A type insensitive code for delay differential equations basing on adaptive and explicit Runge-Kutta interpolation methods

For the numerical solution of initial value problems for delay differential equations with constant delay a partitioned Runge-Kutta interpolation method is studied which integrates the whole system either as a stiff or as a nonstiff one in subintervals. This algorithm is based on an adaptive Runge-Kutta interpolation method for stiff delay equations and on an explicit Runge-Kutta interpolation method for nonstiff delay equations. The retarded argument is approximated by appropriate Lagrange or Hermite interpolation. The algorithm takes advantage of the knowledge of the first points of jump discontinuities. An automatic stiffness detection and a stepsize control are presented. Finally, numerical tests and comparisons with other methods are made on a great number of problems including real-life problems.     

Identification of time delays in linear stochastic systems

This paper presents a new approach to the explicit identification of an input time delay in continuous-time linear systems. The system model is converted to a discrete-time version, assuming that a digital computer is to be used for time delay estimation and control. A recursive identification algorithm based on parallel Kalman filtering and Bayes' estimation is developed. The sampling rate is adapted during the time delay estimation process using the most recent estimate of the time delay. This method assures that the estimate of the time delay approaches the true value with each successive iteration. The proposed method also has the advantage of a fast convergence rate because prior knowledge of the delay, if available, can be effectively utilized.     

Efficient classes of Runge-Kutta methods for two-point boundary value problems

The standard approach to applying IRK methods in the solution of two-point boundary value problems involves the solution of a non-linear system ofn×s equations in order to calculate the stages of the method, wheren is the number of differential equations ands is the number of stages of the implicit Runge-Kutta method. For two-point boundary value problems, we can select a subset of the implicit Runge-Kutta methods that do not require us to solve a non-linear system; the calculation of the stages can be done explicitly, as is the case for explicit Runge-Kutta methods. However, these methods have better stability properties than the explicit Runge-Kutta methods. We have called these new formulas two-point explicit Runge-Kutta (TPERK) methods. Their most important property is that, because their stages can be computed explicity, the solution of a two-point boundary value problem can be computed more efficiently than is possible using an implicit Runge-Kutta method. We have also developed a symmetric subclass of the TPERK methods, called ATPERK methods, which exhibit a number of useful properties.     

Parallel-Iterated RK-Type PC Methods With Continuous Output Formulas * This work was partly supported by N.R.P.F.S.

This paper investigates parallel predictor-corrector iteration schemes (PC iteration schemes) based on collocation Runge-Kutta corrector methods (RK corrector methods) with continuous output formulas for solving nonstiff initial-value problems (IVPs) for systems of first-order differential equations. The resulting parallel-iterated RK-type PC methods are also provided with continuous output formulas. The continuous numerical approximations are used for predicting the stage values in the PC iteration processes. In this way, we obtain parallel PC methods with continuous output formulas and high-accurate predictions. Applications of the resulting parallel PC methods to a few widely-used test problems reveal that these new parallel PC methods are much more efficient when compared with the parallel and sequential explicit RK methods from the literature.     

GPG-stability of Runge-Kutta methods for generalized delay differential systems

The GP_G-stability of Runge-Kutta methods for the numerical solutions of the systems of delay differential equations is considered. The stability behaviour of implicit Runge-Kutta methods (IRK) is analyzed for the solution of the system of linear test equations with multiple delay terms. After an establishment of a sufficient condition for asymptotic stability of the solutions of the system, a criterion of numerical stability of IRK with the Lagrange interpolation process is given for any stepsize of the method.     

一种基于等效线性化的非平稳随机动力响应分析的显式迭代算法

提出了一种基于等效线性化法的非平稳随机动力响应分析的显式迭代算法.首先根据等效线性化法把非线性系统转化为离散的线性系统,然后应用Newmark-β积分方法,推导出各个离散时刻的时域显式迭代公式,进而可以快速得到非线性系统的随机动力响应,最后用一个非线性的范德波尔系统和一个杜芬系统受非平稳随机荷载的算例验证了该算法的计算精度和计算效率.     

An iterative multistep formula for solving initial value problems

The iterative multistep method (IMS) introduced by Hyman (1978) for solving initial value problems in ordinary differential equations has the advantage of being able to offer a higher degree of accuracy than the Runge-Kutta formulas by continuing the iteration process. In this article, another IMS formula is developed based on the geometric means predictor-corrector formulas introduced by Sanugi and Evans (1989). A numerical example is provided that shows that this formula can be used as a competitive alternative to Hyman's IMS formula.     

On iterated Crank-Nicolson methods for hyperbolic and parabolic equations

Different versions of the iterated Crank-Nicolson method are considered and their relation to the explicit Runge-Kutta methods is studied. Stability and accuracy properties of these methods are compared for both hyperbolic and parabolic equations. It is shown that Runge-Kutta methods offer more accurate and stable options even for a few evaluations of the right-hand sides. When applied to nonlinear equations, the iterated Crank-Nicolson methods have an accuracy barrier, which does not appear for Runge-Kutta methods.     

Partitioned half-explicit Runge-Kutta methods for differential-algebraic systems of index 2

A class of half-explicit methods for index 2 differential-algebraic systems in Hessenberg form is proposed, which takes advantage of the partitioned structure of such problems. For this family of methods, which we call partitioned half-explicit Runge-Kutta methods, a better choice in the parameters of the method than for previously available half-explicit Runge-Kutta methods can be made. In particular we construct a family of 6-stage methods of order 5, and determine its parameters (based on the coefficients of the successful explicit Runge-Kutta method DOPRI5) in order to optimize the local error coefficients. Numerical experiments demonstrate the efficiency of this method for the solution of constrained multi-body systems.     

A Hybrid Implicit-Explicit Adaptive Multirate Numerical Scheme for Time-Dependent Equations

We develop a hybrid implicit and explicit adaptive multirate time integration method to solve systems of time-dependent equations that present two significantly different scales. We adopt an iteration scheme to decouple the equations with different time scales. At each iteration, we use an implicit Galerkin method with a fast time-step to solve for the fast scale variables and an explicit method with a slow time-step to solve for the slow variables. We derive an error estimator using a posteriori analysis which controls both the iteration number and the adaptive time-step selection. We present several numerical examples demonstrating the efficiency of our scheme and conclude with a stability analysis for a model problem.     

Third Order Explicit Runge-Kutta Discontinuous Galerkin Method for Linear Conservation Law with Inflow Boundary Condition

In this paper we will present the stability in L²-norm and the optimal a priori error estimate for the Runge-Kutta discontinuous Galerkin method to solve linear conservation law with inflow boundary condition. Semi-discrete version and fully-discrete version of this method are considered respectively, where time is advanced by the explicit third order total variation diminishing Runge-Kutta algorithm. To avoid the reduction of accuracy, two correction techniques are given for the intermediate boundary condition. Numerical experiments are also given to verify the above results.     

PID auto-tuning using new model reduction method and explicit PID tuning rule for a fractional order plus time delay model

In this paper, a new model reduction method and an explicit PID tuning rule for the purpose of PID auto-tuning on the basis of a fractional order plus time delay model are proposed. The model reduction method directly fits the fractional order plus time delay model to frequency response data by solving a simple single-variable optimization problem. In addition, the optimal tuning parameters of the PID controller are obtained by solving the Integral of the Time weighted Absolute Error (ITAE) minimization problem and then, the proposed PID tuning rule in the form of an explicit formula is developed by fitting the parameters of the formula to the obtained optimal tuning parameters. The proposed tuning method provides almost the same performance as the optimal tuning parameters. Simulation study confirms that the auto-tuning strategy based on the proposed model reduction method and the PID tuning rule can successfully incorporate various types of process dynamics.     

An iteration method with maximal order based on standard information

For finding a root of a function f, Halley's iteration family is a higher generalization of Newton's iteration function. In every step, it uses the values of f and its first number of derivatives, called standard information. Based on the standard information, we obtain an iteration method with maximal order of convergence. It is a natural generalization of Halley's iteration family in terms of divided differences. An explicit construction for this method is also obtained. Numerical experiments are given demonstrating the importance of the proposed approach.     

On Time Staggering for Wave Equations

Grid staggering for wave equations is a validated approach for many applications, as it generally enhances stability and accuracy. This paper is about time staggering. Our aim is to assess a fourth-order, explicit, time-staggered integration method from the literature, through a comparison with two alternative fourth-order, explicit methods. These are the classical Runge-Kutta method and a symmetric-composition method derived from symplectic Euler.     

Performance of Gauss implicit Runge-Kutta methods on separable Hamiltonian systems

We consider implementations of a variable step size (and, separately, constant step size), fourth-order symplectic Gauss implict Runge-Kutta method for the solution of Hamiltonian systems. We test our implementations on Kepler's problem with the aim of judging the algorithms' qualitative behavior and efficiency. In particular, we introduce compensated summation as a method of controlling roundoff accumulation. Also, we show how the variable step size Gauss implicit Runge-Kutta method performs on Kepler's problem with solution orbits of high eccentricity, and compare its performance with that of two Runge-Kutta-Nyström codes. Finally, we discuss the calculation of efficient starting values for the associated iterations, measure the cost in iterations of our various predictors, and comment on the strategies for terminating the iteration.     

A new method to determine the periodic orbit of a nonlinear dynamic system and its period

Periodic motion is an important steady-state motion in the real world. In this paper, a new generalized shooting method for determining the periodic orbit of a nonlinear dynamic system and its period is presented by rebuilding the traditional shooting method. First, by changing the time scale, the period of the periodic orbit of a nonlinear system is drawn into the governing equation of this system explicitly. Then, the period is used as a parameter in the iteration procedure of the shooting method. The periodic orbit of the system and the period can be determined rapidly and precisely. The requirement of this method for the initial iteration conditions is not rigorous. This method can be used to analyze the forced nonlinear system and the parameter exciting system. As an example, the results of the Rössler equation for an eight-dimensional, nonlinear, flexible, rotor-bearing system are compared with those obtained by the Runge-Kutta integration algorithm. The validity of this method is verified by the numerical results obtained in the two examples.     

Un Metodo Esplicito Del Sesto Ordine con tre Stadi per il Problema di Cauchy

A six order formula of an explicit method for the numerical initial value problem, proposed in [1], [3], is determined. This formula which for f(x,y)≡f(x) is the Gauss quadrature formula with three points, requires only three stages by comparison with seven stages required by an explicit six order Runge-Kutta method. Convergence and stability are considered and numerical example are also given.      

Approximation of the Crank-Nicholson method by the iterated dynamic-theta method

Choptuik's iterated Crank-Nicholson method has become a popular algorithm for solving partial differential equations in computational physics. We generalize Choptuik's explicit iteration approach to implicit finite difference schemes, by the introduction of a novel method with an iteration step dependent parameter and analyze its stability and computational efficiency.