🚀 go-pugleaf

In article <1992Nov5.110534.15386@edf.fr> engrand@clt13vf.der.edf.fr writes:
>
>I'm studying different methods to automatically change the size of a time step
>when solving a time-dependant ODE. Automatically means that the code should
>know when it has to use a larger or smaller time step, 
>according to what happens to the sytem. 
>
>I haven't heard on any book dealing with this problem (but I haven't looked
>very hard) ; is there any ?

I've studied this problem in my thesis "Control of Error and
Convergence in ODE Solvers", Kjell Gustafsson, Department of Automatic
Control, Lund Institute of Technology, Sweden, 1992". It turns out
that with some ideas from feedback control you can get a better
understanding of the stepsize adjustment problem and also design
improved algorithms. 

Part of the material (the one concerning explicit methods) is
published in ACM TOMS: "Control Theoretic Techniques for Stepsize
Selection in Explicit Runge-Kutta Methods", Kjell Gustafsson, 17:4,
1991, pp. 533-554.

Kjell

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    mail: Kjell Gustafsson, Department of Computer Science MJH309
          Stanford University, Stanford CA 94305, USA
  e-mail: kjell@sccm.stanford.edu
   phone: (415) 723-4269 (voice), (415) 723-2411 (fax)

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-------------------------------------------------------------------------------
    mail: Kjell Gustafsson, Department of Computer Science MJH309
          Stanford University, Stanford CA 94305, USA
  e-mail: kjell@sccm.stanford.edu
   phone: (415) 723-4269 (voice), (415) 723-2411 (fax)