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Mathematics of Computation

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Limiting precision in differential equation solvers. II. Sources of trouble and starting a code


Author: L. F. Shampine
Journal: Math. Comp. 32 (1978), 1115-1122
MSC: Primary 65L05
MathSciNet review: 0501936
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Abstract: The reasons a class of codes for solving ordinary differential equations might want to use an extremely small step size are investigated. For this class the likelihood of precision difficulties is evaluated and remedies examined. The investigation suggests a way of selecting automatically an initial step size which should be reliably on scale.


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Additional Information

DOI: http://dx.doi.org/10.1090/S0025-5718-1978-0501936-X
Keywords: Limiting precision, minimum step size, roundoff, initial step size
Article copyright: © Copyright 1978 American Mathematical Society