Numerical solution of discontinuous differential systems: Approaching the discontinuity surface from one side

  • Authors:
  • Luca Dieci;Luciano Lopez

  • Affiliations:
  • School of Mathematics, Georgia Tech. Institute, Atlanta, GA 30332-0160, USA;Dipartimento di Matematica, Universitá degli Studi di Bari "Aldo Moro", Via E. Orabona 4, I-70125, Bari, Italy

  • Venue:
  • Applied Numerical Mathematics
  • Year:
  • 2013

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Abstract

We consider the numerical integration of discontinuous differential systems of ODEs of the type: x^'=f"1(x) when h(x)0, and with f"1f"2 for x@?@S, where @S:={x:h(x)=0} is a smooth co-dimension one discontinuity surface. Often, f"1 and f"2 are defined on the whole space, but there are applications where f"1 is not defined above @S and f"2 is not defined below @S. For this reason, we consider explicit Runge-Kutta methods which do not evaluate f"1 above @S (respectively, f"2 below @S). 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 @S.