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Adaptive Nordsieck formulas with advanced global error control mechanisms.

Authors :
Kulikov, G. Yu.
Source :
Russian Journal of Numerical Analysis & Mathematical Modelling. Aug2013, Vol. 28 Issue 4, p321-352. 32p.
Publication Year :
2013

Abstract

In this paper we develop efficient numerical schemes to solve ordinary differential equations. Our methods are of the Nordsieck type, adaptive and capable of automatically controlling the global error of a numerical solution. A special feature of the new stepsize selection algorithms introduced here is the global error estimation quality control. Two different ways of attaining the preassigned accuracy of computation are examined in the paper. Namely, we implement the global error control mechanism based on reducing the maximum stepsize bound and the other one is based on reducing the local error tolerance. An accurate starting procedure for the adaptive Nordsieck methods is presented in full detail. Our intention here is to find the most effective strategy of stepsize selection. Theoretical investigation is supplied with numerical tests. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
09276467
Volume :
28
Issue :
4
Database :
Academic Search Index
Journal :
Russian Journal of Numerical Analysis & Mathematical Modelling
Publication Type :
Academic Journal
Accession number :
98564344
Full Text :
https://doi.org/10.1515/rnam-2013-0020