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Variable-step variable-order 3-stage Hermite-Birkhoff ODE/DDE solver of order 5 to 15

Posted on:2010-07-24Degree:M.ScType:Thesis
University:University of Ottawa (Canada)Candidate:Yagoub, HemzaFull Text:PDF
GTID:2440390002985642Subject:Mathematics
Abstract/Summary:
This thesis presents the variable-step variable-order 3-stage Hermite-Birkhoff numerical solver HB515DDE of order 5 to 15. This method can solve ordinary and delay differential equations (ODEs/DDEs) with state-dependent, non-vanishing, small, vanishing and asymptotically vanishing delays. Delayed values are computed using Hermite interpolation and small delays are dealt with using extrapolation. Discontinuities in DDEs are located by a bisection method. HB515DDE was tested and compared with other solvers. The results are given along with the convergence theory which supports the experimentation.
Keywords/Search Tags:Variable-step variable-order 3-stage hermite-birkhoff
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