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NDSolve, Composition, and Splitting

Mark Sofroniou
Organization: Wolfram Research, Inc.
Department: Kernel Technology

2005 Wolfram Technology Conference
Conference location

Champaign IL

This talk presents an overview of the design of NDSolve for one-step integration methods. Decomposing a differential system into simpler subsystems often allows the construction of special-purpose integration methods with advantageous numerical properties. It will be shown how the methods Composition and Splitting can be used for this purpose and how they have influenced the design of the numerical integration framework. Examples of some differential systems and appropriate numerical integrators will be given. New composition schemes will also be outlined along with details of the tools that have been used in their construction.

*Mathematics > Calculus and Analysis > Differential Equations