Skip to main content

Numerische Verfahren für gewöhnliche Differentialgleichungen

  • Chapter
  • First Online:
  • 2975 Accesses

Part of the book series: eXamen.press ((EXAMEN))

Zusammenfassung

Die mathematische Modellierung naturwissenschaftlicher, technischer und ökonomischer Prozesse basiert sehr häufig auf Systemen gewöhnlicher Differentialgleichungen. Durch die Hinzufügung algebraischer Gleichungen an einem oder beiden Rändern des zugrunde liegenden Intervalls entstehen daraus Anfangs- bzw. Zweipunkt-Randwertprobleme. Da geschlossene analytische Lösungen derartiger Probleme nur in wenigen Ausnahmefällen zur Verfügung stehen, müssen numerische Verfahren zum Einsatz kommen. In diesem Kapitel sollen die für das Grid Computing geeigneten Mehrfach-Schießverfahren zur Lösung von Zweipunkt-Randwertproblemen sowie die Klasse der Runge-Kutta-Verfahren zur Lösung von Anfangswertproblemen dargestellt werden. Dabei stellen die Runge-Kutta-Verfahren auch einen wichtigen Baustein der Schießverfahren dar.

This is a preview of subscription content, log in via an institution.

Buying options

Chapter
USD   29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD   39.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD   39.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Learn about institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Literaturverzeichnis

  1. M. Hermann. Numerik gewöhnlicher Differentialgleichungen. Anfangs- und Randwertprobleme. Oldenbourg Verlag, München und Wien, 2004.

    Google Scholar 

  2. E. Hairer, S. P. Nørsett, and G. Wanner. Solving Ordinary Differential Equations, volume I. Springer Verlag, Berlin, 1993.

    MATH  Google Scholar 

  3. K. Strehmel and R. Weiner. Numerik gewöhnlicher Differentialgleichungen. Teubner Verlag, Stuttgart, 1995.

    MATH  Google Scholar 

  4. M. Hermann. Numerische Mathematik. Oldenbourg Verlag, München und Wien, 2006. 2., überarbeitete und erweiterte Auflage.

    Google Scholar 

  5. L. Euler. Institutionum calculi integralis. Volumen Primum, Opera Omnia, XI, 1768.

    Google Scholar 

  6. K. Heun. Neue Methode zur approximativen Integration der Differentialgleichungen einer unabhôngigen Verônderlichen. Zeitschr. für Math. u. Phys., 45:23–38, 1900.

    Google Scholar 

  7. C. Runge. Über die numerische Auflösung von Differentialgleichungen. Math. Ann., 46:167–178, 1895.

    Article  MathSciNet  Google Scholar 

  8. W. Kutta. Beitrag zur nôherungsweisen Integration totaler Differentialgleichungen. Zeitschr. für Math. u. Phys., 46:435–453, 1901.

    Google Scholar 

  9. E. Fehlberg. Classical fifth-, sixth-, seventh-, and eighth order Runge-Kutta formulas with step size control. Technical Report 287, NASA, 1968.

    Google Scholar 

  10. E. Fehlberg. Low-order classical Runge-Kutta formulas with step size control and their application to some heat transfer problems. Technical Report 315, NASA, 1969.

    Google Scholar 

  11. J. H. Verner. Explicit Runge-Kutta methods with estimates of the local truncation error. SIAM J. Numer. Anal., (15):772–790, 1978.

    Google Scholar 

  12. T. E. Hull, W. H. Enright, and K. R. Jackson. User’s guide for DVERK - a subroutine for solving nonstiff ode’s. Technical Report 100, University of Toronto, Department of Computer Science, Toronto, Canada, 1976.

    Google Scholar 

  13. J. R. Dormand and P. J. Prince. A family of embedded Runge-Kutta formulae. J. Comp. Appl. Math., (6):19–26, 1980.

    Google Scholar 

  14. J. C. Butcher. On Runge-Kutta processes of high order. J. Austral. Math. Soc., IV, Part 2:179–194, 1964.

    Article  MathSciNet  Google Scholar 

  15. J. C. Butcher. On the attainable order of Runge-Kutta methods. Math. of Comp., 19:408–417, 1965.

    MATH  MathSciNet  Google Scholar 

  16. J. C. Butcher. Coefficients for the study of Runge-Kutta integration processes. J. Austral. Math. Soc., 3:185–201, 1963.

    Article  MATH  MathSciNet  Google Scholar 

  17. E. Hairer and G. Wanner. On the Butcher group and general multi-value methods. Computing, 13:1–15, 1974.

    Article  MATH  MathSciNet  Google Scholar 

  18. M. Abramowitz and I. A. Stegun. Handbook of Mathematical Functions. Dover Publications, New York, 1972.

    MATH  Google Scholar 

  19. B. L. Ehle. High order A-stable methods for the numerical solution of systems of DEs. BIT, 8:276–278, 1968.

    Article  MATH  MathSciNet  Google Scholar 

  20. F. H. Chipman. A-stable Runge-Kutta processes. BIT, 11:384–388, 1971.

    Article  MATH  MathSciNet  Google Scholar 

  21. G. Dahlquist. A special stability problem for linear multistep methods. Bit, (3):27–43, 1963.

    Google Scholar 

  22. K. Dekker and J. G. Verwer. Stability of Runge-Kutta Methods for Stiff Nonlinear Differential Equations. North-Holland, Amsterdam, 1984.

    MATH  Google Scholar 

  23. U. M. Ascher and L. R. Petzold. Computer Methods for Ordinary Differential Equations and Differential-Algebraic Equations. SIAM, Philadelphia, 1998.

    MATH  Google Scholar 

  24. J. E. Dennis and R. B. Schnabel. Numerical Methods for Unconstrained Optimization and Nonlinear Equations. Prentice-Hall, Inc., Englewood Cliffs, NJ., 1983.

    MATH  Google Scholar 

  25. J. Stoer and R. Bulirsch. Introduction to Numerical Analysis. Springer Verlag, New York, Berlin, Heidelberg, 2002.

    MATH  Google Scholar 

  26. B. A. Troesch. A simple approach to a sensitive two-point boundary value problem. J. Comput. Phys., 21:279–290, 1976.

    Article  MathSciNet  Google Scholar 

  27. M. Hermann. Shooting methods for two-point boundary value problems – a survey. In M. Hermann, editor, Numerische Behandlung von Differentialgleichungen, Wissenschaftliche Beiträge der FSU Jena, pages 23–52, Jena, 1983. Friedrich-Schiller-Universität.

    Google Scholar 

  28. P. Deuflhard. Recent advances in multiple shooting techniques. In Gladwell/Sayers, editor, Computational Techniques for Ordinary Differential Equations, pages 217–272, London, New York, 1980. Academic Press.

    Google Scholar 

  29. P. Deuflhard and G. Bader. Multiple shooting techniques revisited. In P. Deuflhard and E. Hairer, editors, Numerical Treatment of Inverse Problems in Differential and Integral Equations, pages 74–94, Boston, Basel, Stuttgart, 1983. Birkhäuser Verlag.

    Google Scholar 

  30. M. Hermann. Ein ALGOL-60-Programm zur Diagnose numerischer Instabilitôt bei Verfahren der linearen Algebra. Wiss. Ztschr. HAB Weimar, (20):325–330, 1975.

    Google Scholar 

  31. R. D. Skeel. Iterative refinement implies numerical stability for Gaussian elimination. Math. Comput., (35):817–832, 1980.

    Google Scholar 

  32. M. Hermann and D. Kaiser. RWPM: a software package of shooting methods for nonlinear two-point boundary value problems. Appl. Numer. Math., 13:103–108, 1993.

    Article  MATH  MathSciNet  Google Scholar 

  33. M. Hermann and D. Kaiser. Shooting methods for two-point BVPs with partially separated endconditions. ZAMM, (75):651–668, 1995.

    Google Scholar 

  34. M. Hermann and D. Kaiser. Numerical methods for parametrized two-point boundary value problems – a survey. In W. Alt and M. Hermann, editors, Berichte des IZWR, volume Math/Inf/06/03, pages 23–38. Friedrich-Schiller-Universität Jena, Jenaer Schriften zur Mathematik und Informatik, 2003.

    Google Scholar 

  35. J. M. Ortega and W. C. Rheinboldt. Iterative Solution of Nonlinear Equations in Several Variables. Academic Press, New York, 1970.

    MATH  Google Scholar 

  36. H. Schwetlick. Numerische Lö’sung nichtlinearer Gleichungen. VEB Deutscher Verlag der Wissenschaften, Berlin, 1979.

    Google Scholar 

  37. H. Berndt and D. Kaiser. Zwei Programmpakete zur Berechnung von nichtlinearen bzw. linearen Zweipunkt-Randwertaufgaben. In M. Hermann, editor, Numerische Behandlung von Differentialgleichungen III, pages 1–49, Jena, Germany, 1985. Friedrich-Schiller-Universitôt.

    Google Scholar 

  38. M. Kuhnert. Parallelisierung des Mehrfachschießverfahrens zur Lösung von Zwei-Punkt-Randwertproblemen auf dem Parallelrechner MasPar MP-2. Master’s thesis, Friedrich Schiller University, Institute of Applied Mathematics, 1998.

    Google Scholar 

  39. S. K. Andersen, P. G. Thomsen, and H. Carlsen. Parallel shooting methods for finding periodic steady state solutions to models of machines with reciprocating pistons. Simulation Modelling Practice and Theory, 15:1052–1067, 2007.

    Article  Google Scholar 

  40. H. B. Keller and P. Nelson. A comparison of hypercube implementations of parallel shooting. In Mathematics for large scale computing, volume 120 of Lecture Notes in Pure and Appl. Math., pages 49–79. Dekker, New York, 1989.

    Google Scholar 

  41. H. B. Keller and P. Nelson. Hypercube implementations of parallel shooting. Appl. Math. Comput., 31:574–603, 1989.

    Article  MathSciNet  Google Scholar 

  42. R. Mehlhorn, M. Schumann, and M. Kiehl. Parallelisierung der Mehrzielmethode und Implementierung auf einem iPSC-Hypercube mit Anwendungen in der Flugbahnoptimierung. ZAMM, 75:599–600, 1995.

    Google Scholar 

  43. G. Kraut and I. Gladwell. Parallel methods for boundary value problem linear algebra. In R. F. Sincovec and D. E. Keyes, editors, Proceedings of the Sixth SIAM Conference on Parallel Processing for Scientific Computing, pages 647–651. Soc.for Industrial & Applied Maths., 1993.

    Google Scholar 

  44. S. J. Wright. Stable parallel elimination for boundary value odes. Numer. Math., 67:521–535, 1994.

    Article  MATH  MathSciNet  Google Scholar 

  45. P.H. Muir, R.N. Pancer, and K.R. Jackson. Runge-Kutta software for the parallel solution of boundary value ODEs. Technical Report Technical Report 2000-08, Department of Mathematics and Computing Science, Saint Mary’s University, 2003.

    Google Scholar 

  46. P. H. Muir, R. N. Pancer, and K. R. Jackson. PMIRKDC: a parallel mono-implicit Runge-Kutta code with defect control for boundary value ODEs. Parallel Computing, 29:711–741, 2003.

    MathSciNet  Google Scholar 

  47. K. L. Chow and W. H. Enright. Distributed parallel shooting for BVODEs. In A. Tentner, editor, Proceedings of High Performance Computing, pages 203–210, Boston, 1998. The Society of Computer Simulation.

    Google Scholar 

  48. N. Mattheis. Untersuchung numerischer Techniken zur Lösung nichtlinearer Gleichungssysteme auf dem Parallelrechner MasPar MP-2204. Master’s thesis, Friedrich Schiller University, Institute of Applied Mathematics, 1998.

    Google Scholar 

  49. Y. Shi. A globalization procedure for solving nonlinear systems of equations. Numerical Algorithms, 12:273–286, 1996.

    Article  MATH  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Martin Hermann .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2008 Springer Berlin Heidelberg

About this chapter

Cite this chapter

Hermann, M. (2008). Numerische Verfahren für gewöhnliche Differentialgleichungen. In: Fey, D. (eds) Grid-Computing. eXamen.press. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-79747-0_8

Download citation

Publish with us

Policies and ethics