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On energy conservation of the simplified Takahashi-Imada method

Ernst Hairer, Robert I. McLachlan, Robert D. Skeel (2009)

ESAIM: Mathematical Modelling and Numerical Analysis

In long-time numerical integration of Hamiltonian systems, and especially in molecular dynamics simulation, it is important that the energy is well conserved. For symplectic integrators applied with sufficiently small step size, this is guaranteed by the existence of a modified Hamiltonian that is exactly conserved up to exponentially small terms. This article is concerned with the simplified Takahashi-Imada method, which is a modification of the Störmer-Verlet method that is as easy to implement...

On Euler methods for Caputo fractional differential equations

Petr Tomášek (2023)

Archivum Mathematicum

Numerical methods for fractional differential equations have specific properties with respect to the ones for ordinary differential equations. The paper discusses Euler methods for Caputo differential equation initial value problem. The common properties of the methods are stated and demonstrated by several numerical experiments. Python codes are available to researchers for numerical simulations.

On highly oscillatory problems arising in electronic engineering

Marissa Condon, Alfredo Deaño, Arieh Iserles (2009)

ESAIM: Mathematical Modelling and Numerical Analysis

In this paper, we consider linear ordinary differential equations originating in electronic engineering, which exhibit exceedingly rapid oscillation. Moreover, the oscillation model is completely different from the familiar framework of asymptotic analysis of highly oscillatory integrals. Using a Bessel-function identity, we expand the oscillator into asymptotic series, and this allows us to extend Filon-type approach to this setting. The outcome is a time-stepping method that guarantees ...

On mesh independence and Newton-type methods

Owe Axelsson (1993)

Applications of Mathematics

Mesh-independent convergence of Newton-type methods for the solution of nonlinear partial differential equations is discussed. First, under certain local smoothness assumptions, it is shown that by properly relating the mesh parameters H and h for a coarse and a fine discretization mesh, it suffices to compute the solution of the nonlinear equation on the coarse mesh and subsequently correct it once using the linearized (Newton) equation on the fine mesh. In this way the iteration error will be...

On numerical integration of implicit ordinary differential equations

Zdzisław Jackiewicz, Marian Kwapisz (1981)

Aplikace matematiky

In this paper it is shown how the numerical methods for ordinary differential equations can be adapted to implicit ordinary differential equations. The resulting methods are of the same order as the corresponding methods for ordinary differential equations. The convergence theorem is proved and some numerical examples are given.

On numerical solution of multiparameter Sturm-Liouville spectral problems

T. Levitina (1994)

Banach Center Publications

The method proposed here has been devised for solution of the spectral problem for the Lamé wave equation (see [2]), but extended lately to more general problems. This method is based on the phase function concept or the Prüfer angle determined by the Prüfer transformation cotθ(x) = y'(x)/y(x), where y(x) is a solution of a second order self-adjoint o.d.e. The Prüfer angle θ(x) has some useful properties very often being referred to in theoretical research concerning both single- and multi-parameter...

On numerical solution of ordinary differential equations with discontinuities

Tadeusz Jankowski (1988)

Aplikace matematiky

The author defines the numerical solution of a first order ordinary differential equation on a bounded interval in the way covering the general form of the so called one-step methods, proves convergence of the method (without the assumption of continuity of the righthad side) and gives a sufficient condition for the order of convergence to be O ( h v ) .

On Runge-Kutta, collocation and discontinuous Galerkin methods: Mutual connections and resulting consequences to the analysis

Vlasák, Miloslav, Roskovec, Filip (2015)

Programs and Algorithms of Numerical Mathematics

Discontinuous Galerkin (DG) methods are starting to be a very popular solver for stiff ODEs. To be able to prove some more subtle properties of DG methods it can be shown that the DG method is equivalent to a specific collocation method which is in turn equivalent to an even more specific implicit Runge-Kutta (RK) method. These equivalences provide us with another interesting view on the DG method and enable us to employ well known techniques developed already for any of these methods. Our aim will...

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