Stepsize Control of the Finite Difference Method for Solving Ordinary Differential Equations
نویسنده
چکیده
An important task in solving second order linear ordinary differential equations by the finite difference is to choose a suitable stepsize h. In this paper, by using the stochastic arithmetic, the CESTAC method and the CADNA library we present a procedure to estimate the optimal stepsize hopt, the stepsize which minimizes the global error consisting of truncation and round-off error. Keywords—ordinary differential equations, optimal stepsize, error, stochastic arithmetic, CESTAC, CADNA.
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