An intrinsically adaptive formulation of multistep methods

Időpont: 
2018. 09. 20. 11:15
Hely: 
H607
Előadó: 
Carmen Arévalo

Multistep methods are important tools for solving ordinary differential equations with initial conditions. In order for these methods to be efficient they must be adaptive, that is, they must allow the choice of an appropriate step-size for each integration step. We present a comprehensive way of formulating multistep methods that is adaptive by construction and show how this methodology can be applied to particular situations. We also show the application to strong stability preserving methods, used to solve ODEs arising from the semi-discretization of time-dependent partial differential equations (PDEs), especially hyperbolic PDEs with shocks. We finally demonstrate how we apply the formulation to differential algebraic equations (DAEs), an ODE system coupled with algebraic constraints.