A New View of the Computational Complexity of IVP for ODE |
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| Authors: | Robert M. Corless |
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| Affiliation: | (1) Ontario Research Centre for Computer Algebra, Deptartment Applied Mathematics, University of Western Ontario, London, Canada, N6A 5B7 |
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| Abstract: | The cost of solving an initial value problem for ordinary differential equations to accuracy 2 is polynomial in ln  . Adaptive step-size control is never theoretically more costly than fixed step-size control, and can be an unbounded factor less costly. These results contradict the standard theory, but are based on more realistic assumptions. |
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| Keywords: | computational complexity of IVP for ODE Hö lder mean adaptive step-size control |
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