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Stepsize selection in the rigorous defect control...
Journal article

Stepsize selection in the rigorous defect control of Taylor series methods

Abstract

Modern numerical methods for initial-value problems (IVPs) in ordinary differential equations (ODE) produce a (piecewise) differentiable numerical solution. The defect or residual evaluated at it induces a perturbed ODE that is satisfied exactly by this solution. Defect control methods try to ensure that a norm of the defect is bounded by a user-specified tolerance. This paper justifies and implements a simple and effective stepsize selection strategy and an overall method for both validated and non-validated defect control of an explicit Taylor series method for IVP ODEs. In validated mode, this method guarantees that the defect is bounded by a user-specified tolerance.

Authors

Ernsthausen JM; Nedialkov NS

Journal

Journal of Computational and Applied Mathematics, Vol. 368, ,

Publisher

Elsevier

Publication Date

April 1, 2020

DOI

10.1016/j.cam.2019.112483

ISSN

0377-0427

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