arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2602.04086math.NAcs.NA
收藏

高效显式泰勒ODE积分器与符号-数值计算

Efficient Explicit Taylor ODE Integrators with Symbolic-Numeric Computing

Massachusetts Institute of Technology(麻省理工学院);JuliaHub

Songchen Tan, Oscar Smith, Christopher Rackauckas

AI总结:

本文提出一种基于Julia的高效显式泰勒ODE积分器,利用符号-数值计算方法提升求解非刚性ODE的效率和鲁棒性。

摘要:

泰勒级数方法在非刚性常微分方程求解中展现出新的前景,这得益于新型编译器增强技术在计算高阶导数方面的应用。本文详细介绍了基于Julia的新实现,其有两个重要技术:(1)一种通用的高阶自动微分引擎用于导数计算,具有低开销;(2)一种结合符号-数值的方法生成代码,用于递归计算ODE解的泰勒多项式。我们证明,所得到的软件的编译器工具对用户透明,不需要更改接口以使用标准显式龙格-库塔方法,同时实现了更好的运行时间性能。此外,我们还开发了全面的自适应时间和阶算法,该算法在积分期间使用不同的步长和多项式阶数,使该实现在广泛的动力学范围内更加高效和灵活。我们展示,对于与编译器转换兼容的代码,这些积分器比传统使用的显式龙格-库塔方法更高效和稳健。

英文摘要:

Taylor series methods show a newfound promise for the solution of non-stiff ordinary differential equations (ODEs) given the rise of new compiler-enhanced techniques for calculating high order derivatives. In this paper we detail a new Julia-based implementation that has two important techniques: (1) a general purpose higher-order automatic differentiation engine for derivative evaluation with low overhead; (2) a combined symbolic-numeric approach to generate code for recursively computing the Taylor polynomial of the ODE solution. We demonstrate that the resulting software's compiler-based tooling is transparent to the user, requiring no changes from interfaces required to use standard explicit Runge-Kutta methods, while achieving better run time performance. In addition, we also developed a comprehensive adaptive time and order algorithm that uses different step size and polynomial degree across the integration period, which makes this implementation more efficient and versatile in a broad range of dynamics. We show that for codes compatible with compiler transformations, these integrators are more efficient and robust than the traditionally used explicit Runge-Kutta methods.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

↑