Adaptive time-stepping and computational stability

  • Authors:
  • Gustaf Söderlind;Lina Wang

  • Affiliations:
  • Numerical Analysis, Centre for Mathematical Sciences, Lund University, Lund, Sweden;Numerical Analysis, Centre for Mathematical Sciences, Lund University, Lund, Sweden

  • Venue:
  • Journal of Computational and Applied Mathematics - Special issue: International workshop on the technological aspects of mathematics
  • Year:
  • 2006

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Abstract

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.