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The dG0 timestep method (backward Euler) for the initial value problem
 |
(1) |
is, Find
successively for
according to
 |
(2) |
The dual linearized problem is
 |
(3) |
where
 |
(4) |
Note that the dual problem
runs backward in time, starting at
.
Replacing
by
gives the approximate formula for
 |
(5) |
An adaptive scheme for solving the IVP could be formulated as,
choose an appropriate step length
such that
 |
(6) |
where
is your error tolerance,
the
stability factor defined by
 |
(7) |
where
solves (3).
is the residual. A more useful approximation is to use
instead
of
.
Next: Preparations
Up: Adaptive dG0 using duality
Previous: Adaptive dG0 using duality
Christoffer Cromvik
2004-04-26