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Erschienen in:
1991 | OriginalPaper | Buchkapitel
Improvements of Stepsize Control in Numerical Integration
verfasst von : Kjell Gustafsson
Erschienen in: Numerical Linear Algebra, Digital Signal Processing and Parallel Algorithms
Verlag: Springer Berlin Heidelberg
Enthalten in: Professional Book Archive
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Stepsize control in numerical integration of ODE is an essential tool to improve the precision of the produced solution. In addition, a well behaved stepsize sequence shortens the computing time needed to produce the solution. Normally an estimate of the solution error is fed back to adjust the stepsize, so that the error of the solution is kept below some user-specified level. In this paper stepsize adjustment is viewed as a feedback control problem. This gives insight as well as an improved algorithm.