Control of step size and order in extrapolation codes

AbstractExtrapolation of the semi-implicit midpoint rule is an effective way to solve stiff initial value problems for a system of ordinary differential equations. The theory of the control of step size and order is advanced by investigating questions not taken up before, providing additional justification for some algorithms, and proposing an alternative to the information theory approach of Deuflhard. An experimental code SIMP implementing the algorithms proposed is shown to be as good as, and in some respects better than, the research code METAN1 of Bader and Deuflhard

Variable order Adams codes

AbstractVariable step size, variable order (VSVO) Adams codes are very effective for solving initial value problems for first-order systems of ordinary differential equations. The theory of fixed-order codes is classical, but when the order is varied, there is no theory explaining fundamental issues. With realistic assumptions about order and step size selection, we prove convergence, approximate locally the behavior of the error, and justify standard error estimators

An efficient Runge-Kutta (4,5) pair

AbstractA pair of explicit Runge-Kutta formulas of orders 4 and 5 is derived. It is significantly more efficient than the Fehlberg and Dormand-Prince pairs, and by standard measures it is of at least as high quality. There are two independent estimates of the local error. The local error of the interpolant is, to leading order, a problem-independent function of the local error at the end of the step

RKC: An explicit solver for parabolic PDEs

AbstractThe FORTRAN program RKC is intended for the time integration of parabolic partial differential equations discretized by the method of lines. It is based on a family of Runge-Kutta-Chebyshev formulas with a stability bound that is quadratic in the number of stages. Remarkable properties of the family make it possible for the program to select at each step the most efficient stable formula as well as the most efficient step size. Moreover, they make it possible to evaluate the explicit formulas in just a few vectors of storage. These characteristics of the program make it especially attractive for problems in several spatial variables. RKC is compared to the BDF solver VODPK on two test problems in three spatial variables

RKC : an explicit solver for parabolic PDEs

The {sc fortran program {sc rkc is intended for the time integration of parabolic partial differential equations discretized by the method of lines. It is based on a family of Runge-Kutta-Chebyshev formulas with a stability bound that is quadratic in the number of stages. Remarkable properties of the family make it possible for the program to select at each step the most efficient stable formula as well as the most efficient step size. Moreover, they make it possible to evaluate the explicit formulas in just a few vectors of storage. These characteristics of the program make it especially attractive for problems in several spatial variables. {sc rkc is compared to the {sc bdf solver {sc vodpk on two test problems in three spatial variables

Finite-length Patents and Functional Differential Equations in a Non-scale R&D-based Growth Model

The statutory patent length is 20 years in most countries. R&D-based endogenous growth models, however, often presume an infinite patent length. In this paper, finite-length patents are embedded in a non-scale R&D-based growth model, but any patent’s effective life may be terminated prematurely at any moment, subject to two idiosyncratic hazards of imitation and innovation. This gives rise to an autonomous system of mixed-type functional differential equations (FDEs). Its dynamics are driven by current, delayed and advanced states. We present an algorithm to solve the FDEs by solving a sequence of standard BVPs (boundary value problems) for systems of ODEs (ordinary differential equations). We use this algorithm to simulate a calibrated U.S. economy’s transitional dynamics by making discrete changes from the baseline 20 years patent length. We find that if transitional impacts are taken into account, optimizing the patent length incurs a welfare loss, albeit rather small. This suggests that fine-tuning the world’s patent systems may not be a worthwhile effort