Goal oriented time adaptivity using local error estimates

arXiv1805.03075MaRDI QIDQ6301326FDOQ6301326

Publication date: 8 May 2018

Abstract: We consider initial value problems where we are interested in a quantity of interest (QoI) that is the integral in time of a functional of the solution of the IVP. For these, we look into local error based time adaptivity. We derive a goal oriented error estimate and timestep controller, based on error contribution to the error in the QoI, for which we prove convergence of the error in the QoI for tolerance to zero under weak assumptions. We analyze global error propagation of this method and derive guidelines to predict performance of the method. In numerical tests we verify convergence results and guidelines on method performance. Additionally, we compare with the dual-weighted residual method (DWR) and classical local error based time-adaptivity. The local error based methods show better performance than DWR and the goal oriented method shows good results in most examples, with significant speedups in some cases.

Mathematics Subject Classification ID

Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Stability and convergence of numerical methods for ordinary differential equations (65L20) Numerical methods for initial value problems involving ordinary differential equations (65L05)

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