The numerical solution to boundary differential problems is a crucial task in modern applied mathematics. Usually, implicit integration methods are applied to solve this class of problems due to their high numerical stability and convergence. The known shortcoming of implicit algorithms is high computational costs, which can become unacceptable in the case of numerous right-hand side function calls, which are typical when solving boundary problems via the shooting method. Meanwhile, recently semi-implicit numerical integrators have gained major interest from scholars, providing an efficient trade-off between computational costs, stability, and precision. However, the application of semi-implicit methods to solving boundary problems has not been investigated in detail. In this paper, we aim to fill this gap by constructing a semi-implicit boundary problem solver and comparing the performance of explicit, semi-implicit, semi-explicit, and implicit methods using a set of linear and nonlinear test boundary problems. The novel blinking solver concept is introduced to overcome the main shortcoming of the semi-implicit schemes, namely, the low convergence on exponential solutions. The numerical stability of the blinking semi-implicit solver is investigated and compared with existing methods by plotting the stability regions. The performance plots for investigated methods are obtained as a dependence between global truncation error and estimated computation time. The experimental results confirm the assumption that semi-implicit numerical methods can significantly outperform both explicit and implicit solvers while solving boundary problems, especially in the proposed blinking modification. The results of this study can be efficiently used to create software for solving boundary problems, including partial derivative equations. Constructing semi-implicit numerical methods of higher-accuracy orders is also of interest for further research.
In this article, we introduce a novel approach to numerical integration based on a modified composite diagonal (CD) method, which is a variation of the semi-implicit Euler–Cromer method. This approach enables the finite-difference scheme to maintain the dynamic regime of the solution while adjusting the integration time step. This makes it possible to implement variable-step integration. We present a variable-step MCD (VS-MCD) version with a simple and stable Hairer step size controller. We show that the VS-MCD method is capable of changing the dynamics of the solution by changing the symmetry coefficient (reflecting the ratio between two internal steps within the composition step), which is useful for tuning the dynamics of the obtained discrete model, with no influence of the appropriate step size. We illustrate the practical application of the developed method by constructing a direct chaotic communication system based on the Sprott Case S chaotic oscillator, demonstrating high values in the largest Lyapunov exponent (LLE). The tolerance parameter of the step size controller is used as the modulation parameter to insert a message into the chaotic time series. Through numerical experiments, we show that the proposed modulation scheme has competitive robustness to noise and return map attacks in comparison with those of modulation methods based on fixed-step solvers. It can also be combined with them to achieve an extended key space.
Numerical stability is a critical property of ODE solvers that must be taken into account when choosing a numerical method for solving a certain initial value problem. However, conventional approaches to evaluating numerical stability are not directly applicable to some of the recently reported numerical integration schemes, i.e., semi-implicit or semi-explicit methods, due to their unique right-hand side function calculation principles and existence for systems of order 2 and higher. Furthermore, the stability regions of semi-implicit ODE solvers are found to be significantly influenced by the asymmetry of the simulated system. Thus, the development of specialized techniques is required to address these challenges. In the current study, a complex but straightforward methodology is proposed for the acquisition and graphical representation of the stability regions of semi-implicit integration methods with visualization in three-dimensional space. To cover the deficiency of the stability analysis for recently reported composition methods, we have chosen several composition ODE solvers as test methods. The obtained results supplement our understanding of these algorithms and reveal their strengths and weaknesses.