\documentstyle[psfig,leqno,seceqn]{article} %\documentstyle{article} \oddsidemargin=-0.10cm \textwidth=15cm %\textwidth=+1cm %\textheight=+1cm \newtheorem{teo}{Theorem} \title{Parallel Iterated Methods based on \\ Multistep Runge-Kutta Methods of Radau type\thanks{draft3.0}} \date{ } \author{K. Burrage\thanks{Department of Mathematics, University of Queensland, Australia} \and H. Suhartanto\thanks{Department of Mathematics, University of Queensland, Australia}} \begin{document} \pssilent \psfigurepath{/home/ciamp/hs/rs} \maketitle \begin{abstract} This paper investigates iterated Multistep Runge-Kutta methods of Radau type as a class of explicit methods suitable for parallel implementation. Using the idea of van der Houwen and Sommeijer \cite{hs90}, the method is designed in such a way that the right-hand side evaluations can be computed in parallel. We use stepsize control and variable order based on iterated approximation of the solution. A code is developed and its performance is compared with codes based on iterated Runge-Kutta methods of Gauss type and various Dormand and Prince pairs \cite{hvol1}. The accuracy of some of our methods are comparable with the PIRK10 methods of van der Houwen and Sommeijer \cite{hs90}, but require less processors. In addition at very stringent tolerances these new methods are competitive with RK78 pairs in a sequential implementation. \end{abstract} \section{Introduction} The invention of parallel computers influences the development of methods for solving initial value problems for systems of ordinary differential equations \begin{equation} \label{e1} y'(x) = f(y(x)), \; y(x_{0})=y_{0}, \; f: R^{m} \rightarrow R^{m}. \end{equation} Implicit methods such as Implicit Runge-Kutta (IRK) and Multistep Runge-Kutta (MRK) methods which were not previously of much interest due to the increased number of coupled nonlinear algebraic equations, unless very special structures were imposed on the coefficient matrix, has now begun to attract more people. However, it was Jackson and N\o rsett \cite{r10jn88} and van der Houwen and Sommeijer \cite{hs88} who introduced the iteration of IRK to take advantage of parallelism. Since then various issues have been debated in \cite{r9in90,r11lie87} and \cite{r12ns89}. Despite these debates, the results of van der Houwen and Sommeijer \cite{hs90} showed that codes based on parallel iteration are comparable in accuracy and more efficient in terms of function evaluation than standard sequential codes such as DOPRI8 which implements high order formulas of Prince and Dormand \cite{hvol1}. Van der Houwen and Sommeijer's work also showed that it is possible to construct high order methods with a minimum number of stage evaluations. Their contribution motivates us to construct higher order methods than their methods with a similar number of internal stages. This is possible since our iterated methods will be based on MRK methods which can be order of $2s+r-1$, see for example Burrage \cite{bu4}. The method is characterized by \begin{eqnarray} Y_{i} & = & \sum_{j=1}^{r} a_{ij}y_{n+1-j} + h \sum_{j=1}^{s} b_{ij} f(Y_{j}), \quad i=1,\ldots, s, \nonumber \\ y_{n+1} & = & \sum_{j=1}^{r} \alpha_{j} y_{n+1-j} + h\sum_{j=1}^{s} \gamma_{j} f(Y_{j}). \label{e2} \end{eqnarray} The method is an example of more general class of methods called a multivalue (general linear) methods. The $y_{n+1-i}, \, (i=1,\ldots,r)$ contain all the information from step to step and are updated at the end of a step by computing $f(Y_{1}), \ldots, f(Y_{s})$, which represent approximations to the derivatives of the solution at $s$ internal points, and taking appropriate linear combination. In section 2 we will review the concepts of MRK methods and, based on the idea of van der Houwen and Sommeijer \cite{hs90}, we will develop iterated methods based on MRK in section 3. The last two sections will be devoted to implementation issues and numerical results. \section{Multistep Runge-Kutta methods} The general class of MRK methods have been studied by Butcher \cite{but6,but7}, Cooper \cite{cop8}, Hairer and Wanner \cite{hw9}, Burrage \cite{bu4,bu5} and Burrage and Moss \cite{bumos3}. In particular, Burrage \cite{bu4} has studied the order conditions of these methods, and has shown that one can always construct methods of order $2s+r-1$ based on collocation approximation. By defining the following relationships: \begin{eqnarray*} C(p): & & A \lambda^{k} = c^{k} - k B c^{k-1}, \quad k=0,\ldots,p,\\ B(p): & & \alpha^{T} \lambda^{k} = r^{k} - k \gamma^{T} c^{k-1}, \quad k=0,\ldots, p, \\ D(p): & & k \gamma^{T} C^{k-1} B = r^{k}\gamma^{T} - \gamma^{T}C^{k}, \quad k=1,\ldots,p, \end{eqnarray*} where $A$ and $B$ are $s \times r$ and $s \times s$ matrices whose $(i,j)$ elements are $a_{ij}$ and $b_{ij}$ respectively, $\lambda = (0,-1,\ldots, -r+1)^{T}, c=(c_{1},\ldots, c_{s})^{T}, \alpha = (\alpha_{1}, \ldots, \alpha_{r})^{T}, \gamma=(\gamma_{1},\ldots,\gamma_{s})^{T}, C=\mbox{diag}(c_{1},\ldots, c_{s})$ and multiplication of vectors is done componentwise , Burrage \cite{bu4} has proved \begin{teo}. A multistep Runge-Kutta method will be of order $w$ if $B(w), C(\eta), D(\mu)$ hold where $\mu$ and $\eta$ are nonnegative integers such that $\eta \geq r-1, \quad w \leq \mu + \eta + 1, \quad w \leq 2 \eta+2$. \end{teo} \begin{teo}. A multistep Runge-Kuta method will be of order $s+r-1+t$ if $C(s+r-1)$, and $B(s+r-1+t)$ hold, for $t=1,\ldots,s$. \label{teo2} \end{teo} Hairer and Wanner \cite{hnw80} view the methods, characterized by Theorem 2, as multistep collocation methods, assuming that one has $s$ real numbers $c_{1}, \ldots, c_{s}$ and $r$ solution values $y_{n}, \ldots, y_{n+1-r}$. Thus reverting to the non-autonomous version of (\ref{e1}) and defining the corresponding polynomial $u(x)$ of degree $s+r-1$ by \begin{eqnarray} \label{e323a} u(x_{j}) & = & y_{j}, \quad j=n, \ldots, n+1-r \\ \label{e323b} u'(x_{n}+c_{i}h) & = & f(x_{n}+c_{i}h, u(x_{n}+c_{i}h)), \quad i=1, \ldots, s, \end{eqnarray} the numerical solution is then given by \begin{equation} \label{e323c} y_{n+1} = u(x_{n+1}). \end{equation} Now suppose that the derivatives $u'(x_{n}+c_{i}h)$ are known, then (\ref{e323a}) and (\ref{e323b}) form a Hermite interpolation problem with insufficient data since the function values at $x_{n}+c_{i}h$ are not available. In order to overcome this problem the dimensionless coordinate $t=(x-x_{n})/h, \, x=x_{n}+th$, nodes $t_{1}=-r+1, \ldots, t_{r-1}=-1, t_{r}=0$ are defined. In addition, the polynomial $\varphi_{i}(t), (i=1,\ldots, r)$ of degree $s+r-1$ is defined by \begin{eqnarray} \varphi_{i}(t_{j}) & = & \left\{ \begin{array}{lll} 0 & \mbox{if} & i \neq j \\ 1 & \mbox{if} & i=j \end{array} \right. \; j=1,\ldots,r \label{e324} \\ \varphi_{i}'(c_{j}) & = & 0, \quad j=1, \ldots, s \nonumber \end{eqnarray} and polynomial $\psi_{i}(t) \, (i=1,\ldots,s)$ is defined by \begin{eqnarray} \psi_{i}(t_{j}) & = & 0, \quad j=1,\ldots,r \nonumber \\ \psi_{i}'(c_{j}) & = & \left\{ \begin{array}{lll} 1 & \mbox{if} & i=j \\ 0 & \mbox{if} & i\neq j \end{array} \right. \; j=1,\ldots,s. \label{e325} \end{eqnarray} Now polynomial $u(x)$ can be written as \begin{equation} \label{e326} u(x_{n}+th) = \sum_{j=1}^{r} \varphi_{j}(t)y_{n+1-j} + h \sum_{j=1}^{s} \psi_{j}(t)u'(x_{n}+c_{j}h). \end{equation} In (\ref{e326}) if we put $t=c_{i}$, and writing $u(x_{n}+c_{i}h) = v_{i}$ then inserting the collocation condition (\ref{e323b}) gives \begin{eqnarray} v_{i} & = & \sum_{j=1}^{r} \varphi_{j}(c_{i}) y_{n+1-j} + h \sum_{j=1}^{s} \psi_{j}(c_{i}) f(x_{n}+c_{j}h,v_{j}), \quad i=1, \ldots, s \label{e327a} \\ y_{n+1} & = & \sum_{j=1}^{r} \varphi_{j}(1) y_{n+1-j} + h \sum_{j=1}^{s} \psi_{j}(1) f(x_{n}+c_{j}h, v_{j}), \label{e327b} \end{eqnarray} which is the MRK formula (\ref{e2}) where $a_{ij} = \varphi_{j}(c_{i}), b_{ij} = \psi_{j}(c_{i}), \alpha_{j}=\varphi_{j}(1),$ and $\gamma_{j} = \psi_{j}(1)$. The highest possible order of the method depends on the way one chooses the nodes $c_{i}$. Burrage\cite{bu4}, Guillou \& Soule \cite{gs69} and Lie \& N\o rsett \cite{ln89} constructed a method of maximal order $p=2s+r-1$. But these methods are not stiffly stable and are not suitable for stiff problems. Since this paper represents the first of a series of papers in which we hope to develop a type sensitive code based on MRKs, it will be necessary to have a stiffly stable corrector for the stiff part, and so we will also use this corrector for the nonstiff part. Thus we consider methods of Radau type by choosing $c_{s}=1$ and try to determine the remaining nodes $c_{i}$ so that we obtain a method of order $p=2s+r-2$. The methods are characterized by the tableau form \begin{equation} \begin{tabular}{c} c \\ \hline A \\ \hline B \end{tabular}. \label{tab1} \end{equation} Hairer and Wanner \cite{hnw80} using the idea of Krylov \cite{k59} and adapting to quadrature problems have proved that one can obtain a method of order $p=2s+r-2$ where the nodes are computed by solving nonlinear equations $\chi'_{i}(c_{i})=0, \quad i=1,\ldots,s-1$, where $\chi_{i}(t)$ is defined as \begin{equation} \label{e335} \chi_{i}(t) = C\,\prod_{j=1}^{r}(t-t_{j})\,\prod_{j=1,j\neq i}^{s} (t-c_{j})^{2}, \end{equation} and where $C$ is determined by $\chi_{i}(c_{i})=1$. The solution to the ensuing nonlinear equation has $\left( \begin{array}{c} s+r-1 \\ r-1 \end{array} \right)$ solutions, however we consider only the solutions $c_{i}$ with $0 s_{1}$ even though they are the same order, this is due to the fact that $(r_{2},s_{2})$ requires more function evaluation than $(r_{1},s_{1})$, see for example $(4,2)$ and $(2,3)$, $(2,4)$ and $(4,3)$, and $(3,4)$ and $(5,3)$ which are respectively, of orders $6$, $8$, and $9$. As we expected the higher methods are preferred for stringent tolerances, in particular those with predictor $P_{3}$ and $P_{4}$ have sequential performances comparable to RK78. In the Table (\ref{t4}), at tolerance $10^{-14}$ for instance, their sequential performances are even better than those of RK78. We have also seen (from Tables (\ref{t2}) and (\ref{t3}), for example) that the variable order implementation is both more efficient and robust than the corresponding fixed order implementation at all levels of tolerance and suggests that the variable order implementation is the method of choice. In this case the $(6,4)$ and $(7,4)$ variable order methods (which have maximum order $12$ and $13$ respectively) appear to be the most suitable candidate both sequentially and in parallel. In the case of parallel cost estimates, we observed that even though $s_{2} > s_{1}$, method $(r_{2},s_{2})$ is mostly better than $(r_{1},s_{1})$. Unlike the performance in sequential cost, the higher order methods gain more efficiency than lower methods, this motivates us to continue our works on real parallel implementation of the methods so that we could find suitable methods $(r,s)$ for a multiprocessor environment, in which, for example the the computation of the right-hand side is dominant and costly. This will be considered in a later paper. \begin{thebibliography}{99} \bibitem{bumos3} Burrage, K. \& Moss, P. M., (1980), {\em Simplifying assumptions for the order of partioned multivalue methods}, BIT {\bf 20}, 452--465. \bibitem{bu5} Burrage, K. (1985), {\em Order and stability of explicit multivalue methods}, Appl. Numer. Math., {\bf 1}, 363--379. \bibitem{bu4} Burrage, K. (1988), {\em Order properties of multivalue methods}, IMA J. Numer. Anal. {\bf 8}, 43--69. \bibitem{bu6} Burrage, K. (1993), {\em The Search for the Holy Grail, or: Predictor-Corrector methods for solving ODEIVPs}, App. Num. 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(1993), {\em Numerical experiments with a multistep Radau method}, BIT {\bf 33}, 332--350. \end{thebibliography} \appendix \section{Appendix: method parameters} \subsection{MRK with $s=2, r=2$} \begin{flushleft} \begin{tabular}{cc} \hline 0.39038820 & 1.00000000 \\ \hline 1.04671555 & -0.04671555 \\ 1.02010510 & -0.02010510 \\ \hline 0.40044075 & -0.05676810\\ 0.77072386 & 0.20917105\\ \hline \end{tabular} \end{flushleft} \subsection{MRK with $s=3,r=2$} \begin{flushleft} \begin{tabular}{ccc} \hline 0.17789172 & 0.67323526 & 1.00000000 \\ \hline 1.00622582 & -0.00622582 & \\ 0.99832216 & 0.00167784 & \\ 1.00092398 & -0.00092398 & \\ \hline 0.20550986 & -0.04964153 & 0.01579757\\ 0.43921211 & 0.26945763 & -0.03375664\\ 0.41315606 & 0.48645093 & 0.09946902\\ \hline \end{tabular} \end{flushleft} \subsection{MRK with $s=3,r=3$} \begin{flushleft} \begin{tabular}{ccc} \hline 0.19216964 & 0.68931797 & 1.00000000 \\ \hline 0.20964870 & -0.04220518 & 0.01246369\\ 0.46587564 & 0.25655438 & -0.02988950\\ 0.43415567 & 0.47073597 & 0.09305311\\ \hline 1.013199 & -0.01413601 & 0.00093679 \\ 0.99626059 & 0.00425626 & -0.00051685 \\ 1.00211147 & -0.00216768 & 0.00005621\\ \hline \end{tabular} \end{flushleft} \newpage \subsection{MRK with $s=2,r=4$} \begin{flushleft} \begin{tabular}{cccc} \hline 0.44784375 & 1.00000000 & & \\ \hline 1.14343426 & -0.18153852 & 0.04369589 & -0.00559162 \\ 1.06570627 & -0.07647305 & 0.01189055 & -0.00112376 \\ \hline 0.37688667 & -0.03996454 & & \\ 0.76866717 & 0.17526959 & & \\ \hline \end{tabular} \end{flushleft} \subsection{MRK with $s=3,r=5$} \begin{flushleft} \begin{tabular}{ccccc} \hline 0.21139546 & 0.70879842 & 1.00000000 & & \\ \hline 1.02761716 & -0.03323146 & 0.00669661 & -0.00119344 & 0.00011114 \\ 0.99181431 & 0.01152114 & -0.00411899 & 0.00087188 & -0.00008834 \\ 1.00488332 & -0.00526501 & 0.00041916 & -0.00003976 & 0.00000229 \\ \hline 0.00011114 & -0.00119344 & 0.00669661\\ -0.00008834 & 0.00087188 & -0.00411899\\ 0.00000229 & -0.00003976 & 0.00041916\\ \hline \end{tabular} \end{flushleft} \subsection{MRK with $s=3,r=7$} \begin{flushleft} \begin{tabular}{ccccccc} \hline 0.22489755 & 0.72107268 & 1.00000000 & & & & \\ \hline 1.04191312 & -0.05559195 & 0.01884687 & -0.00674189 & 0.00188717 & -0.00034292 & 0.00002959 \\ 0.98734001 & 0.02115880 & -0.01244334 & 0.00526817 & -0.00160232 & 0.00030596 & -0.00002729 \\ 1.00793593 & -0.00894651 & 0.00120534 & -0.00023009 & 0.00003998 & -0.00000494 & 0.00000031\\ \hline 0.21523002 & -0.03021097 & 0.00776626 & & & & \\ 0.52080767 & 0.23077049 & -0.02347204 & & & & \\ 0.47508152 & 0.43681502 & 0.08101438 & & & & \\ \hline \end{tabular} \end{flushleft} \begin{table}[p] \caption{The number of sequential function evaluations for problem A1} \label{z1} \begin{center} \begin{tabular}{|l|l|lllll|} \hline Method & Order & \multicolumn{5}{|c|}{-log(Tol)} \\ & & 4 & 6 & 8 & 10 & 12 \\ \hline (3,2) & 5 & 155 & 289 & 749 & 1921 & 4843 \\ \cline{2-7} & 4 & 127 & 395 & 1141& 4085 & 13959\\ \hline (4,2) & 6 & 138 & 258 & 490 & 1046 & 2254 \\ \cline{2-7} & 5 & 192 & 312 & 708 & 1766 & 4394 \\ \hline \end{tabular} \end{center} \end{table} \begin{table}[p] \caption{The number of sequential function evaluations for problem A2} \label{z2} \begin{center} \begin{tabular}{|l|l|lllll|} \hline Method & Order & \multicolumn{5}{|c|}{-log(Tol)} \\ & & 4 & 6 & 8 & 10 & 12 \\ \hline (3,2) & 5 & 93 & 193 & 275 & 493 & 1145 \\ \cline{2-7} & 4 & 89 & 179 & 247 & 505 & 1045 \\ \hline (4,2) & 6 & 104 & 170 & 282 & 530 & 958 \\ \cline{2-7} & 5 & 120 & 194 & 256 & 472 & 868 \\ \hline \end{tabular} \end{center} \end{table} \begin{table}[p] \caption{The number of sequential function evaluations for problem A3} \label{z3} \begin{center} \begin{tabular}{|l|l|lllll|} \hline Method & Order & \multicolumn{5}{|c|}{-log(Tol)} \\ & & 4 & 6 & 8 & 10 & 12 \\ \hline (3,2) & 5 & 367 & 679 & 1125 & 2165 & 4667 \\ \cline{2-7} & 4 & 343 & 639 & 1143 & 2255 & 4543 \\ \hline (4,2) & 6 & 348 & 634 & 1072 & 1974 & 3720 \\ \cline{2-7} & 5 & 340 & 624 & 1196 & 2212 & 4398 \\ \hline \end{tabular} \end{center} \end{table} \begin{table}[p] \caption{The number of sequential function evaluations for problem TC} \label{z4} \begin{center} \begin{tabular}{|l|l|lllll|} \hline Method & Order & \multicolumn{5}{|c|}{-log(Tol)} \\ & & 4 & 6 & 8 & 10 & 12 \\ \hline (3,2) & 5 & 19 & 19 &19 & 19 & 19 \\ \cline{2-7} & 4 & 17 & 17 & 37 & 19 & 19 \\ \hline (4,2) & 6 & 26 & 26 & 26 & 26 & 26 \\ \cline{2-7} & 5 & 24 & 24 & 24 & 52 & 64 \\ \hline \end{tabular} \end{center} \end{table} \begin{table}[p] \caption{The number of sequential function evaluations for Fehlberg's problem} \label{z5} \begin{center} \begin{tabular}{|l|l|lllll|} \hline Method & Order & \multicolumn{5}{|c|}{-log(Tol)} \\ & & 4 & 6 & 8 & 10 & 12 \\ \hline (3,2) & 5 & 8112 & 15971 & 32233 & * & *\\ \cline{2-7} & 4 & 7940 & 17351 & 28843 & * & * \\ \hline (4,2) & 6 & 7320 & 15976 & 30136 & & \\ \cline{2-7} & 5 & 8550 & 17074 & 28266 & * & * \\ \hline \end{tabular} \end{center} \end{table} \begin{table}[p] \caption{Values of NFS and NFP by fixed iteration and trivial predictor for Van der Pol's problem} \label{t2} \begin{center} \begin{tabular}{|l|r|rr|rr|rr|rr|rr|rr|} \hline \hline \multicolumn{2}{|c|}{-log(TOL)} & \multicolumn{2}{c}{4} & \multicolumn{2}{c}{6} & \multicolumn{2}{c}{8} & \multicolumn{2}{c}{10} & \multicolumn{2}{c}{12} & \multicolumn{2}{c|}{14} \\ \hline Method & P & NFS& NFP & NFS & NFP& NFS & NFP & NFS & NFP & NFS & NFP & NFS & NFP \\ \hline (22) &4 &1118 & 558 &2942 &1470 &8516 &4255 &* & * &* & *&*&*\\ (32) &5 &1051 & 523 &2227 &1111 &4855 &2423 & 11611 &5799 &* & *&*&*\\ (42) &6 & 930 & 443 &1636 & 802 &2806 &1387 &5080 &2518 & 10200 &5078&21514&10729\\ (23) &6 &1556 & 518 &2846 & 948 &5141 &1713 & 10010 &3334 & 20795 &6929&44159&14715\\ (33) &7 &1257 & 417 &2013 & 669 &3327 &1107 &5547 &1845 & 10065 &3351&18567&6183\\ (24) &8 &2254 & 563 &3318 & 829 &5334 &1333 &8582 &2145 & 13818 &3454&23490&5870\\ (43) &8 &1256 & 400 &1802 & 582 &2497 & 819 &4051 &1337 &6634 &2198&11021&3655\\ (34) &9 &1523 & 379 &2227 & 555 &3699 & 923 &5299 &1323 &7859 &1963&12059&3011\\ (53) &9 &1165 & 365 &1829 & 581 &2629 & 853 &3933 &1293 &5709 &1885&8653&2861\\ (63) & 10 &1392 & 408 &2175 & 669 &2823 & 885 &4005 &1289 &5868 &1910&8433&2765\\ (44) & 10 &1516 & 367 &2236 & 547 &3064 & 754 &4180 &1033 &6016 &1492&8464&2104\\ (73) & 11 &1477 & 427 &2197 & 667 &2887 & 887 &3757 &1187 &5137 &1657&7207&2347\\ (64) & 12 &* & * &2714 & 638 &3418 & 814 &4254 &1023 &5266 &1276&6982&1705\\ (74) & 13 &* & * &2383 & 547 &3391 & 799 &4495 &1075 &5359 &1291&7087&1723\\ GS3&6&1305&475&2519&919&4576&1686&8646&3216&17626&6586&36981&13851\\ GS5&10&1784&380&2515&535&3522&750&5216&1112&7646&1634&10775&2315\\ \hline \end{tabular} \end{center} \end{table} \begin{table}[p] \caption{Values of NFS and NFP by variable order and trivial predictor for Van der Pol's problem} \label{t3} \begin{center} \begin{tabular}{|l|r|rr|rr|rr|rr|rr|rr|} \hline \hline \multicolumn{2}{|c|}{-log(TOL)} & \multicolumn{2}{c}{4} & \multicolumn{2}{c}{6} & \multicolumn{2}{c}{8} & \multicolumn{2}{c}{10} & \multicolumn{2}{c}{12} & \multicolumn{2}{c|}{14} \\ \hline Method & P & NFS& NFP & NFS & NFP& NFS & NFP & NFS & NFP & NFS & NFP &NFS & NFP\\ \hline (22)&4&1109&554&2940&1469&8516&4255&*&*&*&*&*&*\\ (32)&5&951&474&2225&1110&4855&2423&11611&5799&*&*&*&*\\ (42)&6&802&394&1562&771&2768&1371&5078&2517&10200&5078&21514&10729\\ (23)&6&1250&417&2733&911&5131&1710&10010&3334&20792&6928&44156&14714\\ (33)&7&1044&348&1979&659&3280&1092&5544&1844&10062&3350&18567&6183\\ (24)&8&1721&431&3038&760&5155&1289&8405&2101&13746&3436&23430&5855\\ (43)&8&934&308&1627&537&2599&859&4084&1350&6607&2189&10997&3647\\ (34)&9&1153&289&2023&506&3597&899&5137&1283&7711&1926&11983&2992\\ (53)&9&905&297&1543&507&2490&820&3778&1244&5724&1890&8662&2864\\ (63)&10&933&300&1596&516&2496&811&3756&1221&5742&1878&8190&2689\\ (44)&10&1102&274&1748&434&2914&724&3774&936&5684&1412&8426&2096\\ (73)&11&940&300&1519&487&2377&767&3409&1099&4897&1589&7036&2296\\ (64)&12&1019&248&1630&397&2569&628&3115&757&4898&1199&6569&1613\\ (74)&13&1101&267&1615&391&2493&606&3293&797&4715&1148&6413&1568\\ GS3 &6&1016 &372 &1941 &705 &3577 & 1297 &5868 & 2136 & 10537 & 3853 & 19282 & 7078\\ GS5 &10&1171 &255 &2021 &441 &3170 &694 &4103 &883 &6102 & 1310 &8818 & 1882\\ RK78 &8& 702 & 702&1027 &1027&1482 &1482&2288 &2288&3614 &3614&5876 &5876 \\ \hline \end{tabular} \end{center} \end{table} \begin{table}[p] \caption{Values of NFS, NFP and D for problem A1, * denotes a negative value} \label{a1} \begin{center} \begin{tabular}{|r|l|rrr|rrr|} \hline \hline & & \multicolumn{3}{c|}{$h^{-1}$=2} & \multicolumn{3}{c|}{$h^{-1}$=4} \\ $(r,s)$ & TP & NFS & NFP & D & NFS & NFP & D \\ \hline $(42)$ & 0 & 446 & 207 & 10.4 & 846 & 407 & 11.4\\ & 1 & 224 & 96 & 10.1 & 384 & 176 & 11.7\\ & 2 & 158 & 63 & * & 238 & 103 & *\\ & 3 & 374 & 171 & 10.4 & 694 & 331 & 11.4\\ & 4 & 302 & 135 & 10.4 & 542 & 255 & 11.4\\ \hline $(53)$ & 0 & 1029 & 325 & 12.9 & 1989 & 645 & 14.5\\ & 1 & 597 & 181 & 12.6 & 1077 & 341 & 13.8\\ & 2 & 399 & 115 & * & 639 & 195 & 10.3\\ & 3 & 819 & 255 & 12.9 & 1539 & 495 & 14.5\\ & 4 & 714 & 220 & 12.7 & 1314 & 420 & 14.4\\ \hline $(73)$ & 0 & 1387 & 407 & 15.9 & 2587 & 807 & 17.1\\ & 1 & 775 & 203 & 12.4 & 1255 & 363 & 14.0\\ & 2 & 595 & 143 & * & 835 & 223 & 4.0\\ & 3 & 1189 & 341 & 15.9 & 2149 & 661 & 17.1\\ & 4 & 1090 & 308 & 14.7 & 1930 & 588 & 17.8\\ \hline \end{tabular} \end{center} \end{table} \begin{table}[p] \caption{Values of NFS, NFP and D for problem A2, * indicates a negative value} \label{a2} \begin{center} \begin{tabular}{|r|l|rrr|rrr|} \hline \hline & & \multicolumn{3}{c|}{$h^{-1}$=2} & \multicolumn{3}{c|}{$h^{-1}$=4} \\ $(r,s)$ & TP & NFS & NFP & D & NFS & NFP & D \\ \hline $(42)$ & 0 & 446 & 207 & 5.3 & 846 & 407 & 6.0\\ & 1 & 224 & 96 & 4.4 & 384 & 176 & 5.1\\ & 2 & 158 & 63 & * & 238 & 103 & 3.6\\ & 3 & 374 & 171 & 5.3 & 694 & 331 & 6.0\\ & 4 & 302 & 135 & 5.3 & 542 & 255 & 6.0\\ \hline $(53)$ & 0 & 1029 & 325 & 8.4 & 1989 & 645 & 9.3\\ & 1 & 597 & 181 & 7.3 & 1077 & 341 & 8.1\\ & 2 & 399 & 115 & 4.2 & 639 & 195 & 4.6\\ & 3 & 819 & 255 & 8.4 & 1539 & 495 & 9.3\\ & 4 & 714 & 220 & 8.4 & 1314 & 420 & 9.2\\ \hline $(73)$ & 0 & 1387 & 407 & 10.2 & 2587 & 807 & 10.9\\ & 1 & 775 & 203 & 7.7 & 1255 & 363 & 8.3\\ & 2 & 595 & 143 & 5.2 & 835 & 223 & 4.6\\ & 3 & 1189 & 341 & 10.2 & 2149 & 661 & 10.9\\ & 4 & 1090 & 308 & 10.2 & 1930 & 588 & 10.9\\ \hline \end{tabular} \end{center} \end{table} \begin{table}[p] \caption{Values of NFS, NFP and D for problem A3, * indicates a negative value} \label{a3} \begin{center} \begin{tabular}{|r|l|rrr|rrr|} \hline \hline & & \multicolumn{3}{c|}{$h^{-1}$=2} & \multicolumn{3}{c|}{$h^{-1}$=4} \\ $(r,s)$ & TP & NFS & NFP & D & NFS & NFP & D \\ \hline $(42)$ & 0 & 446 & 207 & 2.0 & 846 & 407 & 3.2\\ & 1 & 224 & 96 & 1.5 & 384 & 176 & 3.4\\ & 2 & 158 & 63 & * & 238 & 103 & *\\ & 3 & 374 & 171 & 2.0 & 694 & 331 & 3.1\\ & 4 & 302 & 135 & 2.0 & 542 & 255 & 3.1\\ \hline $(53)$ & 0 & 1029 & 325 & 4.4 & 1989 & 645 & 5.6\\ & 1 & 597 & 181 & 3.7 & 1077 & 341 & 5.5\\ & 2 & 399 & 115 & 0.3 & 639 & 195 & 3.4\\ & 3 & 819 & 255 & 4.4 & 1539 & 495 & 5.6\\ & 4 & 714 & 220 & 4.8 & 1314 & 420 & 5.6\\ \hline $(73)$ & 0 & 1387 & 407 & 4.9 & 2587 & 807 & 7.0\\ & 1 & 775 & 203 & 3.3 & 1255 & 363 & 6.5\\ & 2 & 595 & 143 & * & 835 & 223 & 3.4\\ & 3 & 1189 & 341 & 4.9 & 2149 & 661 & 7.0\\ & 4 & 1090 & 308 & 4.9 & 1930 & 588 & 7.0\\ \hline \end{tabular} \end{center} \end{table} \begin{table}[p] \caption{Values of NFS, NFP and D for problem A4.} \label{a4} \begin{center} \begin{tabular}{|r|l|rrr|rrr|} \hline \hline & & \multicolumn{3}{c|}{$h^{-1}$=2} & \multicolumn{3}{c|}{$h^{-1}$=4} \\ $(r,s)$ & TP & NFS & NFP & D & NFS & NFP & D \\ \hline $(42)$ & 0 & 446 & 207 & 5.9 & 846 & 407 & 6.7\\ & 1 & 224 & 96 & 3.5 & 384 & 176 & 4.4\\ & 2 & 158 & 63 & 1.0 & 238 & 103 & 1.8\\ & 3 & 374 & 171 & 5.9 & 694 & 331 & 6.7\\ & 4 & 302 & 135 & 5.8 & 542 & 255 & 6.7\\ \hline $(53)$ & 0 & 1029 & 325 & 9.2 & 1989 & 645 & 10.5\\ & 1 & 597 & 181 & 6.8 & 1077 & 341 & 8.2\\ & 2 & 399 & 115 & 2.6 & 639 & 195 & 3.4\\ & 3 & 819 & 255 & 9.2 & 1539 & 495 & 10.5\\ & 4 & 714 & 220 & 9.0 & 1314 & 420 & 11.1\\ \hline $(73)$ & 0 & 1387 & 407 & 10.4 & 2587 & 807 & 12.3\\ & 1 & 775 & 203 & 6.8 & 1255 & 363 & 8.2\\ & 2 & 595 & 143 & 2.5 & 835 & 223 & 3.2\\ & 3 & 1189 & 341 & 10.4 & 2149 & 661 & 12.3\\ & 4 & 1090 & 308 & 10.4 & 1930 & 588 & 12.3\\ \hline \end{tabular} \end{center} \end{table} \begin{table}[p] \caption{Values of NFS and NFP for Fehlberg's problem.} \label{t4} \begin{tabular}{|l|l|rr|rr|rr|rr|rr|rr|} \hline \hline \multicolumn{2}{|c|}{-log(TOL)} & \multicolumn{2}{c}{4} & \multicolumn{2}{c}{6} & \multicolumn{2}{c}{8} & \multicolumn{2}{c}{10} & \multicolumn{2}{c}{12} & \multicolumn{2}{c|}{14}\\ \hline Method & TP & NFS& NFP & NFS & NFP& NFS & NFP & NFS & NFP & NFS & NFP &NFS & NFP\\ \hline 42 &0&654 &324 &1108 &549 &2008 &999 &3776 &1881 &7816 &3899&16728&8355\\ &1&550 &272 &1054 &522 &2054 &1022 &4642 &2314 & 10152 &5067&21622&10802\\ &2&582 &288 &1090 &540 &2228 &1109 &4466 &2226 & 10130 &5056&21612&10797\\ &3&560 &277 &1056 &523 &1900 &945 &3722 &1854 &8398 &4190&20066&10024\\ &4&538 &266 &978 &484 &1872 &931 &4232 &2109 &9406 &4694&19674&9828\\ \hline 53 &0&746 &246 &1094 &360 &1778 &588 &2762 &914 &4055 &1343&6201&2059\\ &1&866 &286 &1142 &376 &1730 &572 &2483 &821 &4109 &1361&6216&2064\\ &2&680 &224 &947 &311 &1637 &541 &2627 &869 &3785 &1253&6324&2100\\ &3&665 &219 &965 &317 &1448 &478 &2348 &776 &3545 &1173&6024&2000\\ &4&677 &223 &983 &323 &1532 &506 &2354 &778 &3740 &1238&6066&2014\\ \hline 73 &0&832 &261 &1135 &358 &1573 &504 &2407 &777 &3577 &1162&5053&1657\\ &1&874 &275 &1357 &432 &1789 &576 &2434 &786 &3520 &1143&4972&1630\\ &2&778 &243 &1153 &364 &1567 &502 &2353 &759 &3448 &1119&4936&1618\\ &3&691 &214 &1069 &336 &1459 &466 &2059 &661 &2866 &925&4360&1426\\ &4&745 &232 &1000 &313 &1381 &440 &1942 &622 &3076 &995&4396&1438\\ \hline GS3&0&854 & 310 &1648 & 592 &2635 & 955 &4454 &1626 &7902 &2904&14905&5487\\ &3&754 & 252 &1309 & 437 &2503 & 835 &4429 &1477 &8440 &2814&18100&6034\\ &4&632 & 232 &1213 & 439 &2356 & 850 &4651 &1665 &9368 &3342&18178&6478\\ \hline GS5&0&1021 & 221 &1325 & 285 &2081 & 445 &3181 & 677 &4719 &1003&6357&1357\\ &3&771 & 155 &1151 & 231 &1646 & 330 &2406 & 482 &3856 & 772&5776&1156\\ &4&762 & 174 &1152 & 252 &1692 & 368 &2423 & 519 &4051 & 863&5378&1150\\ \hline RK78 & &559 &559&741 &741&1118 &1118&1716 &1716&2782 &2782&4615&4615 \\ \hline \end{tabular} \end{table} \begin{table}[p] \caption{Values of NFS and NFP for Rigid body problem.} \label{t6} \begin{tabular}{|l|l|rr|rr|rr|rr|rr|rr|} \hline \hline \multicolumn{2}{|c|}{-log(TOL)} & \multicolumn{2}{c}{4} & \multicolumn{2}{c}{6} & \multicolumn{2}{c}{8} & \multicolumn{2}{c}{10} & \multicolumn{2}{c}{12}& \multicolumn{2}{c|}{14} \\ \hline Method & TP & NFS& NFP & NFS & NFP& NFS & NFP & NFS & NFP & NFS & NFP &NFS & NFP\\ \hline 42 &0&238 &112 &446 &213 &784 &379 &1466 &717 &2930 &1443&6010&2983\\ &1&216 &101 &408 &194 &812 &393 &1780 &874 &3694 &1825&7656&3806\\ &2&226 &106 &436 &208 &854 &414 &1734 &851 &3586 &1771&7736&3846\\ &3&214 &100 &376 &178 &720 &347 &1454 &711 &3374 &1665&7166&3561\\ &4&208 & 97 &398 &189 &810 &392 &1668 &818 &3254 &1605&7242&3599\\ \hline 53 &0&293 & 93 &502 &160 &759 &243 &1127 &363 &1609 &521&2562&836\\ &1&341 &109 &469 &149 &714 &228 &995 &319 &1612 &522&2391&779\\ &2&323 &103 &427 &135 &597 &189 &911 &291 &1372 &442&2652&866\\ &3&260 & 82 &430 &136 &594 &188 &875 &279 &1453 &469&2082&676\\ &4&284 & 90 &433 &137 &600 &190 &935 &299 &1420 &458&2199&715\\ \hline 73 &0&325 & 95 &523 &155 &715 &213 &1015 &307 &1441 &443&2050&640\\ &1&430 &130 &616 &186 &832 &252 &1099 &335 &1516 &468&2065&645\\ &2&361 &107 &589 &177 &802 &242 &1162 &356 &1435 &441&2044&638\\ &3&313 & 91 &481 &141 &694 &206 &892 &266 &1210 &366&1708&526\\ &4&313 & 91 &472 &138 &655 &193 &976 &294 &1312 &400&1855&575\\ \hline GS3&0&300 & 112 &621 & 225 &989 & 361 &1655 & 603 &2949 &1079&5349&1965\\ &3&280 &94 &442 & 148 &745 & 249 &1591 & 531 &3217 &1073&6361&2121\\ &4&250 &98 &524 & 192 &889 & 321 &1816 & 648 &3193 &1141&5761&2065\\ \hline GS5&0&406 &94 &573 & 129 &913 & 205 &1369 & 301 &1830 & 398&2573&553\\ &3&361 &73 &596 & 120 &696 & 140 &1126 & 226 &1521 & 305&2026&406\\ &4&355 &87 &675 & 159 &922 & 210 &1137 & 253 &1609 & 349&2195&471\\ \hline RK78 & &182 &182&234 &234&364 &364&611 &611&949 &949&1508&1508 \\ \hline \end{tabular} \end{table} \begin{table}[p] \caption{Values of NFS and NFP for Orbit problem.} \label{t7} \begin{tabular}{|l|l|rr|rr|rr|rr|rr|rr|} \hline \hline \multicolumn{2}{|c|}{-log(TOL)}& \multicolumn{2}{c}{4} & \multicolumn{2}{c}{6} & \multicolumn{2}{c}{8} & \multicolumn{2}{c}{10} & \multicolumn{2}{c}{12}& \multicolumn{2}{c|}{14} \\\hline Method & TP & NFS&NFP & NFS & NFP& NFS & NFP & NFS & NFP & NFS & NFP &NFS & NFP\\ \hline 42 &0& 672 & 326 &1024 & 499 &1850 & 903 &3988 &1972 &8594 &4269&18448&9190\\ &1& 586 & 283 &1100 & 537 &2228 &1092 &5210 &2583 & 11400 &5672&24106&12019\\ &2& 558 & 269 &1146 & 560 &2508 &1232 &5062 &2509 & 10914 &5429&23562&11747\\ &3& 630 & 305 &1138 & 556 &2236 &1096 &4410 &2183 &9428 &4686&23750&11841\\ &4& 520 & 250 &1042 & 508 &2058 &1007 &4710 &2333 & 10040 &4992&22586&11259\\ \hline 53&0&679&219&1419&463&1828&594&2593&841&4300&1410&7157&2357\\ &1&775&251&1050&340&1663&539&2689&873&4246&1392&7355&2423\\ &2&637&205&1005&325&1591&515&2845&925&4435&1455&7562&2492\\ &3&622&200&1008&326&1531&495&2491&807&3874&1268&7241&2385\\ &4&652&210&1035&335&1537&497&2527&819&4000&1310&7037&2317\\\hline 73&0&724&222&1519&481&1774&554&2656&836&3691&1175&5305&1703\\ &1&871&271&1240&388&1801&563&2563&805&3841&1225&5647&1817\\ &2&757&233&1234&386&1672&520&2668&840&3943&1259&5620&1808\\ &3&685&209&1015&313&1552&480&2254&702&3499&1111&4849&1551\\ &4&652&198&1027&317&1570&486&2323&725&3385&1073&5011&1605\\\hline GS3&0&848&314&1655&601&2375&875&4579&1687&8815&3247&17003&6263\\ &3&640&214&1240&414&2434&812&5176&1726&10807&3603&19549&6517\\ &4&696&260&1179&431&2636&948&5406&1932&10823&3857&21053&7499\\\hline GS5&0&1081&245&1707&379&2505&541&3588&764&4881&1041&6120&1320\\ &3&851&171&1316&264&2066&414&2791&559&3941&789&5951&1191\\ &4&941&225&1528&352&2110&462&2876&620&4168&896&6308&1348\\\hline RK78&&468&468&741&741&1105&1105&1638&1638&2587&2587&4511&4511\\ \hline \end{tabular} \end{table} \end{document}