Monday, May 13, 2013

Negative logarithmic norm

Since last week Jan has been implementing a version of the Picard IVP solver. The new solver bounds the difference between solutions, starting from an initial condition set, given in terms of the logarithmic norm of the Jacobian of the IVP field. For fields with negative logarithmic norm the difference decreases exponentially with time, counteracting wrapping effects and other information loss errors of the IVP solving scheme. An example of a simulation run for the system x' = -x with x(0) in [-1,1] is shown below. Jan noticed that with larger dimensional systems the simulations slow down and memory usage goes up, indicating an inefficiency in the prototype solver. Going forward Jan will profile and optimize the solver, as well as automating the usage of the new solver for systems with negative logarithmic norm.