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API stepsize control for the numerical solution of ordinary differential equations |
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| Authors: | Kjell Gustafsson Michael Lundh Gustaf Söderlind |
| Institution: | (1) Department of Automatic Control, Lund Institute of Technology, P.O. Box 118, S-22100 Lund, Sweden;(2) Department of Computer Sciences, Lund University, P.O. Box 118, S-22100 Lund, Sweden |
| Abstract: | A control-theoretic approach is used to design a new automatic stepsize control algorithm for the numerical integration of ODE's. The new control algorithm is more robust at little extra expense. Its improved performance is particularly evident when the stepsize is limited by numerical stability. Comparative numerical tests are presented. |
| Keywords: | AMS 65L05 |
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