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2 total messages Started by Fred Walsteijn Mon, 25 Jan 1993 18:04
need references for Runge-Kutta versus Multi-step ...
#1089
Author: Fred Walsteijn
Date: Mon, 25 Jan 1993 18:04
45 lines
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Dear colleagues,

I am looking for some recent references comparing
the efficiencies of Runge-Kutta and Multistep methods.

My main interest is in the field of time-dependent
pseudo-hyperbolic PDEs describing advection/convection
dominated flows (i.e. diffusion/viscosity very small).
If these PDEs are discretized in space with for example
a finite element method, then a system of ODEs results
which can be solved with either a Runge-Kutta scheme or
a Multistep scheme.

Can you give me some references where the efficiencies
of those schemes are compared thoroughly ?
(Preferably for high spatial resolutions, i.e. very large
 systems of ODEs.)

Please don't give a statement such as ``Runge-Kutta schemes
are too expensive'' without giving a good reference which
proves it.  In fact, section 3.7 of the book:

   E. Hairer, S.P. Norsett, G. Wanner,
      Solving Ordinary Differential Equations I,
      Sringer Verlag, Berlin, 1987

seems to indicate that accurate Runge-Kutta schemes
(such as DOPRI-8) may outperform variable order/stepsize
Multistep schemes for a lot of problems.  Hairer et al apply
both families of schemes to small systems of ODEs as well as
a ``large'' system of ODEs resulting from space-discretization
of a reaction-diffusion problem.

Is DOPRI-8 also more efficient for advection dominated flows ???

I also find Table 7.1 of Hairer et al interesting.  It compares
the storage required for Runge-Kutta and Multistep methods.
The surprising conclusion is that DOPRI-8 is most economical...
Any comments on that ?

Thank you  &  greetings,
-----------------------------------------------------------------------------
Fred Walsteijn                                | Internet: walsteyn@fys.ruu.nl
Institute for Marine and Atmospheric Research | FAX:      31-30-543163
Utrecht University, The Netherlands           | Phone:    31-30-533169
Re: need references for Runge-Kutta versus Multi-step ...
#1102
Author: Mike Hosea
Date: Tue, 26 Jan 1993 16:33
27 lines
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In article <1993Jan25.180439.26879@fys.ruu.nl> walsteyn@fys.ruu.nl (Fred Walsteijn) writes:
>Dear colleagues,
>
>I am looking for some recent references comparing
>the efficiencies of Runge-Kutta and Multistep methods.
>...                
>Can you give me some references where the efficiencies
>of those schemes are compared thoroughly ?
>

I have just written a paper with Larry Shampine on theoretical efficiency
comparisons of Runge-Kutta, multistep, and extrapolation methods.  As you
know, efficiency comparisons are ordinarily carried out as numerical case
studies, but these can be misleading because they are based on particular
implementations of the methods and a small set of test problems.  The 
method we present for theoretical efficiency comparisons overcomes these
concerns.  The paper has been submitted for publication, but you can get
the report version immediately.  Send me email at the address above or
at mhosea@sun.cis.smu.edu and ask for the SMU Math report #92-9

  Efficiency Comparisons of Methods for Integrating ODEs,

  by M.E. Hosea and L.F. Shampine.

-- 
Regards,
Mike Hosea (mhosea@seas.smu.edu)
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