Computing Reviews
Today's Issue Hot Topics Search Browse Recommended My Account Log In
Review Help
Search
Digital filters in adaptive time-stepping
Söderlind G. ACM Transactions on Mathematical Software29 (1):1-26,2003.Type:Article
Date Reviewed: Oct 1 2003

Traditional codes for initial-value problems adapt to changing conditions by varying the stepsize as the integration progresses. The aim is to keep the local truncation error close to a user-supplied tolerance. Since the revolutionary work of Gustafsson, Lundh, and Söderlind [1], this process has been looked at from the point of view of control theory, and the use of proportional integral (PI) controllers has led to improved computational behavior. This paper reinterprets this work in terms of digital filter theory. Specifically, the aim is to study how the logarithms of the stepsize and the local error estimates respond to varying behavior in the logarithm of the principal error coefficient for certain controllers. A particular difficulty with some controllers is that noise in the input leads to irregular behavior in the outputs. Hence, controllers with the ability to filter out high frequencies will lead to better performance. A number of new and existing controllers are analyzed, and this leads to recommendations depending on the problem class.

Reviewer:  J. C. Butcher Review #: CR128317 (0401-0060)
1) Gustafsson, K.; Lundh, M. ; Söderlind, G. A PI stepsize control for the numerical solution of ordinary differential equations . BIT 28, (1988), 270–287.
Bookmark and Share
  Featured Reviewer  
 
Initial Value Problems (G.1.7 ... )
 
Would you recommend this review?
yes
no
Other reviews under "Initial Value Problems": Date
Reliable solution of special event location problems for ODEs
Shampine L., Gladwell I., Brankin R. ACM Transactions on Mathematical Software 17(1): 11-25, 1991. Type: Article
May 1 1992
Numerical comparisons of some explicit Runge-Kutta pairs of orders 4 through 8
Sharp P. ACM Transactions on Mathematical Software 17(3): 387-409, 1991. Type: Article
May 1 1992
Numerical methods for ordinary differential systems
Lambert J., John Wiley & Sons, Inc., New York, NY, 1991. Type: Book (9780471929901)
Oct 1 1993
more...

E-Mail This Printer-Friendly
Send Your Comments
Contact Us
Reproduction in whole or in part without permission is prohibited.   Copyright 1999-2024 ThinkLoud®
Terms of Use
| Privacy Policy