Title Adaptive Time-Stepping and Computational Stability
Authors Gustaf Söderlind, Lina Wang
Alternative Location http://dx.doi.org/10.1016/j..., Restricted Access
Publication Journal of Computational and Applied Mathematics
Year 2006
Volume 185
Pages 225 - 243
Document type Article
Status Published
Quality controlled Yes
Language eng
Publisher Elsevier Science B.V.
Abstract English We investigate the effects of adaptive time-stepping and other algorithmic strategies on the computational stability of ODE codes. We show that carefully designed adaptive algorithms have a most significant impact on computational stability and reliability. A series of computational experiments with the standard implementation of Dassl and a modified version, including stepsize control based on digital filters, is used to demonstrate that relatively small algorithmic changes are able to extract a vastly better computational stability at no extra expense. The inherent performance and stability of Dassl are therefore much greater than the standard implementation seems to suggest.
Keywords Computational stability stepsize control adaptive time-stepping PI control digital filters Dassl mathematical software algorithm analysis,
ISBN/ISSN/Other ISSN: 0377-0427

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