变步长区间龙格-库塔方法

A. Marciniak, B. Szyszka
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引用次数: 4

摘要

在我们以前的一些论文中,我们已经提出了步长为常数的龙格-库塔方法的区间版本(显式和隐式)。这种方法需要手动选择步长,以确保以最小宽度封闭到解决方案的间隔。本文提出了一种自动选择步长以保证最佳(即最小)区间围合的算法。这个步长是由机器精度决定的。
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Interval Runge-Kutta Methods with Variable Step Sizes
In a number of our previous papers we have presented interval versions of Runge-Kutta methods (explicit and implicit) in which the step size was constant. Such an approach has required to choose manually the step size in order to ensure an interval enclosure to the solution with the smallest width. In this paper we propose an algorithm for choosing automatically the step size which guarantees the best (i.e., the tiniest) interval enclosure. This step size is determined with machine accuracy.
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