Embedded explicit Runge–Kutta type methods for directly solving special third order differential equations y‴=f(x,y)

In this paper three pairs of embedded Runge–Kutta type methods for directly solving special third order ordinary differential equations (ODEs) of the form y‴=f(x,y)y‴=f(x,y) denoted as RKD methods are presented. The first is the RKD4(3) pair which is third order embedded in fourth-order method has the property first same as last (FSAL) whereby the last row of the coefficient matrix is equal to the vector output. The second method is the RKD5(4) pair followed by the RKD6(5) pair. The methods are derived with the strategies such that the higher order methods are very accurate and the lower order methods will give the best error estimates. Variables stepsize codes are developed based on the methods and used to solve a set of special third order problems. Numerical results are compared with the existing embedded Runge–Kutta pairs which require the problems to be reduced into a system of first order ODEs. Numerical results have clearly shown the advantage and the efficiency of the new RKD pairs

An Algebraic Framework for the Real-Time Solution of Inverse Problems on Embedded Systems

This article presents a new approach to the real-time solution of inverse problems on embedded systems. The class of problems addressed corresponds to ordinary differential equations (ODEs) with generalized linear constraints, whereby the data from an array of sensors forms the forcing function. The solution of the equation is formulated as a least squares (LS) problem with linear constraints. The LS approach makes the method suitable for the explicit solution of inverse problems where the forcing function is perturbed by noise. The algebraic computation is partitioned into a initial preparatory step, which precomputes the matrices required for the run-time computation; and the cyclic run-time computation, which is repeated with each acquisition of sensor data. The cyclic computation consists of a single matrix-vector multiplication, in this manner computation complexity is known a-priori, fulfilling the definition of a real-time computation. Numerical testing of the new method is presented on perturbed as well as unperturbed problems; the results are compared with known analytic solutions and solutions acquired from state-of-the-art implicit solvers. The solution is implemented with model based design and uses only fundamental linear algebra; consequently, this approach supports automatic code generation for deployment on embedded systems. The targeting concept was tested via software- and processor-in-the-loop verification on two systems with different processor architectures. Finally, the method was tested on a laboratory prototype with real measurement data for the monitoring of flexible structures. The problem solved is: the real-time overconstrained reconstruction of a curve from measured gradients. Such systems are commonly encountered in the monitoring of structures and/or ground subsidence.Comment: 24 pages, journal articl

Adaptive propagation of quantum few-body systems with time-dependent Hamiltonians

In this study, a variety of methods are tested and compared for the numerical solution of the Schr\"odinger equation for few-body systems with explicitely time-dependent Hamiltonians, with the aim to find the optimal one. The configuration interaction method, generally applied to find stationary eigenstates accurately and without approximations to the wavefunction's structure, may also be used for the time-evolution, which results in a large linear system of ordinary differential equations. The large basis sizes typically present when the configuration interaction method is used calls for efficient methods for the time evolution. Apart from efficiency, adaptivity (in the time domain) is the other main focus in this study, such that the time step is adjusted automatically given some requested accuracy. A method is suggested here, based on an exponential integrator approach, combined with different ways to implement the adaptivity, which was found to be faster than a broad variety of other methods that were also considered.Comment: 16 pages, 1 figure (4 panels

Robust Exponential Runge-Kutta Embedded Pairs

Exponential integrators are explicit methods for solving ordinary differential equations that treat linear behaviour exactly. The stiff-order conditions for exponential integrators derived in a Banach space framework by Hochbruck and Ostermann are solved symbolically by expressing the Runge--Kutta weights as unknown linear combinations of phi functions. Of particular interest are embedded exponential pairs that efficiently generate both a high- and low-order estimate, allowing for dynamic adjustment of the time step. A key requirement is that the pair be robust: if the nonlinear source function has nonzero total time derivatives, the order of the low-order estimate should never exceed its design value. Robust exponential Runge--Kutta (3,2) and (4,3) embedded pairs that are well-suited to initial value problems with a dominant linearity are constructed.Comment: 24 pages, 8 figures. The Mathematica scripts mentioned in the paper can be found in: https://github.com/stiffode/expint