Title
A Runge-Kutta BVODE Solver with Global Error and Defect Control
Abstract
Boundary value ordinary differential equations (BVODEs) are systems of ODEs with boundary conditions imposed at two or more distinct points. The global error (GE) of a numerical solution to a BVODE is the amount by which the numerical solution differs from the exact solution. The defect is the amount by which the numerical solution fails to satisfy the ODEs and boundary conditions. Although GE control is often familiar to users, the defect controlled numerical solution can be interpreted as the exact solution to a perturbation of the original BVODE. Software packages based on GE control and on defect control are in wide use. The defect control solver, BVP_SOLVER, can provide an a posteriori estimate of the GE using Richardson extrapolation. In this article, we consider three more strategies for GE estimation based on (i) the direct use of a higher-order discretization formula (HO), (ii) the use of a higher-order discretization formula within a deferred correction (DC) framework, and (iii) the product of an estimate of the maximum defect and an estimate of the BVODE conditioning constant, and demonstrate that the HO and DC approaches have superior performance. We also modify BVP_SOLVER to introduce GE control.
Year
DOI
Venue
2013
10.1145/2427023.2427028
ACM Trans. Math. Softw.
Keywords
Field
DocType
boundary condition,ge estimation,exact solution,numerical solution,runge-kutta bvode solver,ge control,bvode conditioning,defect control solver,global error,maximum defect,higher-order discretization formula,defect control,conditioning,richardson extrapolation,runge kutta methods
Exact solutions in general relativity,Runge–Kutta methods,Boundary value problem,Discretization,Mathematical optimization,Richardson extrapolation,Ordinary differential equation,Mathematical analysis,Solver,Mathematics,Ode
Journal
Volume
Issue
ISSN
39
2
0098-3500
Citations 
PageRank 
References 
1
0.35
12
Authors
3
Name
Order
Citations
PageRank
Jason J. Boisvert120.71
Paul H. Muir220.71
Raymond J. Spiteri333055.48