On the evaluation of correction terms in Gauss-Legendre quadrature

In the numerical integration of analytic functions, the singularities of the integrand affect the rate of convergence of the quadrature. This convergence can be improved significantly by adding the residue correction terms for the poles of the integrand. But this needs the evaluation of the basis function and its corresponding second kind function with complex arguments. We indicate a simple and accurate method to evaluate the correction term involving the basis and its second kind functions in the case of Gauss-Legendre quadrature. This approach does not call for the evaluation of the hypergeometric functions.     

Reliability conditions in quadrature algorithms

The detection of insufficiently resolved or ill-conditioned integrand structures is critical for the reliability assessment of the quadrature rule outputs. We discuss a method of analysis of the profile of the integrand at the quadrature knots which allows inferences approaching the theoretical 100% rate of success, under error estimate sharpening. The proposed procedure is of the highest interest for the solution of parametric integrals arising in complex physical models.     

Gauss-Legendre and Chebyshev quadratures for singular integrals

Exact expressions are presented for efficient computation of the weights in Gauss-Legendre and Chebyshev quadratures for selected singular integrands. The singularities may be of Cauchy type, logarithmic type or algebraic-logarithmic end-point branching points. We provide Fortran 90 routines for computing the weights for both the Gauss-Legendre and the Chebyshev (Fejér-1) meshes whose size can be set by the user.

New program summary

Program title: SINGQUADCatalogue identifier: AEBR_v1_0Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEBR_v1_0.htmlProgram obtainable from: CPC Program Library, Queen's University, Belfast, N. IrelandLicensing provisions: Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.htmlNo. of lines in distributed program, including test data, etc.: 4128No. of bytes in distributed program, including test data, etc.: 25 815Distribution format: tar.gzProgramming language: Fortran 90Computer: Any with a Fortran 90 compilerOperating system: Linux, Windows, MacRAM: Depending on the complexity of the problemClassification: 4.11Nature of problem: Program provides Gauss-Legendre and Chebyshev (Fejér-1) weights for various singular integrands.Solution method: The weights are obtained from the condition that the quadrature of order N must be exact for a polynomial of degree?(N−1). The weights are expressed as moments of the singular kernels associated with Legendre or Chebyshev polynomials. These moments are obtained in analytic form amenable for computation.Additional comments: If the NAGWare f95 compiler is used, the option, “-kind = byte”, must be included in the compile command lines of the Makefile.Running time: The test run supplied with the distribution takes a couple of seconds to execute.     

NumSBT: A subroutine for calculating spherical Bessel transforms numerically

A previous subroutine, LSFBTR, for computing numerical spherical Bessel (Hankel) transforms is updated with several improvements and modifications. The procedure is applicable if the input radial function and the output transform are defined on logarithmic meshes and if the input function satisfies reasonable smoothness conditions. Important aspects of the procedure are that it is simply implemented with two successive applications of the fast Fourier transform, and it yields accurate results at very large values of the transform variable. Applications to the evaluation of overlap integrals and the Coulomb potential of multipolar charge distributions are described.

Program summary

Program title: NumSBTCatalogue identifier: AANZ_v2_0Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AANZ_v2_0.htmlProgram obtainable from: CPC Program Library, Queen's University, Belfast, N. IrelandLicensing provisions: Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.htmlNo. of lines in distributed program, including test data, etc.: 476No. of bytes in distributed program, including test data, etc.: 4451Distribution format: tar.gzProgramming language: Fortran 90Computer: GenericOperating system: LinuxClassification: 4.6Catalogue identifier of previous version: AANZ_v1_0Journal reference of previous version: Comput. Phys. Comm. 30 (1983) 93Does the new version supersede the previous version?: NoNature of problem: This program is a subroutine which, for a function defined numerically on a logarithmic mesh in the radial coordinate, generates the spherical Bessel, or Hankel, transform on a logarithmic mesh in the transform variable. Accurate results for large values of the transform variable are obtained, that would not be otherwise obtainable.Solution method: The program applies a procedure proposed by the author [1] that treats the problem as a convolution. The calculation then requires two applications of the fast Fourier transform method.Reasons for new version: The method of computing the transform at small values of the transform variable has been substantially changed and the whole procedure simplified. In addition, the possibility of computing the transform for a single transform variable value has been incorporated. The code has also been converted to Fortran 90 from Fortran 77.Restrictions: The procedure is most applicable to smooth functions defined on (0,∞) with a limited number of nodes.Running time: The example provided with the distribution takes a few seconds to execute.References:[1] J.D. Talman, J. Comp. Phys. 29 (1978) 35.     

numer, a code for Numerov integrations of Coulomb functions

The code numer is used for numerical integrations of Coulomb radial wave functions using the Numerov method. The input specifies a function and its derivative to start integrations, an integration range and an accuracy parameter ac such that the accumulated error is no larger than ac. Alternative input is initial function, integration step, and function after first step. For positive energies, options exist to use either the atomic-physics variables (?,r) or the nuclear-physics variables (η,ρ).     

On the evaluation of H and X functions

We indicate a Double Exponential Formula based numerical integration method for the evaluation of the Ambarzumian-Chandrasekhar H function and the X function of neutron transport for the single speed and isotropic case. This method is significantly more economical than our earlier scheme, which was based on IMT quadrature. For c<5, the present method converges faster than our earlier IMT scheme. This will be adequate for all radiative transport and transport theory applications. These findings are supported by appropriate error analysis. Unlike the IMT method, the DE quadrature nodes are generated by a simple algebraic expression which is a great advantage.     

Note on derivation of order conditions for ARKN methods for perturbed oscillators

J.M. Franco derived the sufficient order conditions as well as the necessary and sufficient order conditions for his Adapted Runge-Kutta-Nyström methods (in short notation ARKN methods) based on the B-series theory [J.M. Franco, Runge-Kutta-Nyström methods adapted to the numerical integration of perturbed oscillators, Comput. Phys. Comm. 147 (2002) 770-787]. Unfortunately, some fundamental mistakes have been made in the derivation of order conditions in that paper. In view of importance of the algebraic order theory for ARKN methods, a new and correct derivation of the order conditions for the ARKN methods is presented in this short note.     

A program to generate a basis set adaptive radial quadrature grid for density functional theory

We present an automatic quadrature routine (AQR) which generates an atomic basis set adaptive radial quadrature grid for the numerical evaluation of molecular integrands in density functional theory. Unlike the popular radial grids that are tuned to a particular class of integrands and rely on a fixed selection of points, our grid adapts itself automatically to the atomic shell structure of any radial integrand and determines the best number of quadrature points that provides user specified accuracy. We evaluate the performance of our radial grid on various tight, diffuse, and noble gas atom radial integrands. We conclude that the radial quadrature grid generated by our AQR is generally comparable to and sometimes better than the best ranked popular radial grids in efficiency and reliability.     

Fortran programs for the time-dependent Gross-Pitaevskii equation in a fully anisotropic trap

Here we develop simple numerical algorithms for both stationary and non-stationary solutions of the time-dependent Gross-Pitaevskii (GP) equation describing the properties of Bose-Einstein condensates at ultra low temperatures. In particular, we consider algorithms involving real- and imaginary-time propagation based on a split-step Crank-Nicolson method. In a one-space-variable form of the GP equation we consider the one-dimensional, two-dimensional circularly-symmetric, and the three-dimensional spherically-symmetric harmonic-oscillator traps. In the two-space-variable form we consider the GP equation in two-dimensional anisotropic and three-dimensional axially-symmetric traps. The fully-anisotropic three-dimensional GP equation is also considered. Numerical results for the chemical potential and root-mean-square size of stationary states are reported using imaginary-time propagation programs for all the cases and compared with previously obtained results. Also presented are numerical results of non-stationary oscillation for different trap symmetries using real-time propagation programs. A set of convenient working codes developed in Fortran 77 are also provided for all these cases (twelve programs in all). In the case of two or three space variables, Fortran 90/95 versions provide some simplification over the Fortran 77 programs, and these programs are also included (six programs in all).

Program summary

Program title: (i) imagetime1d, (ii) imagetime2d, (iii) imagetime3d, (iv) imagetimecir, (v) imagetimesph, (vi) imagetimeaxial, (vii) realtime1d, (viii) realtime2d, (ix) realtime3d, (x) realtimecir, (xi) realtimesph, (xii) realtimeaxialCatalogue identifier: AEDU_v1_0Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEDU_v1_0.htmlProgram obtainable from: CPC Program Library, Queen's University, Belfast, N. IrelandLicensing provisions: Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.htmlNo. of lines in distributed program, including test data, etc.: 122 907No. of bytes in distributed program, including test data, etc.: 609 662Distribution format: tar.gzProgramming language: FORTRAN 77 and Fortran 90/95Computer: PCOperating system: Linux, UnixRAM: 1 GByte (i, iv, v), 2 GByte (ii, vi, vii, x, xi), 4 GByte (iii, viii, xii), 8 GByte (ix)Classification: 2.9, 4.3, 4.12Nature of problem: These programs are designed to solve the time-dependent Gross-Pitaevskii nonlinear partial differential equation in one-, two- or three-space dimensions with a harmonic, circularly-symmetric, spherically-symmetric, axially-symmetric or anisotropic trap. The Gross-Pitaevskii equation describes the properties of a dilute trapped Bose-Einstein condensate.Solution method: The time-dependent Gross-Pitaevskii equation is solved by the split-step Crank-Nicolson method by discretizing in space and time. The discretized equation is then solved by propagation, in either imaginary or real time, over small time steps. The method yields the solution of stationary and/or non-stationary problems.Additional comments: This package consists of 12 programs, see “Program title”, above. FORTRAN77 versions are provided for each of the 12 and, in addition, Fortran 90/95 versions are included for ii, iii, vi, viii, ix, xii. For the particular purpose of each program please see the below.Running time: Minutes on a medium PC (i, iv, v, vii, x, xi), a few hours on a medium PC (ii, vi, viii, xii), days on a medium PC (iii, ix).

Program summary (1)

Title of program: imagtime1d.FTitle of electronic file: imagtime1d.tar.gzCatalogue identifier:Program summary URL:Program obtainable from: CPC Program Library, Queen's University of Belfast, N. IrelandDistribution format: tar.gzComputers: PC/Linux, workstation/UNIXMaximum RAM memory: 1 GByteProgramming language used: Fortran 77Typical running time: Minutes on a medium PCUnusual features: NoneNature of physical problem: This program is designed to solve the time-dependent Gross-Pitaevskii nonlinear partial differential equation in one-space dimension with a harmonic trap. The Gross-Pitaevskii equation describes the properties of a dilute trapped Bose-Einstein condensate.Method of solution: The time-dependent Gross-Pitaevskii equation is solved by the split-step Crank-Nicolson method by discretizing in space and time. The discretized equation is then solved by propagation in imaginary time over small time steps. The method yields the solution of stationary problems.

Program summary (2)

Title of program: imagtimecir.FTitle of electronic file: imagtimecir.tar.gzCatalogue identifier:Program summary URL:Program obtainable from: CPC Program Library, Queen's University of Belfast, N. IrelandDistribution format: tar.gzComputers: PC/Linux, workstation/UNIXMaximum RAM memory: 1 GByteProgramming language used: Fortran 77Typical running time: Minutes on a medium PCUnusual features: NoneNature of physical problem: This program is designed to solve the time-dependent Gross-Pitaevskii nonlinear partial differential equation in two-space dimensions with a circularly-symmetric trap. The Gross-Pitaevskii equation describes the properties of a dilute trapped Bose-Einstein condensate.Method of solution: The time-dependent Gross-Pitaevskii equation is solved by the split-step Crank-Nicolson method by discretizing in space and time. The discretized equation is then solved by propagation in imaginary time over small time steps. The method yields the solution of stationary problems.

Program summary (3)

Title of program: imagtimesph.FTitle of electronic file: imagtimesph.tar.gzCatalogue identifier:Program summary URL:Program obtainable from: CPC Program Library, Queen's University of Belfast, N. IrelandDistribution format: tar.gzComputers: PC/Linux, workstation/UNIXMaximum RAM memory: 1 GByteProgramming language used: Fortran 77Typical running time: Minutes on a medium PCUnusual features: NoneNature of physical problem: This program is designed to solve the time-dependent Gross-Pitaevskii nonlinear partial differential equation in three-space dimensions with a spherically-symmetric trap. The Gross-Pitaevskii equation describes the properties of a dilute trapped Bose-Einstein condensate.Method of solution: The time-dependent Gross-Pitaevskii equation is solved by the split-step Crank-Nicolson method by discretizing in space and time. The discretized equation is then solved by propagation in imaginary time over small time steps. The method yields the solution of stationary problems.

Program summary (4)

Title of program: realtime1d.FTitle of electronic file: realtime1d.tar.gzCatalogue identifier:Program summary URL:Program obtainable from: CPC Program Library, Queen's University of Belfast, N. IrelandDistribution format: tar.gzComputers: PC/Linux, workstation/UNIXMaximum RAM memory: 2 GByteProgramming language used: Fortran 77Typical running time: Minutes on a medium PCUnusual features: NoneNature of physical problem: This program is designed to solve the time-dependent Gross-Pitaevskii nonlinear partial differential equation in one-space dimension with a harmonic trap. The Gross-Pitaevskii equation describes the properties of a dilute trapped Bose-Einstein condensate.Method of solution: The time-dependent Gross-Pitaevskii equation is solved by the split-step Crank-Nicolson method by discretizing in space and time. The discretized equation is then solved by propagation in real time over small time steps. The method yields the solution of stationary and non-stationary problems.

Program summary (5)

Title of program: realtimecir.FTitle of electronic file: realtimecir.tar.gzCatalogue identifier:Program summary URL:Program obtainable from: CPC Program Library, Queen's University of Belfast, N. IrelandDistribution format: tar.gzComputers: PC/Linux, workstation/UNIXMaximum RAM memory: 2 GByteProgramming language used: Fortran 77Typical running time: Minutes on a medium PCUnusual features: NoneNature of physical problem: This program is designed to solve the time-dependent Gross-Pitaevskii nonlinear partial differential equation in two-space dimensions with a circularly-symmetric trap. The Gross-Pitaevskii equation describes the properties of a dilute trapped Bose-Einstein condensate.Method of solution: The time-dependent Gross-Pitaevskii equation is solved by the split-step Crank-Nicolson method by discretizing in space and time. The discretized equation is then solved by propagation in real time over small time steps. The method yields the solution of stationary and non-stationary problems.

Program summary (6)

Title of program: realtimesph.FTitle of electronic file: realtimesph.tar.gzCatalogue identifier:Program summary URL:Program obtainable from: CPC Program Library, Queen's University of Belfast, N. IrelandDistribution format: tar.gzComputers: PC/Linux, workstation/UNIXMaximum RAM memory: 2 GByteProgramming language used: Fortran 77Typical running time: Minutes on a medium PCUnusual features: NoneNature of physical problem: This program is designed to solve the time-dependent Gross-Pitaevskii nonlinear partial differential equation in three-space dimensions with a spherically-symmetric trap. The Gross-Pitaevskii equation describes the properties of a dilute trapped Bose-Einstein condensate.Method of solution: The time-dependent Gross-Pitaevskii equation is solved by the split-step Crank-Nicolson method by discretizing in space and time. The discretized equation is then solved by propagation in real time over small time steps. The method yields the solution of stationary and non-stationary problems.

Program summary (7)

Title of programs: imagtimeaxial.F and imagtimeaxial.f90Title of electronic file: imagtimeaxial.tar.gzCatalogue identifier:Program summary URL:Program obtainable from: CPC Program Library, Queen's University of Belfast, N. IrelandDistribution format: tar.gzComputers: PC/Linux, workstation/UNIXMaximum RAM memory: 2 GByteProgramming language used: Fortran 77 and Fortran 90Typical running time: Few hours on a medium PCUnusual features: NoneNature of physical problem: This program is designed to solve the time-dependent Gross-Pitaevskii nonlinear partial differential equation in three-space dimensions with an axially-symmetric trap. The Gross-Pitaevskii equation describes the properties of a dilute trapped Bose-Einstein condensate.Method of solution: The time-dependent Gross-Pitaevskii equation is solved by the split-step Crank-Nicolson method by discretizing in space and time. The discretized equation is then solved by propagation in imaginary time over small time steps. The method yields the solution of stationary problems.

Program summary (8)

Title of program: imagtime2d.F and imagtime2d.f90Title of electronic file: imagtime2d.tar.gzCatalogue identifier:Program summary URL:Program obtainable from: CPC Program Library, Queen's University of Belfast, N. IrelandDistribution format: tar.gzComputers: PC/Linux, workstation/UNIXMaximum RAM memory: 2 GByteProgramming language used: Fortran 77 and Fortran 90Typical running time: Few hours on a medium PCUnusual features: NoneNature of physical problem: This program is designed to solve the time-dependent Gross-Pitaevskii nonlinear partial differential equation in two-space dimensions with an anisotropic trap. The Gross-Pitaevskii equation describes the properties of a dilute trapped Bose-Einstein condensate.Method of solution: The time-dependent Gross-Pitaevskii equation is solved by the split-step Crank-Nicolson method by discretizing in space and time. The discretized equation is then solved by propagation in imaginary time over small time steps. The method yields the solution of stationary problems.

Program summary (9)

Title of program: realtimeaxial.F and realtimeaxial.f90Title of electronic file: realtimeaxial.tar.gzCatalogue identifier:Program summary URL:Program obtainable from: CPC Program Library, Queen's University of Belfast, N. IrelandDistribution format: tar.gzComputers: PC/Linux, workstation/UNIXMaximum RAM memory: 4 GByteProgramming language used: Fortran 77 and Fortran 90Typical running time Hours on a medium PCUnusual features: NoneNature of physical problem: This program is designed to solve the time-dependent Gross-Pitaevskii nonlinear partial differential equation in three-space dimensions with an axially-symmetric trap. The Gross-Pitaevskii equation describes the properties of a dilute trapped Bose-Einstein condensate.Method of solution: The time-dependent Gross-Pitaevskii equation is solved by the split-step Crank-Nicolson method by discretizing in space and time. The discretized equation is then solved by propagation in real time over small time steps. The method yields the solution of stationary and non-stationary problems.

Program summary (10)

Title of program: realtime2d.F and realtime2d.f90Title of electronic file: realtime2d.tar.gzCatalogue identifier:Program summary URL:Program obtainable from: CPC Program Library, Queen's University of Belfast, N. IrelandDistribution format: tar.gzComputers: PC/Linux, workstation/UNIXMaximum RAM memory: 4 GByteProgramming language used: Fortran 77 and Fortran 90Typical running time: Hours on a medium PCUnusual features: NoneNature of physical problem: This program is designed to solve the time-dependent Gross-Pitaevskii nonlinear partial differential equation in two-space dimensions with an anisotropic trap. The Gross-Pitaevskii equation describes the properties of a dilute trapped Bose-Einstein condensate.Method of solution: The time-dependent Gross-Pitaevskii equation is solved by the split-step Crank-Nicolson method by discretizing in space and time. The discretized equation is then solved by propagation in real time over small time steps. The method yields the solution of stationary and non-stationary problems.

Program summary (11)

Title of program: imagtime3d.F and imagtime3d.f90Title of electronic file: imagtime3d.tar.gzCatalogue identifier:Program summary URL:Program obtainable from: CPC Program Library, Queen's University of Belfast, N. IrelandDistribution format: tar.gzComputers: PC/Linux, workstation/UNIXMaximum RAM memory: 4 GByteProgramming language used: Fortran 77 and Fortran 90Typical running time: Few days on a medium PCUnusual features: NoneNature of physical problem: This program is designed to solve the time-dependent Gross-Pitaevskii nonlinear partial differential equation in three-space dimensions with an anisotropic trap. The Gross-Pitaevskii equation describes the properties of a dilute trapped Bose-Einstein condensate.Method of solution: The time-dependent Gross-Pitaevskii equation is solved by the split-step Crank-Nicolson method by discretizing in space and time. The discretized equation is then solved by propagation in imaginary time over small time steps. The method yields the solution of stationary problems.

Program summary (12)

Title of program: realtime3d.F and realtime3d.f90Title of electronic file: realtime3d.tar.gzCatalogue identifier:Program summary URL:Program obtainable from: CPC Program Library, Queen's University of Belfast, N. IrelandDistribution format: tar.gzComputers: PC/Linux, workstation/UNIXMaximum Ram Memory: 8 GByteProgramming language used: Fortran 77 and Fortran 90Typical running time: Days on a medium PCUnusual features: NoneNature of physical problem: This program is designed to solve the time-dependent Gross-Pitaevskii nonlinear partial differential equation in three-space dimensions with an anisotropic trap. The Gross-Pitaevskii equation describes the properties of a dilute trapped Bose-Einstein condensate.Method of solution: The time-dependent Gross-Pitaevskii equation is solved by the split-step Crank-Nicolson method by discretizing in space and time. The discretized equation is then solved by propagation in real time over small time steps. The method yields the solution of stationary and non-stationary problems.     

Extended RKN-type methods for numerical integration of perturbed oscillators

In this paper, extended Runge-Kutta-Nyström-type methods for the numerical integration of perturbed oscillators with low frequencies are presented, which inherit the framework of RKN methods and make full use of the special feature of the true flows for both the internal stages and the updates. Following the approach of J. Butcher, E. Hairer and G. Wanner, we develop a new kind of tree set to derive order conditions for the extended Runge-Kutta-Nyström-type methods. The numerical stability and phase properties of the new methods are analyzed. Numerical experiments are accompanied to show the applicability and efficiency of our new methods in comparison with some well-known high quality methods proposed in the scientific literature.     

Radial numerical integrations based on the sinc function

An algorithm for the generation of adaptive radial grids used in density functional theory or quantum chemical calculations is described. Our approach is general and can be applied for the integration over Slater or Gaussian type functions with only minor modifications. The relative error of the integration is fully controlled by the algorithm within a specified range of exponential parameters and for a given principal quantum number.     

Trigonometrically fitted explicit Numerov-type method for periodic IVPs with two frequencies

In this paper, new trigonometrically fitted Numerov type methods for the periodic initial problems are proposed. These methods are based on the original Numerov-type sixth order method with fifth internal stages motivated by Tsitouras (see [Ch. Tsitouras, Explicit Numerov type methods with reduced number of stages, Comput. Math. Appl. 45 (2003) 37-42]). Some parameters are added to these methods so that they can integrate exactly the combination of trigonometrically functions with two frequencies. Numerical stability and phase properties of the new methods are analyzed. Numerical experiments are carried out to show the efficiency and robustness of our new methods in comparison with the well known codes proposed in the scientific literature.     

TaylUR, an arbitrary-order diagonal automatic differentiation package for Fortran 95

We present TaylUR, a Fortran 95 module to automatically compute the numerical values of a complex-valued function's derivatives with respect to several variables up to an arbitrary order in each variable, but excluding mixed derivatives. Arithmetic operators and Fortran intrinsics are overloaded to act correctly on objects of a defined type taylor, which encodes a function along with its first few derivatives with respect to the user-defined independent variables. Derivatives of products and composite functions are computed using Leibniz's rule and Faà di Bruno's formula. TaylUR makes heavy use of operator overloading and other Fortran 95 features such as elemental functions.

Program summary

Program title: TaylURCatalogue identifier:ADXR_v1_0Program summary URL:http://cpc.cs.qub.ac.uk/summaries/ADXR_v1_0Program obtainable from: CPC Program Library, Queen's University of Belfast, N. IrelandLicensing provisions:noneProgramming language:Fortran 95Computer:Any computer with a conforming Fortran 95 compilerOperating system:Any system with a conforming Fortran 95 compilerNo. of lines in distributed program, including test data, etc.:6286No. of bytes in distributed program, including test data, etc:14 994Distribution format:tar.gzNature of problem:Problems that require potentially high orders of derivatives with respect to some variables, such as e.g. expansions of Feynman diagrams in particle masses in perturbative Quantum Field Theory, and which cannot be treated using existing Fortran modules for automatic differentiation [C.W. Straka, ADF95: Tool for automatic differentiation of a FORTRAN code designed for large numbers of independent variables, Comput. Phys. Comm. 168 (2005) 123-139, arXiv:cs.MS/0503014; S. Stamatiadis, R. Prosmiti, S.C. Farantos, auto_deriv: Tool for automatic differentiation of a FORTRAN code, Comput. Phys. Comm. 127 (2000) 343-355].Solution method:Arithmetic operators and Fortran intrinsics are overloaded to act correctly on objects of a defined type taylor, which encodes a function along with its first few derivatives with respect to the user-defined independent variables. Derivatives of products and composite functions are computed using Leibniz's rule and Faà di Bruno's formula.Restrictions:Memory and CPU time constraints may restrict the number of variables and Taylor expansion order that can be achieved. Loss of numerical accuracy due to cancellation may become an issue at very high orders.Unusual features:No mixed higher-order derivatives are computed. The complex conjugation operation assumes all independent variables to be real.Running time:The running time of TaylUR operations depends linearly on the number of variables. Its dependence on the Taylor expansion order varies from linear (for linear operations) through quadratic (for multiplication) to exponential (for elementary function calls).     

A Runge-Kutta-Nyström pair for the numerical integration of perturbed oscillators

New Runge-Kutta-Nyström methods especially designed for the numerical integration of perturbed oscillators are presented in this paper. They are capable of exactly integrating the harmonic or unperturbed oscillator. We construct an embedded 4(3) RKN pair that is based on the FSAL property. The new method is much more efficient than previously derived RKN methods for some subclasses of problems.     

Computation of the eigenvalues of the Schrödinger equation by exponentially-fitted Runge-Kutta-Nyström methods

In this work we consider exponentially fitted and trigonometrically fitted Runge-Kutta-Nyström methods. These methods integrate exactly differential systems whose solutions can be expressed as linear combinations of the set of functions exp(wx), exp(−wx), or sin(wx), cos(wx), w∈ℜ. We modify existing RKN methods of fifth and sixth order. We apply these methods to the computation of the eigenvalues of the Schrödinger equation with different potentials as the harmonic oscillator, the doubly anharmonic oscillator and the exponential potential.     

Multi-dimensional semi-Lagrangian scheme that guarantees exact conservation

A new numerical method that guarantees exact mass conservation is proposed to solve multi-dimensional hyperbolic equations in semi-Lagrangian form without directional splitting. The method is based on a concept of CIP scheme and keep the many good characteristics of the original CIP scheme. The CIP strategy is applied to the integral form of variable. Although the advection and non-advection terms are separately treated, the mass conservation is kept in a form of spatial profile inside a grid cell. Therefore, it retains various advantages of the semi-Lagrangian schemes with exact conservation that has been beyond the capability of conventional semi-Lagrangian schemes.     

A numerical differentiation library exploiting parallel architectures

We present a software library for numerically estimating first and second order partial derivatives of a function by finite differencing. Various truncation schemes are offered resulting in corresponding formulas that are accurate to order O(h), O(h²), and O(h⁴), h being the differencing step. The derivatives are calculated via forward, backward and central differences. Care has been taken that only feasible points are used in the case where bound constraints are imposed on the variables. The Hessian may be approximated either from function or from gradient values. There are three versions of the software: a sequential version, an OpenMP version for shared memory architectures and an MPI version for distributed systems (clusters). The parallel versions exploit the multiprocessing capability offered by computer clusters, as well as modern multi-core systems and due to the independent character of the derivative computation, the speedup scales almost linearly with the number of available processors/cores.

Program summary

Program title: NDL (Numerical Differentiation Library)Catalogue identifier: AEDG_v1_0Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEDG_v1_0.htmlProgram obtainable from: CPC Program Library, Queen's University, Belfast, N. IrelandLicensing provisions: Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.htmlNo. of lines in distributed program, including test data, etc.: 73 030No. of bytes in distributed program, including test data, etc.: 630 876Distribution format: tar.gzProgramming language: ANSI FORTRAN-77, ANSI C, MPI, OPENMPComputer: Distributed systems (clusters), shared memory systemsOperating system: Linux, SolarisHas the code been vectorised or parallelized?: YesRAM: The library uses O(N) internal storage, N being the dimension of the problemClassification: 4.9, 4.14, 6.5Nature of problem: The numerical estimation of derivatives at several accuracy levels is a common requirement in many computational tasks, such as optimization, solution of nonlinear systems, etc. The parallel implementation that exploits systems with multiple CPUs is very important for large scale and computationally expensive problems.Solution method: Finite differencing is used with carefully chosen step that minimizes the sum of the truncation and round-off errors. The parallel versions employ both OpenMP and MPI libraries.Restrictions: The library uses only double precision arithmetic.Unusual features: The software takes into account bound constraints, in the sense that only feasible points are used to evaluate the derivatives, and given the level of the desired accuracy, the proper formula is automatically employed.Running time: Running time depends on the function's complexity. The test run took 15 ms for the serial distribution, 0.6 s for the OpenMP and 4.2 s for the MPI parallel distribution on 2 processors.     

Efficient computation of high index Sturm-Liouville eigenvalues for problems in physics

Finding the eigenvalues of a Sturm-Liouville problem can be a computationally challenging task, especially when a large set of eigenvalues is computed, or just when particularly large eigenvalues are sought. This is a consequence of the highly oscillatory behavior of the solutions corresponding to high eigenvalues, which forces a naive integrator to take increasingly smaller steps. We will discuss the most used approaches to the numerical solution of the Sturm-Liouville problem: finite differences and variational methods, both leading to a matrix eigenvalue problem; shooting methods using an initial-value solver; and coefficient approximation methods. Special attention will be paid to techniques that yield uniform approximation over the whole eigenvalue spectrum and that allow large steps even for high eigenvalues.     

A fourth-order symplectic exponentially fitted integrator

A numerical method for ordinary differential equations is called symplectic if, when applied to Hamiltonian problems, it preserves the symplectic structure in phase space, thus reproducing the main qualitative property of solutions of Hamiltonian systems. In a previous paper [G. Vanden Berghe, M. Van Daele, H. Van de Vyver, Exponential fitted Runge-Kutta methods of collocation type: fixed or variable knot points?, J. Comput. Appl. Math. 159 (2003) 217-239] some exponentially fitted RK methods of collocation type are proposed. In particular, three different versions of fourth-order exponentially fitted Gauss methods are described. It is well known that classical Gauss methods are symplectic. In contrast, the exponentially fitted versions given in [G. Vanden Berghe, M. Van Daele, H. Van de Vyver, Exponential fitted Runge-Kutta methods of collocation type: fixed or variable knot points?, J. Comput. Appl. Math. 159 (2003) 217-239] do not share this property. This paper deals with the construction of a fourth-order symplectic exponentially fitted modified Gauss method. The RK method is modified in the sense that two free parameters are added to the Buthcher tableau in order to retain symplecticity.