Skip to main content
Log in

Implementation of defect correction methods for stiff differential equations

Implementierung von Defektkorrektur-Verfahren für steife Differentialgleichungen

  • Published:
Computing Aims and scope Submit manuscript

Abstract

There is a large gap between the theoretical results about iterated defect corrections (IDeC) and practical implementations of IDeC methods for stiff systems. This paper tries to close this gap by providing general principles which are essential for the construction of efficient IDeC codes. Numerical results gathered with one particular IDeC based experimental code furnish evidence of the inherent power of the defect correction concept in the context of stiff systems of ordinary differential equations.

Zusammenfassung

Zwischen den theoretischen Resultaten über die iterierte Defektkorrektur (IDeC) und praktischen Implementierungen von IDeC-Verfahren für steife Differentialgleichungen klafft eine beträchtliche Lücke. Die vorliegende Arbeit versucht diese Lücke zu schließen, indem allgemeine Konstruktionsprinzipien für IDeC-Programme angegeben werden. Die im IDeC-Prinzip potentiell vorhandenen Möglichkeiten kommen in numerischen Resultaten zum Ausdruck, die mit einem Experimentierprogramm zur Lösung steifer Differentialgleichungen gewonnen wurden.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Bjurel, G., Dahlquist, G., Lindberg, B., Linde, S., Odén, L.: Survey of stiff ordinary differential equations. Report NA 70.11. Dept. of Information Processing, The Royal Institute of Technology, Stockholm, 1970.

    Google Scholar 

  2. Byrne, G. D., Hindmarsh, A. C., Jackson, K. R., Brown, H. G.: Comparative test results for two ODE solvers — EPISODE and GEAR. Report ANL-77-19, Argonne National Laboratory, Argonne, Illinois 1977.

    Google Scholar 

  3. Ehle, B. L.: A comparison of numerical methods for solving certain stiff ordinary differential equation. Report 70, Dept. of Math., University of Victoria, 1972.

  4. Enright, W. H., Hull, T. E., Lindberg, B.: Comparing numerical methods for stiff systems of ODEs. Bit15, 10–48 (1975).

    Google Scholar 

  5. Enright, W. H., Hull, T. E.: Comparing numerical methods for the solution of stiff systems of ODEs arising in chemistry, in: Lapidus, Schiesser [19]. pp. 45–66.

    Google Scholar 

  6. Frank, R., Ueberhuber, C. W.: Iterated defect correction for Runge Kutta methods. Report No. 14/75, Inst. f. Num. Math., Technical University of Vienna, 1975.

  7. Frank, R., Ueberhuber, C. W.: Iterated defect correction for the efficient solution of stiff systems of ordinary differential equations. BIT17, 146–159 (1977).

    Google Scholar 

  8. Frank, R., Ueberhuber, C. W.: Collocation and iterated defect correction in Numerical treatment of differential equations (Bulirsch, R., Grigorieff, R. D., Schröder, J., eds.), Lecture Notes in Mathematics 631, pp. 19–34, Berlin-Heidelberg-New York: Springer 1978.

    Google Scholar 

  9. Frank, R., Ueberhuber, C. W.: Iterated defect correction for differential equations, Part I: Theoretical results. Computing20, 207–228 (1978).

    Google Scholar 

  10. Frank, R., Thiemer, J., Ueberhuber, C. W.: Numerische Quadratur mittels Iterierter Defektkorrektur. Report No. 34/78, Inst. f. Num. Math., Technical University of Vienna, 1978.

  11. Frank, R., Macsek, F., Ueberhuber, C. W.: Some results on the asymptotic error behavior of IDeC-methods. Report No. 37/79, Inst. f. Num. Math., Technical University of Vienna, 1979 (to appear).

  12. Gear, C. W.: Numerical initial value problems in ordinary differential equations. Englewood Cliffs, N. J.: Prentice-Hall 1971.

    Google Scholar 

  13. Gordon, M. K., Shampine, L. F.: Typical problems for stiff differential equations. SIGNUM Newsletter10, 41 (1975).

    Google Scholar 

  14. Hairer, E.: On the order of iterated defect correction. Numer. Math.29, 409–424 (1978).

    Google Scholar 

  15. Hindmarsh, A. C.: GEAR: Ordinary differential equations system solver. Report UCID-30001 (Rev. 3), Lawrence Livermore Laboratory, Livermore, 1974.

    Google Scholar 

  16. Hindmarsh, A. C., Byrne, G. D.: EPISODE: An effective package for the integration of systems of ordinary differential equations. Report UCID-30112 (Rev. 1), Lawrence Livermore Laboratory, Livermore 1977.

    Google Scholar 

  17. Hulme, B. L., Daniel, S. L.: COLODE: A collocation subroutine for ordinary differential equations. Report SAND-74-0380, Sandia Laboratories, Albuquerque 1974.

    Google Scholar 

  18. Krogh, F. T.: On testing a subroutine for the numerical integration of ordinary differential equations. J. ACM20, 545–562 (1973).

    Google Scholar 

  19. Lapidus, L., Schiesser, W. E. (eds.): Numerical methods for differential systems. New York-San Francisco-London: Academic Press 1976.

    Google Scholar 

  20. Prothero, A., Robinson, A.: On the stability and accuracy of one-step methods for solving stiff systems of ordinary differential equations. Math. Comp.28, 145–162 (1974).

    Google Scholar 

  21. Shampine, L. F., Watts, H. A.: Global error estimation for ordinary differential equations. ACM Trans. Math. Software2, 172–186 (1976).

    Google Scholar 

  22. Shampine, L. F., Watts, H. A., Davenport, S. M.: Solving nonstiff ordinary differential equations — the state of the art. SIAM Review18, 376–411 (1976).

    Google Scholar 

  23. Shampine, L. F.: Stability properties of Adams codes. ACM Trans. Math. Software4, 323–329 (1978).

    Google Scholar 

  24. Skelboe, S.: The control of order and steplength for backward differentiation formulas. BIT17, 91–107 (1977).

    Google Scholar 

  25. Stetter, H. J.: Analysis of discretization methods for ordinary differential equations. Berlin-Heidelberg-New York: Springer 1973.

    Google Scholar 

  26. Stetter, H. J.: The defect correction principle and discretization methods. Num. Math.29, 425–443 (1978).

    Google Scholar 

  27. Tendler, J. M., Bickart, T. A., Picel, Z.: A stiffly stable integration process using cyclic composite methods. ACM Trans. math. Software4, 339–368 (1978).

    Google Scholar 

  28. Willoughby, R. A. (ed.): Stiff differential systems. New York-London: Plenum Press 1974.

    Google Scholar 

  29. Zadunaisky, P. E.: On the estimation of errors propagated in the numerical integration of ordinary differential equations. Num. Math.27, 21–39 (1976).

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

About this article

Cite this article

Ueberhuber, C.W. Implementation of defect correction methods for stiff differential equations. Computing 23, 205–232 (1979). https://doi.org/10.1007/BF02252129

Download citation

  • Received:

  • Revised:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF02252129

Keywords

Navigation