A posteriori error estimates based on residuals can be used for reliable error control of numerical methods. Here, we consider them in the context of ordinary differential equations and Runge-Kutta methods. In particular, we take the approach of Dedner & Giesselmann (2016) and investigate it when used to select the time step size. We focus on step size control stability when combined with explicit Runge-Kutta methods and demonstrate that a standard I controller is unstable while more advanced PI and PID controllers can be designed to be stable. We compare the stability properties of residual-based estimators and classical error estimators based on an embedded Runge-Kutta method both analytically and in numerical experiments.
翻译:基于残差的后验误差估计可用于数值方法的可靠误差控制。本文考虑常微分方程与龙格-库塔方法中的此类估计。具体而言,我们采用Dedner与Giesselmann(2016)的方法,探究其在时间步长选择中的应用。重点研究将显式龙格-库塔方法与之结合时的步长控制稳定性,结果表明标准I控制器不稳定,而更先进的PI和PID控制器可被设计为稳定。我们从理论分析与数值实验两个层面,对比了基于残差的估计器与基于嵌入式龙格-库塔方法的经典误差估计器的稳定性特性。