Stepsize Control of the Finite Difference Method for Solving Ordinary Differential Equations

Main Author: Davod Khojasteh Salkuyeh
Format: Article
Bahasa: eng
Terbitan: , 2009
Subjects:
Online Access: https://zenodo.org/record/1077281
Daftar Isi:
  • 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.