Tuesday, 18 November 2008

na.numerical analysis - Adaptive controllers for stiff ODE and DAE integrators

I'm looking for adaptive controllers (adaptive in both step size and order) for stiff integrators. I have asymptotically correct error estimates for the current method and all candidate methods of order 1 higher and lower than the current method. My naive controllers have occasional problems with either oscillating between different methods despite smooth long-term behavior, or getting stuck (e.g. with a high order method and unreasonably short time steps).



For the curious, these are IRKS general linear methods, see Butcher, Jackiewicz, and Wright 2007.

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