Commenced in January 2007
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Search results for: CESTAC

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

Authors: Davod Khojasteh Salkuyeh

Abstract:

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, error, optimal stepsize, stochastic arithmetic, CESTAC, CADNA

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