Abstract
An algorithm is proposed to control the step size and an optional discrete parameter of a single-step numerical integration method for ordinary differential equation (ODE) systems, capable of estimating step local error norm. The proposed algorithm outperforms traditional ones in the case of ODE systems with non-smooth right hand side. Instead of relying on the dependency of local step error on step size, as traditional algorithms do, our algorithm collects discrete statistical data during numerical solution and makes decisions about the step size changes basing on the analysis of that data. In the end, a real-life application example is shown.
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Authors are thankful to the Russian Science Foundation for their support of research under grant No. 18-11-00245.
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Orlov, S., Burkovski, L. (2021). Experience-Driven, Method-Agnostic Algorithm for Controlling Numerical Integration of ODE Systems. In: Schaumburg, H., Korablev, V., Ungvari, L. (eds) Technological Transformation: A New Role For Human, Machines And Management. TT 2020. Lecture Notes in Networks and Systems, vol 157. Springer, Cham. https://doi.org/10.1007/978-3-030-64430-7_10
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DOI: https://doi.org/10.1007/978-3-030-64430-7_10
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