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Re: odd behavior of NDSolve



Richard Finley wrote:

> Hi Selwyn,
>
> Actually, I don't believe there is any mystery behind the behavior.
> Since it is a numerical integration routine, it is subject to
> accumulated error depending on step size, maximum number of steps,
> etc...and it just so happens in this case that it becomes unstable
> around 12.03.

Accumulated error is something I'm quite familiar with, but this
behavior is not about accumulated error. NDSolve is taking ONE giant
step, right past the interesting part of the solution when tmax >
12.03. As Paul Abbott correctly pointed out, the real cause is the
default value of Infinity for MaxStepSize.  (Seems to me that a more
sensible default for MaxStepSize might be something like tmax/10.)

Selwyn


-----Original Message-----

> From:   Selwyn Hollis [SMTP:shollis@peachnet.campus.mci.net] To:
To: mathgroup@smc.vnet.net
> mathgroup@smc.vnet.net
> Sent:   Tuesday, March 17, 1998 9:43 AM To:     mathgroup@smc.vnet.net
> Subject: [mg11702]        [mg11580] odd behavior of NDSolve
>
> I've discovered a very disturbing problem with NDSolve. I'd like to
> know
> if others can reproduce this.
>
> Here's an example:
>
> f[x_, y_] := - Exp[-(x^2 + y^2)]
>
> fx[x_, y_] =[f[x, y], x];  fy[x_, y_] = D[f[x, y], y];
>
> Clear[x0, y0, u0, v0];
> diffeqs    {x''[t] == -fx[x[t], y[t]],
>     y''[t] =-fy[x[t], y[t]],
>     x[0] =x0, x'[0] == u0, y[0] == y0, y'[0] == v0}
>
> endTime =2.03;
>   {x0, y0, u0, v0} =4, 3, -0.7, -0.17};
>   soln =latten[NDSolve[diffeqs, {x, y}, {t, 0, endTime}]];
>   r[t_] =x[t], y[t]} /. soln;
>   path =arametricPlot[r[t], {t, 0, endTime},
>     PlotRange -> {{-4, 4}, {-4, 4}}];
>
> You should see a curve with a slight bend to it. Now change endTime to
> 12.04. The bend is gone. Shouldn't we get the same curve for 0 < t <
> 12.03? Either I'm missing something or NDSolve has a serious problem.
>


--
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ Dr. Selwyn Hollis
Associate Professor of Mathematics
Armstrong Atlantic State University
Savannah, GA 31419 USA
<http://www.math.armstrong.edu/faculty/hollis/>
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~




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