Quantization-based New Integration Methods for Stiff ODEs

Keywords

Abstract

The paper introduces new classes of numerical ODE solvers that base their internal discretization method on state quantization instead of time slicing. These solvers have been coined Quantized State System (QSS) simulators.

The primary result of the research described in this article is a first-order accurate QSS-based stiff system solver, called Backward QSS (BQSS). The numerical properties of this new algorithm are being discussed, and it is shown that this algorithm exhibits properties that make it a potentially attractive alternative to the classical numerical ODE solvers. Some simulation examples illustrate the advantages of this method.

As a collateral result, a first-order accurate QSS-based solver designed for solving marginally stable systems is briefly outlined as well. This new method, called Centered QSS (CQSS), is successfully applied to a challenging benchmark problem describing a high-order system that is simultaneously stiff and marginally stable.

However, the primary emphasis of this article is on the BQSS method, i.e., on a stiff system solver based on state quantization.


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Last modified: September 6, 2011 -- © François Cellier