A mixed error test where the integration step is

Info iconThis preview shows page 1. Sign up to view the full content.

View Full Document Right Arrow Icon
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: w C hp: n h 51 Ideally, we would like to compute a step size hOPT so that Cnhp : OPT Eliminating the coe cient Cn between the two equations hp OPT ~ nkw hp+1 kd or h 1=p : hOPT ~ h kdnkw (3.5.9a) The error estimates are based upon an asymptotic analysis and are, thus, not completely reliable. Therefore, it is best to include safety factors such as ( " #) 1=p hOPT = h min M AX max M IN s ~ : (3.5.9b) kdnkw The factors M AX and M IN limit the maximum step size increase and decrease, respectively, while s tends to make step size changes more conservative. Possible choices of the parameters are M AX = 5, M IN = 0:1, and s = 0:9. Step size control based on either (3.5.8a) or (3.5.8c) works similarly. In general, the user must also provide a maximum step size hMAX so that the code does not miss interesting features in the solution. Selection of the initial step size is typically left to the user. This can be somewhat problematical and several automatic initial step size procedures are under investigation. One automatic...
View Full Document

This document was uploaded on 03/16/2014 for the course CSCI 6820 at Rensselaer Polytechnic Institute.

Ask a homework question - tutors are online