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A vector implementation of an ODE code for multi-point-boundary-value problems

✍ Scribed by M. Kiehl

Publisher: Elsevier Science
Year: 1991
Tongue: English
Weight: 337 KB
Volume: 17
Category: Article
ISSN: 0167-8191
DOI: 10.1016/s0167-8191(05)80118-8

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✦ Synopsis

Kiehl, M., A vector implementation of an ODE code for multipoint-boundary-value problems, Parallel Computing 17 (1991) 347-352 When applying the multiple-shooting code BNDSCO [7] to boundary-value problems (BVPs) on a vector computer, a vectorized version of a numerical integration method for ordinary differential equations (ODEs) has to be developed. Since the dominating part of the computing time is spent in solving a series of initial value problems (IVPs), the computing time can be considerably reduced by the use of a vectorized Runge-Kutta method. The method presented is applicable for BVPs with nearly all kinds of discontinuities in the solution as well as in the right-hand side at a finite number of interior points and is therefore applicable for many types of optimal-control problems (OCPs) with constraints.

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