Performance evaluation of some ordinary differential equations solvers

By: Call Number: AIT SSPR no. CA-81-2 Contributor(s): Material type: SeriesSeries: Asian Institute of Technology. Special studies project report ; no. CA-81-2Publication details: Bangkok : Asian Institute of Technology, 1981Description: 81 pSubject(s): Online resources: Dissertation note: Special Studies Project Report (M. Eng.) - Asian Institute of Technology, 1981 Summary: This study surveys the available software for solving non-stiff and stiff ordinary differential equations (ODEs). A survey of performance evaluation studies was made, and a performance of several ODE solvers was compared by using test package NEW DETEST. The results indicated that a variable order formula based on Adams methods could be best for non-stiff ODE if the function evaluations are very expensive. Otherwise, a code based on Runge-Kutta- Fehlberg orders of 7 and 8 is probably the best choice. On the other hand, it is difficult to choose between the two stiff ODE solvers (DSTIFF and LSODE) we have evaluated. Both solvers are quite efficient for solving most stiff ODEs. Attempts were made to improve the performance of the two stiff ODE solvers we have studied. Several simple changes were made to the codes and the performance of the changed codes was evaluated. We have found that overall performance of the codes can be improved by some simple changes we suggest.
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22-AIT Thesis (Replacement) Asian Institute of Technology Library AIT Publications AIT SSPR no. CA-81-2 (Browse shelf(Opens below)) 3 Available 30050120567374
40-Archives Asian Institute of Technology Library Archives AIT SSPR no. CA-81-2 (Browse shelf(Opens below)) Available 30050120344261

A special study submitted in partial fulfilment of the requirements for the degree of Master of Engineering, School of Engineering and Technology

Special Studies Project Report (M. Eng.) - Asian Institute of Technology, 1981

This study surveys the available software for solving non-stiff and stiff ordinary differential equations (ODEs). A survey of performance evaluation studies was made, and a performance of several ODE solvers was compared by using test package NEW DETEST. The results indicated that a variable order formula based on Adams methods could be best for non-stiff ODE if the function evaluations are very expensive. Otherwise, a code based on Runge-Kutta- Fehlberg orders of 7 and 8 is probably the best choice. On the other hand, it is difficult to choose between the two stiff ODE solvers (DSTIFF and LSODE) we have evaluated. Both solvers are quite efficient for solving most stiff ODEs. Attempts were made to improve the performance of the two stiff ODE solvers we have studied. Several simple changes were made to the codes and the performance of the changed codes was evaluated. We have found that overall performance of the codes can be improved by some simple changes we suggest.

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