STICAP: A linear circuit analysis program with stiff systems capability. Volume 1: Theory manual

STICAP (Stiff Circuit Analysis Program) is a FORTRAN 4 computer program written for the CDC-6400-6600 computer series and SCOPE 3.0 operating system. It provides the circuit analyst a tool for automatically computing the transient responses and frequency responses of large linear time invariant networks, both stiff and nonstiff (algorithms and numerical integration techniques are described). The circuit description and user's program input language is engineer-oriented, making simple the task of using the program. Engineering theories underlying STICAP are examined. A user's manual is included which explains user interaction with the program and gives results of typical circuit design applications. Also, the program structure from a systems programmer's viewpoint is depicted and flow charts and other software documentation are given

Degenerate Variational Integrators for Magnetic Field Line Flow and Guiding Center Trajectories

Symplectic integrators offer many advantages for the numerical solution of Hamiltonian differential equations, including bounded energy error and the preservation of invariant sets. Two of the central Hamiltonian systems encountered in plasma physics --- the flow of magnetic field lines and the guiding center motion of magnetized charged particles --- resist symplectic integration by conventional means because the dynamics are most naturally formulated in non-canonical coordinates, i.e., coordinates lacking the familiar $(q, p)$ partitioning. Recent efforts made progress toward non-canonical symplectic integration of these systems by appealing to the variational integration framework; however, those integrators were multistep methods and later found to be numerically unstable due to parasitic mode instabilities. This work eliminates the multistep character and, therefore, the parasitic mode instabilities via an adaptation of the variational integration formalism that we deem ``degenerate variational integration''. Both the magnetic field line and guiding center Lagrangians are degenerate in the sense that their resultant Euler-Lagrange equations are systems of first-order ODEs. We show that retaining the same degree of degeneracy when constructing a discrete Lagrangian yields one-step variational integrators preserving a non-canonical symplectic structure on the original Hamiltonian phase space. The advantages of the new algorithms are demonstrated via numerical examples, demonstrating superior stability compared to existing variational integrators for these systems and superior qualitative behavior compared to non-conservative algorithms

Some investigations into the numerical solution of initial value problems in ordinary differential equations

PhD ThesisIn this thesis several topics in the numerical solution of the initial value problem in first-order ordinary diff'erentlal equations are investigated, Consideration is given initially to stiff differential equations and their solution by stiffly-stable linear multistep methods which incorporate second derivative terms. Attempts are made to increase the size of the stability regions for these methods both by particular choices for the third characteristic polynomial and by the use of optimization techniques while investigations are carried out regarding the capabilities of a high order method. Subsequent work is concerned with the development of Runge-Kutta methods which include second-derivative terms and are implicit with respect to y rather than k. Methods of order three and four are proposed which are L-stable. The major part of the thesis is devoted to the establishment of recurrence relations for operators associated with linear multistep methods which are based on a non-polynomial representation of the theoretical solution. A complete set of recurrence relations is developed for both implicit and explicit multistep methods which are based on a representation involving a polynomial part and any number of arbitrary functions. The amount of work involved in obtaining mulc iste, :ne::l'lJds by this technique is considered and criteria are proposed to Jecide when this particular method of derivation should be em~loyed. The thesis is conclud~d by using Prony's method to develop one-step methods and multistep methods which are exponentially adaptive and as such can be useful in obtaining solutions to problems which are exponential in nature

Collocation methods for a class of second order initial value problems with oscillatory solutions

We derive and analyse two families of multistep collocation methods for periodic initial-value problems of the form y" = f(x, y); y((^x)o) = yo, y(^1)(xo) = zo involving ordinary differential equations of second order in which the first derivative does not appear explicitly. A survey of recent results and proposed numerical methods is given in chapter 2. Chapter 3 is devoted to the analysis of a family of implicit Chebyshev methods proposed by Panovsky k Richardson. We show that for each non-negative integer r, there are two methods of order 2r from this family which possess non-vanishing intervals of periodicity. The equivalence of these methods with one-step collocation methods is also established, and these methods are shown to be neither P-stable nor symplectic. In chapters 4 and 5, two families of multistep collocation methods are derived, and their order and stability properties are investigated. A detailed analysis of the two-step symmetric methods from each class is also given. The multistep Runge-Kutta-Nystrom methods of chapter 4 are found to be difficult to analyse, and the specific examples considered are found to perform poorly in the areas of both accuracy and stability. By contrast, the two-step symmetric hybrid methods of chapter 5 are shown to have excellent stability properties, in particular we show that all two-step 27V-point methods of this type possess non-vanishing intervals of periodicity, and we give conditions under which these methods are almost P-stable. P-stable and efficient methods from this family are obtained and demonstrated in numerical experiments. A simple, cheap and effective error estimator for these methods is also given

High-order finite difference schemes for the solution of second-order BVPs

AbstractWe introduce new methods in the class of boundary value methods (BVMs) to solve boundary value problems (BVPs) for a second-order ODE. These formulae correspond to the high-order generalizations of classical finite difference schemes for the first and second derivatives. In this research, we carry out the analysis of the conditioning and of the time-reversal symmetry of the discrete solution for a linear convection–diffusion ODE problem. We present numerical examples emphasizing the good convergence behavior of the new schemes. Finally, we show how these methods can be applied in several space dimensions on a uniform mesh

Increasing the real stability boundary of explicit methods

AbstractBased on the simplest well-known integration rules (such as the forward Euler scheme and the “classical” Runge-Kutta method), an extension is proposed to enlarge the real stability boundary. The main characteristic of the resulting schemes is that the computational complexity is hardly increased

SciCADE 95: International conference on scientific computation and differential equations

This report consists of abstracts from the conference. Topics include algorithms, computer codes, and numerical solutions for differential equations. Linear and nonlinear as well as boundary-value and initial-value problems are covered. Various applications of these problems are also included