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An adaptive stepsize algorithm for the numerical solving of initial-value problems Cover

An adaptive stepsize algorithm for the numerical solving of initial-value problems

Open Access
|Apr 2017

Abstract

The present paper focuses on the efficient numerical solving of initial-value problems (IVPs) using digital computers and one-step numerical methods. We start from considering that the integration stepsize is the crucial factor in determining the number of calculations required and the amount of work involved to obtain the approximate values of the exact solution of a certain problem for a given set of points, within a prescribed computational accuracy, is proportional to the number of accomplished iterations. We perform an analysis of the local truncation error and we derive an adaptive stepsize algorithm which coupled with a certain one-step numerical method makes the use of this structure more computationally effective and insures that the estimated values of the exact solution are in agreement with an imposed accuracy. We conclude with numerical computations proving the efficiency of the proposed step selection algorithm.

DOI: https://doi.org/10.1515/auom-2015-0012 | Journal eISSN: 1844-0835 | Journal ISSN: 1224-1784
Language: English
Page range: 185 - 198
Submitted on: May 2, 2014
Accepted on: Jun 28, 2014
Published on: Apr 4, 2017
Published by: Ovidius University of Constanta
In partnership with: Paradigm Publishing Services
Publication frequency: 3 issues per year

© 2017 Romulus Militaru, published by Ovidius University of Constanta
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.