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Centrum voor Wiskunde en Informatica REPORTRAPPORT Test Set for Initial Value Problem Solvers W.M. Lioen, J.J.B. de Swart Modelling, Analysis and Simulation (MAS) MAS-R9832 December 1998 Report MAS-R9832 ISSN 1386-3703 CWI P.O. Box 94079 1090 GB Amsterdam The Netherlands CWI is the National Research Institute for Mathematics and Computer Science. CWI is part of the Stichting Mathematisch Centrum (SMC), the Dutch foundation for promotion of mathematics and computer science and their applications. Copyright © Stichting Mathematisch Centrum SMC is sponsored by the Netherlands Organization for P.O. Box 94079, 1090 GB Amsterdam (NL) Scientific Research (NWO). CWI is a member of Kruislaan 413, 1098 SJ Amsterdam (NL) ERCIM, the European Research Consortium for Telephone +31 20 592 9333 Informatics and Mathematics. Telefax +31 20 592 4199 Test Set for Initial Value Problem Solvers Walter M. Lioen CWI, PO Box 94079, 1090 GB Amsterdam, The Netherlands (Walter.Lioen@cwi.nl) Jacques J.B. de Swart CWI, PO Box 94079, 1090 GB Amsterdam, The Netherlands (Jacques.de.Swart@cwi.nl) & Paragon Decision Technology, PO Box 3277, 2001 DG Haarlem, The Netherlands (jacques@paragon.nl) Release 2.0 December 1998 ABSTRACT The CWI test set for IVP solvers presents a collection of Initial Value Problems to test solvers for implicit differ- ential equations. This test set can both decrease the effort for the code developer to test his software in a reliable way, and cross the bridge between the application field and numerical mathematics. This document contains the descriptive part of the test set. It describes the test problems and their origin, and reports on the behavior of a few state-of-the-art solvers on these problems. The latest version of this document and the software part of the test set is available via the world wide web at http://www.cwi.nl/cwi/projects/IVPtestset/. The software part serves as a platform on which one can test the performance of a solver on a particular test problem oneself. Instructions how to use this software are in this paper as well. The idea to develop this test set was discussed at the workshop ODE to NODE, held in Geiranger, Norway, 19–22 June 1995. 1991 Mathematics Subject Classification: Primary: 65Y20, Secondary: 65-04, 65C20, 65L05. 1991 Computing Reviews Classification System: G.1.7, G.4. Keywords and Phrases: test problems, software, IVP, IDE, ODE, DAE. Note: The maintenance of the test set belongs to the project MAS2.2: ‘Parallel Software for Implicit Differential Equations’. Acknowledgements: Thisworkissupported financially by the ‘Technologiestichting STW’ (Dutch Foundation for Technical Sciences), grants no. CWI.2703, CWI.4533. The use of supercomputer facilities was made possible by the ‘Stichting Nationale Computerfaciliteiten’ (National Computing Facilities Foundation, NCF), with financial support from the ‘Nederlandse Organisatie voor Wetenschappelijk Onderzoek’ (Netherlands Organization for Scientific Research, NWO). We thank all contributors to this test set, without whom it would not be possible to collect problems from such a wide variety of application fields.
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