A Numerical Study of Quantization-Based Integrators

Departamento de Engenharia Informática, Universidade de Coimbra, Portugal

^a e-mail: barros@dei.uc.pt

Abstract

Adaptive step size solvers are nowadays considered fundamental to achieve efficient ODE integration. While, traditionally, ODE solvers have been designed based on discrete time machines, new approaches based on discrete event systems have been proposed. Quantization provides an efficient integration technique based on signal threshold crossing, leading to independent and modular solvers communicating through discrete events. These solvers can benefit from the large body of knowledge on discrete event simulation techniques, like parallelization, to obtain efficient numerical integration. In this paper we introduce new solvers based on quantization and adaptive sampling techniques. Preliminary numerical results comparing these solvers are presented.