Numerical Solution of ODEs and the Columbus' Egg: Three Simple Ideas for Three Difficult Problems

On computers, discrete problems are solved instead of continuous ones. One must be sure that the solutions of the former problems, obtained in real time (i.e., when the stepsize h is not infinitesimal) are good approximations of the solutions of the latter ones. However, since the discrete world is much richer than the continuous one (the latter being a limit case of the former), the classical definitions and techniques, devised to analyze the behaviors of continuous problems, are often insufficient to handle the discrete case, and new specific tools are needed. Often, the insistence in following a path already traced in the continuous setting, has caused waste of time and efforts, whereas new specific tools have solved the problems both more easily and elegantly. In this paper we survey three of the main difficulties encountered in the numerical solutions of ODEs, along with the novel solutions proposed.Comment: 25 pages, 4 figures (typos fixed

Introduction to hyperbolic equations and fluid-structure interaction

In this semester project we deal with hyperbolic partial differential equations and Fluid-Structure Interactio

Difference Methods and Deferred Corrections for Ordinary Boundary Value Problems

Compact as possible difference schemes for systems of nth order equations are developed. Generalizations of the Mehrstellenverfahren and simple theoretically sound implementations of deferred corrections are given. It is shown that higher order systems are more efficiently solved as given rather than as reduced to larger lower order systems. Tables of coefficients to implement these methods are included and have been derived using symbolic computations

Differential-Algebraic Equations and Beyond: From Smooth to Nonsmooth Constrained Dynamical Systems

The present article presents a summarizing view at differential-algebraic equations (DAEs) and analyzes how new application fields and corresponding mathematical models lead to innovations both in theory and in numerical analysis for this problem class. Recent numerical methods for nonsmooth dynamical systems subject to unilateral contact and friction illustrate the topicality of this development.Comment: Preprint of Book Chapte

XMDS2: Fast, scalable simulation of coupled stochastic partial differential equations

XMDS2 is a cross-platform, GPL-licensed, open source package for numerically integrating initial value problems that range from a single ordinary differential equation up to systems of coupled stochastic partial differential equations. The equations are described in a high-level XML-based script, and the package generates low-level optionally parallelised C++ code for the efficient solution of those equations. It combines the advantages of high-level simulations, namely fast and low-error development, with the speed, portability and scalability of hand-written code. XMDS2 is a complete redesign of the XMDS package, and features support for a much wider problem space while also producing faster code.Comment: 9 pages, 5 figure

Towards a unified linear kinetic transport model with the trace ion module for EIRENE

Linear kinetic Monte Carlo particle transport models are frequently employed in fusion plasma simulations to quantify atomic and surface effects on the main plasma flow dynamics. Separate codes are used for transport of neutral particles (incl. radiation) and charged particles (trace impurity ions). Integration of both modules into main plasma fluid solvers provides then self consistent solutions, in principle. The required interfaces are far from trivial, because rapid atomic processes in particular in the edge region of fusion plasmas require either smoothing and resampling, or frequent transfer of particles from one into the other Monte Carlo code. We propose a different scheme here, in which despite the inherently different mathematical form of kinetic equations for ions and neutrals (e.g. Fokker-Planck vs. Boltzmann collision integrals) both types of particle orbits can be integrated into one single code. We show that the approximations and shortcomings of this "single sourcing" concept (e.g., restriction to explicit ion drift orbit integration) can be fully tolerable in a wide range of typical fusion edge plasma conditions, and be overcompensated by the code-system simplicity, as well as by inherently ensured consistency in geometry (one single numerical grid only) and (the common) atomic and surface process modulesComment: 15 pages, 7 figure

Characteristic Evolution and Matching

I review the development of numerical evolution codes for general relativity based upon the characteristic initial value problem. Progress in characteristic evolution is traced from the early stage of 1D feasibility studies to 2D axisymmetric codes that accurately simulate the oscillations and gravitational collapse of relativistic stars and to current 3D codes that provide pieces of a binary black hole spacetime. Cauchy codes have now been successful at simulating all aspects of the binary black hole problem inside an artificially constructed outer boundary. A prime application of characteristic evolution is to extend such simulations to null infinity where the waveform from the binary inspiral and merger can be unambiguously computed. This has now been accomplished by Cauchy-characteristic extraction, where data for the characteristic evolution is supplied by Cauchy data on an extraction worldtube inside the artificial outer boundary. The ultimate application of characteristic evolution is to eliminate the role of this outer boundary by constructing a global solution via Cauchy-characteristic matching. Progress in this direction is discussed.Comment: New version to appear in Living Reviews 2012. arXiv admin note: updated version of arXiv:gr-qc/050809

Numerical relativity with the conformal field equations

I discuss the conformal approach to the numerical simulation of radiating isolated systems in general relativity. The method is based on conformal compactification and a reformulation of the Einstein equations in terms of rescaled variables, the so-called ``conformal field equations'' developed by Friedrich. These equations allow to include ``infinity'' on a finite grid, solving regular equations, whose solutions give rise to solutions of the Einstein equations of (vacuum) general relativity. The conformal approach promises certain advantages, in particular with respect to the treatment of radiation extraction and boundary conditions. I will discuss the essential features of the analytical approach to the problem, previous work on the problem - in particular a code for simulations in 3+1 dimensions, some new results, open problems and strategies for future work.Comment: 34 pages, submitted to the Proceedings of the 2001 Spanish Relativity meeting, eds. L. Fernandez and L. Gonzalez, to be published by Springer, Lecture Notes in Physics serie