vol 86 (3) ◽  
pp. 750-760
Author(s):  
F. Abramovici ◽  
L. H. T. Le ◽  
E. R. Kanasewich
Keyword(s):  
Half Space ◽  
Homogeneous Layer ◽  
Variable Step Size ◽  
Step Size ◽  
Adaptive Process ◽  
Cpu Time ◽  
Homogeneous Half Space ◽  
Linear Layer ◽  
Variable Step ◽  
Viscoelastic Layers

Abstract This article presents some numerical experiments in using a computer program for calculating the displacements due to a P source in a vertically inhomogeneous structure, based on the Fourier-Bessel representation. The structure may contain homogeneous, inhomogeneous, elastic, or viscoelastic layers. The source may act in any type of sublayer or in the half-space. Synthetic results for the simple case of a homogeneous layer overlaying a homogeneous half-space compare favorably with computations based on the Cagniard method. Numerical seismograms for an elastic layer having velocities and density varying linearly with depth were computed by integrating numerically the governing differential systems and compared with results based on the Haskell model of splitting the linear layer in homogeneous sublayers. Even an adaptive process with a variable step size based on the Haskell model has a poorer performance on the accuracy-cpu time scale than numerical integration.

scholarly journals Embedded Exponentially-Fitted Explicit Runge-Kutta-Nyström Methods for Solving Periodic Problems

Computation ◽  
2020 ◽  
Vol 8 (2) ◽  
pp. 32
Author(s):  
Musa Demba ◽  
Poom Kumam ◽  
Wiboonsak Watthayu ◽  
Pawicha Phairatchatniyom
Keyword(s):  
Error Estimation ◽  
Variable Step Size ◽  
Local Error ◽  
Step Size ◽  
Local Error Estimation ◽  
Nyström Methods ◽  
Periodic Problems ◽  
Variable Step ◽  
Exponentially Fitted ◽  
Runge Kutta

In this work, a pair of embedded explicit exponentially-fitted Runge–Kutta–Nyström methods is formulated for solving special second-order ordinary differential equations (ODEs) with periodic solutions. A variable step-size technique is used for the derivation of the 5(3) embedded pair, which provides a cheap local error estimation. The numerical results obtained signify that the new adapted method is more efficient and accurate compared with the existing methods.

scholarly journals Variable Step Size Adams Methods for BSDEs

2021 ◽  
Vol 2021 ◽  
pp. 1-13
Author(s):  
Qiang Han
Keyword(s):  
High Order ◽  
Variable Step Size ◽  
Necessary And Sufficient Condition ◽  
Step Size ◽  
Truncation Errors ◽  
Adams Methods ◽  
Variable Step ◽  
High Order Convergence ◽  
The Stability ◽  
Necessary And Sufficient

For backward stochastic differential equations (BSDEs), we construct variable step size Adams methods by means of Itô–Taylor expansion, and these schemes are nonlinear multistep schemes. It is deduced that the conditions of local truncation errors with respect to Y and Z reach high order. The coefficients in the numerical methods are inferred and bounded under appropriate conditions. A necessary and sufficient condition is given to judge the stability of our numerical schemes. Moreover, the high-order convergence of the schemes is rigorously proved. The numerical illustrations are provided.

A Comparative Study of Digital Integration Methods

SIMULATION ◽  
1969 ◽  
Vol 12 (2) ◽  
pp. 87-94 ◽  
Author(s):  
Hinrich R. Martens
Keyword(s):  
Linear Systems ◽  
State Transition ◽  
General Purpose ◽  
The State ◽  
Variable Step Size ◽  
Step Size ◽  
Synchronous Interaction ◽  
Variable Step ◽  
Runge Kutta ◽  
Speed Accuracy

This paper is a brief report on an investigation into the performance of integration routines used in the simula tion of dynamic systems by general-purpose digital simu lation programs. The performance is compared with respect to overall speed, accuracy, and convenience. Several routines are considered, including rectangular, Runge-Kutta, Runge-Kutta-Blum, Runge-Kutta-Mer son, and Adams-Moulton methods. The last two may use either fixed- or variable-step-size methods. The Tus tin method and the State-Transition method are also included. By examining the performance of the routines through tests on representative systems, it is shown that for the simulation of linear systems the state transition method works best. For the general simulation of linear and non linear systems the variable-step-size Runge-Kutta-Mer son method proves to be most accurate and most efficient. The variable-step-size method may be designed to gen erate outputs at uniform intervals, thus greatly enhanc ing its value when synchronous interaction with other parts of a simulation is required.

scholarly journals Diagonal Block Method for Solving Two-Point Boundary Value Problems with Robin Boundary Conditions

2018 ◽  
Vol 2018 ◽  
pp. 1-12
Author(s):  
Nadirah Mohd Nasir ◽  
Zanariah Abdul Majid ◽  
Fudziah Ismail ◽  
Norfifah Bachok
Keyword(s):  
Boundary Conditions ◽  
Boundary Value Problems ◽  
Numerical Study ◽  
Boundary Value ◽  
Diagonal Block ◽  
Robin Boundary Conditions ◽  
Block Method ◽  
Step Size ◽  
Function Calls ◽  
Robin Boundary

This numerical study presents the diagonal block method of order four for solving the second-order boundary value problems (BVPs) with Robin boundary conditions at two-point concurrently using constant step size. The solution is obtained directly without reducing to a system of first-order differential equations using a combination of predictor-corrector mode via shooting technique. The shooting method was adapted with the Newton divided difference interpolation approach as the strategy of seeking for the new initial estimate. Five numerical examples are included to examine and illustrate the practical usefulness of the proposed method. Numerical tested problem is also highlighted on the diffusion of heat generated application that imposed the Robin boundary conditions. The present findings revealed that the proposed method gives an efficient performance in terms of accuracy, total function calls, and execution time as compared with the existing method.

A Variable Step-Size for Sparse Nonlinear Adaptive Filters

2021 ◽  
Author(s):  
Alberto Carini ◽  
Markus V. S. Lima ◽  
Hamed Yazdanpanah ◽  
Simone Orcioni ◽  
Stefania Cecchi
Keyword(s):  
Adaptive Filters ◽  
Variable Step Size ◽  
Step Size ◽  
Variable Step
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