Re: How to choose a numerical method?



On 27 Maj, 14:15, "pApAk" <n...@xxxxxxxxx> wrote:
Hi,

i am solving a "duffing-like" 2nd order nonlinear diff. equation (in Matlab)
using Dormand-Prince method (based on an explicit Runge-Kutta (4,5) formula)
with variable step. However, how can i be sure that i have chosen a "good
method", i.e. how can i examine the method, i.e. the errors of method used
for solving of my equation?

You might consider calculating conserved entities. Say you know that
energy, or linear/angular momentum should be conserved, then you could
evaluate these.

For Hamiltonian systems there are a bunch of algorithms available that
guarantee these properties. See e.g. the excellent book by Hairer et
al. Geometric Numerical Integration: Structure-preserving Algorithms
for Ordinary Differential Equations.

Please, help!

Thanks.

P.S. I posted this question on math-group and matlab-group also, but then it
was recommended to me that i should send it to this group. So, sorry for
spaming :-/

No problem,

Best,
Anders
.



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