Abstract
Differential equations are types of equations that arise from the mathematical modelling, or simulation, of physical phenomena or from engineering applications; for example: the flow of water, the decay of radioactive substances, bodies in motion, electrical circuits, chemical processes, etc. When we cannot solve differential equations analytically, we must resort to numerical methods. Unfortunately, numerical methods do not give us an exact solution, and an amount of error is introduced in the answer. It is our goal to utilize concepts from Control Theory in order to minimize this error. For our study, we shall focus on ordinary differential equations (ODEs).
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
Brian D. O. Anderson and John B. Moore. Linear Optimal Control. Prentice-Hall, Inc., Englewood Cliffs, New Jersey, c1971, 1971.
Jenkins G. M. Box, G. E. P. and G. C. Reinsel. Time Series Analysis: Forecasting and Control. Prentice-Hall, New Jersey, c1994, 3 edition, 1994.
Richard L. Burden and J. Douglas Faires. Numerical Analysis. Thomson, Belmont, California, c2005, 8 edition, 2005.
Kjell Gustafsson. Control theoretic techniques for stepsize selection in explicit runge-kutta methods. ACM Transactions on Mathematical Software, 17(4):533–554, 1991.
C. R. Rao. Linear Statistical Inference and Its Applications. Wiley, New York, c1973, 1973.
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2007 Springer-Verlag Berlin Heidelberg
About this chapter
Cite this chapter
Holder, D., Huo, L., Martin, C.F. (2007). The Control of Error in Numerical Methods. In: Chiuso, A., Pinzoni, S., Ferrante, A. (eds) Modeling, Estimation and Control. Lecture Notes in Control and Information Sciences, vol 364. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-73570-0_15
Download citation
DOI: https://doi.org/10.1007/978-3-540-73570-0_15
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-73569-4
Online ISBN: 978-3-540-73570-0
eBook Packages: EngineeringEngineering (R0)