Adaptive mesh selection asymptotically guarantees a prescribed local error for systems of initial value problems

DOI10.1007/S10444-017-9584-2zbMATH Open1404.65058arXiv1704.01939OpenAlexW2779273088MaRDI QIDQ1633002FDOQ1633002

Authors: Bolesław Kacewicz 

Publication date: 18 December 2018

Published in: Advances in Computational Mathematics (Search for Journal in Brave)

Abstract: We study adaptive mesh selection for the solution of systems of initial value problems. The goal is a rigorous theoretical analysis of potential advantages of adaption. For an optimal method in the sense of the speed of convergence, we propose an algorithm for successive selection of the mesh points. The selection is based on an upper bound on the local error, and it (asymptotically) guarantees the local errors not exceeding a prescribed level. The mesh selection algorithm can be applied to a general class of methods, not only to the chosen one. We rigorously discuss the cost of the proposed algorithm, comparing it to other algorithms equipped with different mesh selection procedures. We specify a quantitative advantage of the adaptive mesh over the uniform one. Adjustment of the mesh points to a local behavior of the solution yields improved efficiency of the algorithm. Some numerical results illustrating theoretical findings are reported.

Full work available at URL: https://arxiv.org/abs/1704.01939

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Mathematics Subject Classification ID

Mesh generation, refinement, and adaptive methods for ordinary differential equations (65L50) Error bounds for numerical methods for ordinary differential equations (65L70) Numerical methods for initial value problems involving ordinary differential equations (65L05)

Cites Work

• Title not available (Why is that?)
• Local adaption for approximation and minimization of univariate functions
• Complexity of the derivative-free solution of systems of IVPs with unknown singularity hypersurface
• On the randomized solution of initial value problems
• A new mesh selection strategy with stiffness detection for explicit Runge-Kutta methods
• When Not to Use an Automatic Quadrature Routine
• The power of adaptive algorithms for functions with singularities
• Implementation of DIMSIMs for stiff differential systems
• Automatic integration using asymptotically optimal adaptive simpson quadrature
• Adaptive mesh point selection for the efficient solution of scalar IVPs

Cited In (4)

• Reliable computation and local mesh adaptivity in limit analysis
• Title not available (Why is that?)
• On optimal adaptive quadratures for automatic integration
• Adaptive mesh point selection for the efficient solution of scalar IVPs

Uses Software

• QUADPACK

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