An extrapolation step-size monitor for solving ordinary differential equations

Authors:
N. L. Schryer
Affiliations:
-
Venue:
ACM '74 Proceedings of the 1974 annual conference - Volume 1
Year:
1974

Citing 2
Cited 1

A comparative study of computer programs for integrating differential equations

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The automatic integration of ordinary differential equations

Communications of the ACM

A note on variable order strategies for differential equation solvers

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Abstract

A step-size monitor is presented for use in numerically solving ordinary differential equations by extrapolation methods. The monitor uses the information present in the extrapolation lozenge to determine the “optimal” step-size and order. This allows the monitor to adjust both the order and step-size to the local behavior of the solution in a reasonably “optimal” fashion. The monitor is particularly useful when obtaining low-precision solutions which require radical step-size changes. The results of this monitor are compared quite favorably with previous proposals.