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Re: [Help-gsl] convergence check in odeiv_rk4imp ?


From: Tuomo Keskitalo
Subject: Re: [Help-gsl] convergence check in odeiv_rk4imp ?
Date: Wed, 06 Jan 2010 14:15:17 +0200
User-agent: Thunderbird 2.0.0.23 (X11/20090817)

Hello,

My guess is that rk4imp can't make Newton iteration converge when you use a large step size. You should be able to use a small fixed step size with any stepper, if that is really needed.

If fixed step sizes are not mandatory, I suggest you use the driver or evolve functions to traverse from t0 to t1. Please see the example codes in the documentation.

Regards,
Tuomo

On 01/06/2010 01:34 AM, Forest Yang wrote:
Hi

  I was trying to evaluate the rk4imp solver at large step, but not
being able to do it on a fixed stepsize way.
Can I truely do rk4imp with a fixed time step ?

I used the following two lines, and also put a print line in f, the
time printed out have many steps between [t,t+h], Is it normal in the
internal stage when solving the fixed point or still an adaptive
stepsize control ?


 GSL_ODEIV_FN_EVAL(&sys, t, y, dydt_in);
 int status = odeiv2_step_apply (s, t, h, y, y_err, dydt_in, dydt_out, &sys);

Lingyun



On Thu, Dec 31, 2009 at 1:24 AM, Tuomo Keskitalo <address@hidden> wrote:
Hello,

take a look at my ode-initval2 extension to GSL, it's rk4imp iterates to
convergence. Note: I'm currently working on finetuning the ode-initval2
framework, it will soon change slightly from version 0.9.

http://iki.fi/tuomo.keskitalo/gsl/ode-initval2/

On 12/29/2009 08:35 PM, Forest Yang wrote:

Hi All,

   Is there any plan for implementing convergence check in implicit
RK4 method ?
It seems the 2 stages Gauss points are only iterate 3 steps, without
checking whether it is converged or not.
Another possible way could be using the Jacobian to solve for "Y_i",
the fixed point.

  The reason I care about this is, Implicit Gauss RK4 is symplectic,
which for Hamiltonian Dynamics simulation is a very important
property,
it has better conservation of the first integral.


Best regards,
Forest.


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