New interpolants for asymptotically correct defect control of BVODEs

The defect of a continuous approximate solution to an ODE is the amount by which that approximation fails to satisfy the ODE. A number of studies have explored the use of asymptotically correct defect estimates in the numerical solution of initial value ODEs (IVODEs). By employing an appropriately constructed interpolant to an approximate discrete solution to the ODE, various researchers have shown that it is possible to obtain estimates of the local error and/or the maximum defect that are asymptotically correct on each step, as the stepsize h 0. In this paper, we investigate the usefulness of asymptotically correct defect estimates for defect control in boundary value ODE (BVODE) codes. In the BVODE context, for a sequence of meshes which partition the problem interval, one computes a discrete numerical solution, constructs an interplant, and estimates the maximum defect. The estimates (typically obtained by sampling the defect at a small number of points on each subinterval of the...

• Type: Journal
• Year: 2010
• Where: NA
• Authors: Wayne H. Enright, P. H. Muir
• Keywords: Correct Defect Estimates, Maximum Defect, NA 2010, Numerical Solution