2006 American Control Conference 2006
DOI: 10.1109/acc.2006.1657179
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A variable step-size selection method for implicit integration schemes

Abstract: Implicit integration schemes, such as Runge-Kutta methods, are widely used in mathematics and engineering to numerically solve ordinary differential equations. Every integration method requires one to choose a step-size, h, for the integration. If h is too large or too small the efficiency of an implicit scheme is relatively low. As every implicit integration scheme has a global error inherent to the scheme, we choose the total number of computations in order to achieve a prescribed global error as a measure o… Show more

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Cited by 9 publications
(17 citation statements)
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“…1) solution using the following approach: 1) Obtain a number of numerical solutions using fixed-step solver for a range of solver's orders and sampling times, in such a way, that the solutions are expected to be stable and accurate, e.g. by arbitrarily specifying the maximum step size [26,27]. 2) Test if the solutions converge with an increasing solver order.…”
Section: Fig 1 Comparison Of Exact and Numerical Solutionsmentioning
confidence: 99%
“…1) solution using the following approach: 1) Obtain a number of numerical solutions using fixed-step solver for a range of solver's orders and sampling times, in such a way, that the solutions are expected to be stable and accurate, e.g. by arbitrarily specifying the maximum step size [26,27]. 2) Test if the solutions converge with an increasing solver order.…”
Section: Fig 1 Comparison Of Exact and Numerical Solutionsmentioning
confidence: 99%
“…That means that one or several evaluations per step are carried out to achieve a local error respecting the required tolerance. The classical adaptive step-size algorithm [28] described above presents the drawback of a lack of step-size smooth progressions and, in some cases, leads to a considerable number of step rejections. This method can be improved by including a control theory approach in the expression of the step-size selection (14).…”
Section: 22mentioning
confidence: 99%
“…Step size selection is an important criterion required in solving stiff differential equations using the integration method, [1]. It is however important to state that too small or too large a step size affects the efficiency of any integration method.…”
Section: Introductionmentioning
confidence: 99%