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BIT Numerical Mathematics

, Volume 28, Issue 2, pp 270–287 | Cite as

API stepsize control for the numerical solution of ordinary differential equations

  • Kjell Gustafsson
  • Michael Lundh
  • Gustaf Söderlind
Part II Numerical Mathematics

Abstract

A control-theoretic approach is used to design a new automatic stepsize control algorithm for the numerical integration of ODE's. The new control algorithm is more robust at little extra expense. Its improved performance is particularly evident when the stepsize is limited by numerical stability. Comparative numerical tests are presented.

Subject classification

AMS 65L05 

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Copyright information

© BIT Foundations 1988

Authors and Affiliations

  • Kjell Gustafsson
    • 1
  • Michael Lundh
    • 1
  • Gustaf Söderlind
    • 2
  1. 1.Department of Automatic ControlLund Institute of TechnologyLundSweden
  2. 2.Department of Computer SciencesLund UniversityLundSweden

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