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An efficient software implementation of numerical methods for solving stiff systems of delay differential equations

Эффективная программная реализация численных методов решения жестких систем дифференциальных уравнений с запаздывающим аргументом

An efficient software implementation of numerical methods for solving stiff systems of delay differential equations

Abstract

Системы уравнений с запаздываниями широко применяются в различных областях современного математического моделирования. В ходе разработки структуры математической модели и идентификации ее параметров приходится многократно решать задачу Коши для подобных систем. В случае высокой размерности системы, а также при условии жесткости задачи численное решение уравнений с запаздываниями может требовать значительных вычислительных и временных затрат. Таким образом, разработка и реализация эффективных алгоритмов численного решения различных классов уравнений с запаздывающими аргументами является актуальной задачей. В настоящей статье представлена модифицированная версия программного комплекса DIFSUBDEL, в которой реализованы методы численного решения дифференциальных уравнений с запаздываниями на основе линейных многошаговых методов. Переработанная версия разработана с применением принципов структурного программирования и является значительно более удобной в эксплуатации, чем исходная, а также обладает свойством потокобезопасности, что позволяет использовать комплекс в качестве блока в системах, основанных на технологиях параллельного программирования с общей памятью. Был проведен сравнительный анализ производительности переработанной системы DIFSUBDEL c другими существующими программными реализациями численных методов решения дифференциальных уравнений с запаздыванием и показана ее эффективность. The systems of delay differential equation are widely used in modern mathematical modeling. The process of mathematical model development and identification requires the repeated solution of initial value problems for such systems. The numerical solution of delay differential equations may be computationally expensive, especially when the problem is stiff and high-dimensional. Therefore, it is important to develop and implement the efficient algorithms for the numerical solution of different classes of delay differential equations. In this paper, a new implementation of DIFSUBDEL program package for the numerical solution of delay differential equations based on linear multistep methods is discussed. The modified version is based on structured programming principles to make the program thread safe and user-friendly. The modified program performance is compared with the existing implementations of numerical methods for the solution of delay differential equations.

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
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Average
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