By Ernst Hairer, Gerhard Wanner
The topic of this e-book is the answer of stiff differential equations and of differential-algebraic structures (differential equations with constraints). there's a bankruptcy on one-step and extrapolation equipment for stiff difficulties, one other on multistep tools and normal linear tools for stiff difficulties, a 3rd at the remedy of singular perturbation difficulties, and a final one on differential-algebraic issues of purposes to limited mechanical platforms. the start of every bankruptcy is of introductory nature, by means of functional functions, the dialogue of numerical effects, theoretical investigations at the order and accuracy, linear and nonlinear balance, convergence and asymptotic expansions. Stiff and differential-algebraic difficulties come up in every single place in medical computations (e.g. in physics, chemistry, biology, regulate engineering, electric community research, mechanical systems). Many functions in addition to desktop courses are presented.
Ernst Hairer and Gerhard Wanner have been together provided the 2003 Peter Henrici Prize at ICIAM 2003 in Sydney, Australia.
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Additional info for Solving Ordinary Differential Equations II: Stiff and Differential-Algebraic Problems
Example text
The two techniques above allow us to detect the regions where the step size 24 IV. Stiff Problems - One-Step Methods is restricted by stability. In order to decide whether a stiff integrator will be more efficient, one has to compare the expense of both methods. Studies on this question have been undertaken in Petzold (1983), Sottas (1984) and Butcher (1990). Step-Control Stability We now come to the explanation of another phenomenon encountered in Sect. IV. g. Fig. 8), a research initiated by G.
This means that for z close to the real axis with a very large negative real part, 1R( z) 1 is, although < 1, very close to one. 6) are damped out only very slowly. 1), but with increased stiffness. The numerical results for the trapezoidal rule are compared to those of implicit Euler in Fig. 2. The implicit Euler damps out the transient phase much faster than the trapezoidal rule. It thus appears to be a desirable property of a method that 1R( z) 1 be much smaller than 1 for z ~ -00. 7 (Ehle 1969).
13. 05 which remain for -1 ::; x ::; 1 between -1 and +1 and among these polynomials have the largest possible derivative T:(l) = 8 2 (AA Markov 1890). 50) so that Rs(O) = 1, R~(O) In particular we have R1(Z) = 1, and IRs(z)l::; 1 for -28 2 ::; z::; 0 (see Fig. 11). 50') R4 (z) = 1 + z + + 1~8 z3 + z4 4 2 + 28 3 + 16 4 + 16 5 R 5 (Z ) -- 1 + Z + 25 Z 3125 Z 78125 Z 9765625 Z 352 z2 81192 whose stability domains are represented in Fig. 12. 2 Stability Analysis for Explicit RK Methods Damping. In the points where Ts (1 33 + Z / 3 2 ) = ± 1 , there is no damping at all of the higher frequencies and the stability domain has zero width.