Adaptive Time-Stepping and Computational Stability
Research output: Contribution to journal › Article
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.
|Research areas and keywords||
Subject classification (UKÄ) – MANDATORY
|Journal||Journal of Computational and Applied Mathematics|
|Publication status||Published - 2006|
The information about affiliations in this record was updated in December 2015. The record was previously connected to the following departments: Numerical Analysis (011015004)