Calvo, M. (calvo@unizar.es) ; Montijano, Juan I. (montijano@unizar.es) ; Rández, Luis (randez@unizar.es)

Published in:   Numerical Algorithms
  Numer. Algorithms Vol. 33, Num. 1-4 (agosto de 2003), pp. 163-182

Abstract: In this paper an automatic technique for handling discontinuous IVPs when they are solved by means of adaptive Runge–Kutta codes is proposed. This technique detects, accurately locates and passes the discontinuities in the solution of IVPs by using the information generated by the code along the numerical integration together with a continuous interpolant of the discrete solution. A remarkable feature is that it does not require additional information on the location of the discontinuities. Some numerical experiments are presented to illustrate the reliability and efficiency of the proposed algorithms.

Language: eng
Department: Matemática Aplicada

Keyword(s): discontinuous initial value problems ; adaptive Runge–Kutta methods ; detection of discontinuities