Stability of step size control based on a posteriori error estimates

Fuente: arXiv
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Autori principali: Ranocha, Hendrik, Giesselmann, Jan
Natura: Preprint
Pubblicazione: 2023
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author Ranocha, Hendrik
Giesselmann, Jan
author_facet Ranocha, Hendrik
Giesselmann, Jan
contents A posteriori error estimates based on residuals can be used for reliable error control of numerical methods. Here, we consider them in the context of ordinary differential equations and Runge-Kutta methods. In particular, we take the approach of Dedner & Giesselmann (2016) and investigate it when used to select the time step size. We focus on step size control stability when combined with explicit Runge-Kutta methods and demonstrate that a standard I controller is unstable while more advanced PI and PID controllers can be designed to be stable. We compare the stability properties of residual-based estimators and classical error estimators based on an embedded Runge-Kutta method both analytically and in numerical experiments.
format Preprint
id arxiv_https___arxiv_org_abs_2307_12677
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Stability of step size control based on a posteriori error estimates
Ranocha, Hendrik
Giesselmann, Jan
Numerical Analysis
65L06, 65M20
A posteriori error estimates based on residuals can be used for reliable error control of numerical methods. Here, we consider them in the context of ordinary differential equations and Runge-Kutta methods. In particular, we take the approach of Dedner & Giesselmann (2016) and investigate it when used to select the time step size. We focus on step size control stability when combined with explicit Runge-Kutta methods and demonstrate that a standard I controller is unstable while more advanced PI and PID controllers can be designed to be stable. We compare the stability properties of residual-based estimators and classical error estimators based on an embedded Runge-Kutta method both analytically and in numerical experiments.
title Stability of step size control based on a posteriori error estimates
topic Numerical Analysis
65L06, 65M20
url https://arxiv.org/abs/2307.12677