What ode is more precise? "ode45" or "ode15s using the analytic Jacobian"?

5 visualizzazioni (ultimi 30 giorni)
Hello,
I know that by using the analytically obtained Jacobian matrix ode15s speed up, but... will it make it more precise? even more precise that ode45?
Thanks for your replies. LJ

Risposta accettata

Jan
Jan il 24 Ago 2012
Modificato: Jan il 24 Ago 2012
The "precision" of both methods is "double". You mean "accuracy". More details about the difference of these terms can be found at WikiPedia.
You cannot compare the accuracy of ODE15S and ODE45 directly, because the first method is appropriate for stiff systems, but the 2nd for non-stiff ones.
An analytically obtained Jacobian is not necessarily more accurate or faster than a dynamically determination using a numerical differentiation. A small mechanical system of e.g. 6 rigid bodies and some joints can lead to a enormous number of nested trigonometric functions in the Jacobian. Cancellation errors can amplify small numerical errors. When this leads to high frequent oscillations of the system, the step size control increases the number of steps, such that the the integration can take more time to produce worse results.

Più risposte (0)

Categorie

Scopri di più su Numerical Integration and Differential Equations in Help Center e File Exchange

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by