Magistracy Department of Donetsk National Technical University

Computer science faculty

Department of applied mathematics and informatics

Abstract of Thesis

Introduction

Matrix-vector operation (MVO)

MVO characteristics

Runge-Kutta method

Ordinary differential equations (ODE)

ODE Iterative solving method

Acceleration via Newton method

ODE systems solving

Conclusions

Literature

Automated systems software specialty

Abstract of Thesis

"Parallel computational methods of Cauchy problem solving for the ordinary differential equation systems"

Russian version

4 ONE–STEP BLOCK METHODS OF SOLVING ORDINARY DIFFERENTIAL EQUTIONS

Cauchy problem for the ordinary differential equation of 1-st order is described by the formula (4.1).

Formula 4.1 (4.1)

For the numerical solving of Cauchy problem it is necessary to calculate set of values of approximated function on the specified interval. The infinite set of points of an interval is replaced by the final cluster. Values of unknown function are being recalculated in points of the grid that replaces initial interval. Points of the grid are placed to the equally-spaced positions; distance between the neighbors forms a step (Tau). The approximate solution is restored with the set accuracy which is defined by frequency of grid points and characteristics of a numerical solving method [5].

Let the set M of points of a uniform grid {tm}, m = 1, M и tm = T is divided on N the blocks (where Tau - is step size). Each block consists of k points of the finite grid. Thus, the total number of points of all blocks is multiple to the total number of blocks.

Let n – number (index) of the block of a grid, i – number (index) of a point within the block and tn,i – a point with number i in the block with number n. Characteristic points of the n-th block are:

  • tn,0 - index point of the block which is not included in it;
  • tn,k - final point of the block.

The scheme of subdividing into blocks for a single-step k-dotted method is shown on figure 4.1.

Figure 4.1

Figure 4.1 –Scheme of subdividing of initial interval into blocks for a single-step k-dotted method


The main feature of a single-step block method is ability of simultaneously calculation of k new values of required function. Such computation independence allows performing of approximate solution simultaneous calculation in points of the block [5].

The equations for multistep difference methods for the block of k points are shown on figure (4.2). These methods are using the calculated values of the approximate solution in m points previous the block. The given formula defines a single-step k-dotted method [5].

Formula 4.2 (4.2)

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