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An adaptive approach to stepsize control in ODE solvers

✍ Scribed by L.G. Birta; M. Yang; O. Abou-Rabia

Book ID
103897541
Publisher
Elsevier Science
Year
1993
Tongue
English
Weight
987 KB
Volume
35
Category
Article
ISSN
0378-4754

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✦ Synopsis

Birta, L.G., M. Yang and 0. Abou-Rabia, An adaptive approach to stepsize control in ODE solvers, Mathematics and Computers in Simulation 35 (1993) 63-78.

The efficiency with which the numerical solution of ordinary differential equations can be generated depends to a large extent on the effectiveness of the stepsize adjustment strategy that is used. A new strategy for carrying out this critical task is proposed in this paper. A distinctive feature of its formulation is the incorporation of a mechanism to correct for any persistent deviation of a prescribed solution quality measure from its desired value. The results of an extensive set of numerical experiments are presented to illustrate the superior behavior of the approach with respect to both the widely used locally optimum stepsize strategy and a recently suggested alternate strategy.

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