Achieving tolerance proportionality in software for stiff initial-value problems

DOI10.1007/BF02243229MaRDI QIDQ1262094zbMATH OpenOpenAlexFDO

Authors W. H. Enright, W. L. Seward

Publication date 1989

Published in Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02243229

zbMATH Keywords

local error control strategylocal extrapolationLSODESECDERstiff initial value problemstolerance proportionality

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to ordinary differential equations (34-04) Nonlinear ordinary differential equations and systems (34A34) Numerical methods for initial value problems involving ordinary differential equations (65L05) Mesh generation, refinement, and adaptive methods for ordinary differential equations (65L50)

Review text

The paper presents a basis for a uniform interpretation of the user's accuracy requirement in codes for solving stiff initial value problems. It is shown that it is possible to design the local error control strategy in a code in such a way as to achieve the tolerance proportionality. The strategy is based on a control of the local error per unit step. Next, the strategy is discussed for two stiff solvers: LSODE (Hindmarsh, 1980) and SECDER (Addison, 1979). The numerical results show that the strategy leads to a significant improvement in tolerance proportionality at litte extra cost.

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Cites work

• A new error-control for initial value solvers
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• Certain Equivalent Requirements of Approximate Solutions of x' = f(t,x).
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• Fixed Leading Coefficient Implementation of SD-Formulas for Stiff ODEs
• scientific article; zbMATH DE number 3958611 (Why is no real title available?)
• scientific article; zbMATH DE number 3628308 (Why is no real title available?)
• Local error control in codes for ordinary differential equations
• Numerical initial value problems in ordinary differential equations.
• Two FORTRAN packages for assessing initial value methods

Cited in

(3)

• Optimal residuals and the Dahlquist test problem
• Computer application to aid the unidirectional functional dimensioning and tolerancing synthesis
• Defect-controlled numerical methods and shadowing for chaotic differential equations

Describes a project that uses

Uses Software

• LSODE
• LSODA
• STDTST
• NSDTST

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