International Conference on Scientific Computation and Differential Equations

# Invited Talk

### One-sided numerical methods to locate event points in discontinuous ODEs

L. Lopez and L. Dieci

Abstract
We present a numerical approach to treat discontinuous differential systems of ODEs of the type: $x'=f_1(x)$ when $h(x)<0$ and $x'=f_2(x)$ when $h(x)>0$, and with $f_1\neq f_2$ for $x\in \Sigma$, where $\Sigma:=\{x: h(x)=0\}$ is a smooth co-dimension one discontinuity surface. Often, $f_1$ ($f_2$) cannot be evaluated when $h(x)>0$ ($h(x)<0$) and for this reason, we consider numerical schemes which do not require $f_1$ above $\Sigma$ (respectively, $f_2$ below $\Sigma$). The use of explicit schemes allows us to avoid the evaluation of the numerical solution in the forbidden region (see [1, 2]) but can produce oscillations of the numerical solution around the event point on the discontinuity surface. A penalty technique, for the stepsize, can produce a sequence of numerical solutions which approach $\Sigma$ from one-side only. We remark that in this talk we restrict attention only to accurately locate the event point where a trajectory reaches $\Sigma$.

Bibliography
[1] L. Dieci, L. Lopez, Numerical Solution of Discontinuous Differential Systems: Approaching the Discontinuity Surface from One Side, App. Num. Math, (2011), In Press.
[2] L. Dieci, L. Lopez, A survey of numerical methods for IVPs of ODEs with discontinuous right-hand side, J. Comput. Appl. Math, vol. 236 (16), (2012), pp 3967-3991.

Organized by