most recent 30 from http://mathoverflow.net 2013-05-22T16:47:15Z http://mathoverflow.net/feeds/user/4954 http://www.creativecommons.org/licenses/by-nc/2.5/rdf http://mathoverflow.net/questions/32158/distributed-incremental-svd/34787#34787 Jed 2010-08-06T16:58:59Z 2010-08-06T16:58:59Z

<p>You may also be interested in <a href="http://www.grycap.upv.es/slepc/" rel="nofollow">SLEPc</a> which is a widely used package offering parallel algorithms for computing a few singular values and vectors (and eigensystems). It scales to very large problems and hundreds of thousands of cores.</p>

http://mathoverflow.net/questions/19528/adaptive-controllers-for-stiff-ode-and-dae-integrators Jed 2010-03-27T17:48:34Z 2010-08-05T15:48:27Z

<p>I'm looking for adaptive controllers (adaptive in both step size and order) for stiff integrators. I have asymptotically correct error estimates for the current method and all candidate methods of order 1 higher and lower than the current method. My naive controllers have occasional problems with either oscillating between different methods despite smooth long-term behavior, or getting stuck (e.g. with a high order method and unreasonably short time steps).</p> <p>For the curious, these are IRKS general linear methods, see Butcher, Jackiewicz, and Wright 2007.</p>

http://mathoverflow.net/questions/19528/adaptive-controllers-for-stiff-ode-and-dae-integrators/34634#34634 Jed 2010-08-06T16:40:02Z 2010-08-06T16:40:02Z

Thanks, I'm aware of S&#246;derlind's paper (and a 2006 paper in which he mentions that the methods are not expected to work well for DAE), it unfortunately discusses only step size control (not order). The framework is certainly capable of more general problems, but I would very much like to see it's performance on some more difficult problems.

http://mathoverflow.net/questions/19528/adaptive-controllers-for-stiff-ode-and-dae-integrators/34644#34644 Jed 2010-08-06T16:23:19Z 2010-08-06T16:23:19Z

Thanks, I wasn't aware of Jackiewicz's book or Huang's thesis. The &quot;atlas&quot; tables have a couple bugs, but I've used irks.m as a reference for computing coefficients. I had looked at Hairer &amp; Wanner's RADAU a long time ago, but the error estimates have a significantly different form, so I think I concluded that it was not of significant value at the time.