We focus on Taylor Series Methods (TSM) and Automatic Differentiation (AD) for the numerical solution of Ordinary Differential Equations (ODE) characterized by a vector field given by a finite composition of elementary and standard functions. We show that computational advantages are achieved if a kind of pre-processing said Exact Quadratization (EQ) is applied to the ODE before applying the TSM and the AD. In particular, when the ODE function is given by a formal polynomial (i.e. with real powers) of n variables and m monomials, the computational complexity required by our EQ based method for the calculation of the k-th order Taylor coefficient is O(k) whereas by using the existing AD methods it amounts to O(k2).

Borri, A., Carravetta, F., Palumbo, P. (2023). Quadratized Taylor series methods for ODE numerical integration. APPLIED MATHEMATICS AND COMPUTATION, 458(1 December 2023) [10.1016/j.amc.2023.128237].

Quadratized Taylor series methods for ODE numerical integration

Palumbo, P
2023

Abstract

We focus on Taylor Series Methods (TSM) and Automatic Differentiation (AD) for the numerical solution of Ordinary Differential Equations (ODE) characterized by a vector field given by a finite composition of elementary and standard functions. We show that computational advantages are achieved if a kind of pre-processing said Exact Quadratization (EQ) is applied to the ODE before applying the TSM and the AD. In particular, when the ODE function is given by a formal polynomial (i.e. with real powers) of n variables and m monomials, the computational complexity required by our EQ based method for the calculation of the k-th order Taylor coefficient is O(k) whereas by using the existing AD methods it amounts to O(k2).
Articolo in rivista - Articolo scientifico
Automatic differentiation; Exact quadratization; Ordinary differential equations; Systems immersion; Taylor series methods;
English
28-lug-2023
2023
458
1 December 2023
128237
reserved
Borri, A., Carravetta, F., Palumbo, P. (2023). Quadratized Taylor series methods for ODE numerical integration. APPLIED MATHEMATICS AND COMPUTATION, 458(1 December 2023) [10.1016/j.amc.2023.128237].
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10281/440126
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