One step multiderivative methods for first order ordinary differential equations

A family of one-step multiderivative methods based on Padé approximants to the exponential function is developed. The methods are extrapolated and analysed for use in PECE mode. Error constants and stability intervals are calculated and the combinations compared with well known linear multi-step combinations and combinations using high accuracy Newton-Cotes quadrature formulas as correctors. w926020

Adjoint-based predictor-corrector sequential convex programming for parametric nonlinear optimization

This paper proposes an algorithmic framework for solving parametric optimization problems which we call adjoint-based predictor-corrector sequential convex programming. After presenting the algorithm, we prove a contraction estimate that guarantees the tracking performance of the algorithm. Two variants of this algorithm are investigated. The first one can be used to solve nonlinear programming problems while the second variant is aimed to treat online parametric nonlinear programming problems. The local convergence of these variants is proved. An application to a large-scale benchmark problem that originates from nonlinear model predictive control of a hydro power plant is implemented to examine the performance of the algorithms.Comment: This manuscript consists of 25 pages and 7 figure

An implicit algorithm for validated enclosures of the solutions to variational equations for ODEs

We propose a new algorithm for computing validated bounds for the solutions to the first order variational equations associated to ODEs. These validated solutions are the kernel of numerics computer-assisted proofs in dynamical systems literature. The method uses a high-order Taylor method as a predictor step and an implicit method based on the Hermite-Obreshkov interpolation as a corrector step. The proposed algorithm is an improvement of the $C^1$-Lohner algorithm proposed by Zgliczy\'nski and it provides sharper bounds. As an application of the algorithm, we give a computer-assisted proof of the existence of an attractor set in the R\"ossler system, and we show that the attractor contains an invariant and uniformly hyperbolic subset on which the dynamics is chaotic, that is, conjugated to subshift of finite type with positive topological entropy.Comment: 33 pages, 11 figure

Numerical simulation of conservation laws with moving grid nodes: Application to tsunami wave modelling

In the present article we describe a few simple and efficient finite volume type schemes on moving grids in one spatial dimension combined with appropriate predictor-corrector method to achieve higher resolution. The underlying finite volume scheme is conservative and it is accurate up to the second order in space. The main novelty consists in the motion of the grid. This new dynamic aspect can be used to resolve better the areas with large solution gradients or any other special features. No interpolation procedure is employed, thus unnecessary solution smearing is avoided, and therefore, our method enjoys excellent conservation properties. The resulting grid is completely redistributed according the choice of the so-called monitor function. Several more or less universal choices of the monitor function are provided. Finally, the performance of the proposed algorithm is illustrated on several examples stemming from the simple linear advection to the simulation of complex shallow water waves. The exact well-balanced property is proven. We believe that the techniques described in our paper can be beneficially used to model tsunami wave propagation and run-up.Comment: 46 pages, 7 figures, 7 tables, 94 references. Accepted to Geosciences. Other author's papers can be downloaded at http://www.denys-dutykh.com

A comparison between numerical solutions to fractional differential equations: Adams-type predictor-corrector and multi-step generalized differential transform method

In this note, two numerical methods of solving fractional differential equations (FDEs) are briefly described, namely predictor-corrector approach of Adams-Bashforth-Moulton type and multi-step generalized differential transform method (MSGDTM), and then a demonstrating example is given to compare the results of the methods. It is shown that the MSGDTM, which is an enhancement of the generalized differential transform method, neglects the effect of non-local structure of fractional differentiation operators and fails to accurately solve the FDEs over large domains.Comment: 12 pages, 2 figure