Numerical solution of retarded initial value problems: Local and global error and stepsize control |
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Authors: | Herbert Arndt |
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Institution: | (1) Institut für Angewandte Mathematik, Universität Bonn, Wegelerstr. 6, D-5300 Bonn 1 (Fed. Rep.) |
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Abstract: | Summary Retarded initial value problems are routinely replaced by an initial value problem of ordinary differential equations along with an appropriate interpolation scheme. Hence one can control the global error of the modified problem but not directly the actual global error of the original problem. In this paper we give an estimate for the actual global error in terms of controllable quantities. Further we show that the notion of local error as inherited from the theory of ordinary differential equations must be generalized for retarded problems. Along with the new definition we are led to developing a reliable basis for a step selection scheme. |
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Keywords: | AMS (MOS): 65L05 CR: 5 17 |
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