Article ID Journal Published Year Pages File Type
4645286 Applied Numerical Mathematics 2013 13 Pages PDF
Abstract

We consider the numerical integration of discontinuous differential systems of ODEs of the type: x′=f1(x) when h(x)<0 and x′=f2(x) when h(x)>0, and with f1≠f2 for x∈Σ, where Σ:={x:h(x)=0} is a smooth co-dimension one discontinuity surface. Often, f1 and f2 are defined on the whole space, but there are applications where f1 is not defined above Σ and f2 is not defined below Σ. For this reason, we consider explicit Runge–Kutta methods which do not evaluate f1 above Σ (respectively, f2 below Σ). We exemplify our approach with subdiagonal explicit Runge–Kutta methods of order up to 4. We restrict attention only to integration up to the point where a trajectory reaches Σ.

Related Topics
Physical Sciences and Engineering Mathematics Computational Mathematics