Re: Back Euler with error control
- From: bv <bvoh@xxxxxxxxxxxxx>
- Date: Fri, 23 Dec 2005 22:11:24 GMT
"elvis.lu@xxxxxxxxx" wrote:
>
> Hi ,everyone. I'm trying to solve an ODE with back euler with given
> accuracy tolerance. This means I should choose the time matching step
> adaptively, but I don't know how to do it. Does anybody know a
> practical Back Euler method with error control?
Your brain must have fogged over by PS recipes, however it seems
unlikely that your homework was meant to outfit a primitive integrator
with monster sized correctors. Outside the academics, practical error
control usually boils down to a simple trial & error repetition.
In a nutshell:
Pick an h, integrate, then repeat with h/2, compare the results (at h)
against tolerances (rel & abs), proceed if met, else cut h in half again
until tolerance are met, and so on.
.
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