Adaptive Time-Stepping and Computational Stability

Research output: Contribution to journalArticle


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

  • Mathematics


  • Computational stability stepsize control adaptive time-stepping PI control digital filters Dassl mathematical software algorithm analysis
Original languageEnglish
Pages (from-to)225-243
JournalJournal of Computational and Applied Mathematics
Publication statusPublished - 2006
Publication categoryResearch

Bibliographic note

The information about affiliations in this record was updated in December 2015. The record was previously connected to the following departments: Numerical Analysis (011015004)