Error Estimation and Control for ODEs
This article is about the numerical solution of initial value problems for systems of ordinary differential equations. At first these problems were solved with a fixed method and constant step size, but nowadays the general-purpose codes vary the step size, and possibly the method, as the integratio...
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Veröffentlicht in: | Journal of scientific computing 2005-10, Vol.25 (1), p.3-16 |
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Format: | Artikel |
Sprache: | eng |
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Online-Zugang: | Volltext |
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Zusammenfassung: | This article is about the numerical solution of initial value problems for systems of ordinary differential equations. At first these problems were solved with a fixed method and constant step size, but nowadays the general-purpose codes vary the step size, and possibly the method, as the integration proceeds. Estimating and controlling some measure of error by variation of step size/method inspires some confidence in the numerical solution and makes possible the solution of hard problems. Common ways of doing this are explained briefly in the article |
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ISSN: | 0885-7474 1573-7691 |
DOI: | 10.1007/s10915-004-4629-3 |