NAG Library Routine Document
D02TXF
1 Purpose
D02TXF allows a solution to a nonlinear two-point boundary value problem computed by
D02TLF to be used as an initial approximation in the solution of a related nonlinear two-point boundary value problem in a continuation call to
D02TLF.
2 Specification
INTEGER |
MXMESH, NMESH, IPMESH(MXMESH), ICOMM(*), IFAIL |
REAL (KIND=nag_wp) |
MESH(MXMESH), RCOMM(*) |
|
3 Description
D02TXF and its associated routines (
D02TLF,
D02TVF,
D02TYF and
D02TZF) solve the two-point boundary value problem for a nonlinear system of ordinary differential equations
over an interval
subject to
(
) nonlinear boundary conditions at
and
(
) nonlinear boundary conditions at
, where
. Note that
is the
th derivative of the
th solution component. Hence
. The left boundary conditions at
are defined as
and the right boundary conditions at
as
where
and
First,
D02TVF must be called to specify the initial mesh, error requirements and other details. Then,
D02TLF can be used to solve the boundary value problem. After successful computation,
D02TZF can be used to ascertain details about the final mesh.
D02TYF can be used to compute the approximate solution anywhere on the interval
using interpolation.
If the boundary value problem being solved is one of a sequence of related problems, for example as part of some continuation process, then D02TXF should be used between calls to
D02TLF. This avoids the overhead of a complete initialization when the setup routine
D02TVF is used. D02TXF allows the solution values computed in the previous call to
D02TLF to be used as an initial approximation for the solution in the next call to
D02TLF.
You must specify the new initial mesh. The previous mesh can be obtained by a call to
D02TZF. It may be used unchanged as the new mesh, in which case any fixed points in the previous mesh remain as fixed points in the new mesh. Fixed and other points may be added or subtracted from the mesh by manipulation of the contents of the array parameter
IPMESH. Initial values for the solution components on the new mesh are computed by interpolation on the values for the solution components on the previous mesh.
The routines are based on modified versions of the codes COLSYS and COLNEW (see
Ascher et al. (1979) and
Ascher and Bader (1987)). A comprehensive treatment of the numerical solution of boundary value problems can be found in
Ascher et al. (1988) and
Keller (1992).
4 References
Ascher U M and Bader G (1987) A new basis implementation for a mixed order boundary value ODE solver SIAM J. Sci. Stat. Comput. 8 483–500
Ascher U M, Christiansen J and Russell R D (1979) A collocation solver for mixed order systems of boundary value problems Math. Comput. 33 659–679
Ascher U M, Mattheij R M M and Russell R D (1988) Numerical Solution of Boundary Value Problems for Ordinary Differential Equations Prentice–Hall
Keller H B (1992) Numerical Methods for Two-point Boundary-value Problems Dover, New York
5 Parameters
- 1: – INTEGERInput
-
On entry: the maximum number of points allowed in the mesh.
Constraint:
this must be identical to the value supplied for the parameter
MXMESH in the prior call to
D02TVF.
- 2: – INTEGERInput
-
On entry: the number of points to be used in the new initial mesh. It is strongly recommended that if this routine is called that the suggested value (see below) for
NMESH is used. In this case the arrays
MESH and
IPMESH returned by
D02TZF can be passed to this routine without any modification.
Suggested value:
, where
is the number of mesh points used in the previous mesh as returned in the parameter
NMESH of
D02TZF.
Constraint:
.
- 3: – REAL (KIND=nag_wp) arrayInput
-
On entry: the
NMESH points to be used in the new initial mesh as specified by
IPMESH.
Suggested value:
the parameter
MESH returned from a call to
D02TZF.
Constraint:
, for
, the values of
are defined in
IPMESH.
must contain the left boundary point,
, and
must contain the right boundary point,
, as specified in the previous call to
D02TVF.
- 4: – INTEGER arrayInput
-
On entry: specifies the points in
MESH to be used as the new initial mesh. Let
be the set of array indices of
IPMESH such that
and
. Then
will be included in the new initial mesh.
If , will be a fixed point in the new initial mesh.
If for any , then will not be included in the new mesh.
Suggested value:
the parameter
IPMESH returned in a call to
D02TZF.
Constraints:
- , or , for ;
- .
- 5: – REAL (KIND=nag_wp) arrayCommunication Array
-
Note: the dimension of this array is dictated by the requirements of associated functions that must have been previously called. This array
must be the same array passed as argument
RCOMM in the previous call to
D02TLF.
On entry: this must be the same array as supplied to
D02TLF and
must remain unchanged between calls.
On exit: contains information about the solution for use on subsequent calls to associated routines.
- 6: – INTEGER arrayCommunication Array
-
Note: the dimension of this array is dictated by the requirements of associated functions that must have been previously called. This array
must be the same array passed as argument
ICOMM in the previous call to
D02TLF.
On entry: this must be the same array as supplied to
D02TLF and
must remain unchanged between calls.
On exit: contains information about the solution for use on subsequent calls to associated routines.
- 7: – INTEGERInput/Output
-
On entry:
IFAIL must be set to
,
. If you are unfamiliar with this parameter you should refer to
Section 3.3 in the Essential Introduction for details.
For environments where it might be inappropriate to halt program execution when an error is detected, the value
is recommended. If the output of error messages is undesirable, then the value
is recommended. Otherwise, if you are not familiar with this parameter, the recommended value is
.
When the value is used it is essential to test the value of IFAIL on exit.
On exit:
unless the routine detects an error or a warning has been flagged (see
Section 6).
6 Error Indicators and Warnings
If on entry
or
, explanatory error messages are output on the current error message unit (as defined by
X04AAF).
Errors or warnings detected by the routine:
-
An element of
IPMESH was set to
before
NMESH elements containing
or
were detected.
Expected
elements of
IPMESH to be
or
, but
such elements found.
, , or for some .
On entry, .
Constraint: .
On entry,
and
in
D02TVF.
Constraint:
in
D02TVF.
On entry, .
Constraint: .
On entry, and .
Constraint: .
The entries in
MESH are not strictly increasing.
The first element of array
MESH does not coincide with the left hand end of the range previously specified.
First element of
MESH:
; left hand of the range:
.
The last point of the new mesh does not coincide with the right hand end of the range previously specified.
Last point of the new mesh: ; right hand end of the range: .
The solver routine did not produce any results suitable for remeshing.
The solver routine does not appear to have been called.
You have set the element of
IPMESH corresponding to the last element of
MESH to be included in the new mesh as
, which is not
.
An unexpected error has been triggered by this routine. Please
contact
NAG.
See
Section 3.8 in the Essential Introduction for further information.
Your licence key may have expired or may not have been installed correctly.
See
Section 3.7 in the Essential Introduction for further information.
Dynamic memory allocation failed.
See
Section 3.6 in the Essential Introduction for further information.
7 Accuracy
Not applicable.
8 Parallelism and Performance
Not applicable.
For problems where sharp changes of behaviour are expected over short intervals it may be advisable to:
– |
cluster the mesh points where sharp changes in behaviour are expected; |
– |
maintain fixed points in the mesh using the parameter IPMESH to ensure that the remeshing process does not inadvertently remove mesh points from areas of known interest. |
In the absence of any other information about the expected behaviour of the solution, using the values suggested in
Section 5 for
NMESH,
IPMESH and
MESH is strongly recommended.
10 Example
This example illustrates the use of continuation, solution on an infinite range, and solution of a system of two differential equations of orders
and
. See also
D02TLF,
D02TVF,
D02TYF and
D02TZF, for the illustration of other facilities.
Consider the problem of swirling flow over an infinite stationary disk with a magnetic field along the axis of rotation. See
Ascher et al. (1988) and the references therein. After transforming from a cylindrical coordinate system
, in which the
component of the corresponding velocity field behaves like
, the governing equations are
with boundary conditions
where
is the magnetic field strength, and
is the Rossby number.
Some solutions of interest are for
, small
and
. An added complication is the infinite range, which we approximate by
. We choose
and first solve for
using the initial approximations
and
, which satisfy the boundary conditions, on a uniform mesh of
points. Simple continuation on the parameters
and
using the values
and then
is used to compute further solutions. We use the suggested values for
NMESH,
IPMESH and
MESH in the call to D02TXF prior to a continuation call, that is only every second point of the preceding mesh is used.
The equations are first mapped onto
to yield
10.1 Program Text
Program Text (d02txfe.f90)
10.2 Program Data
Program Data (d02txfe.d)
10.3 Program Results
Program Results (d02txfe.r)