Commit 6ed779f
committed
Scale error estimate by dt²/2 for second-order ODEs
The probabilistic error estimate is the standard deviation of the
predicted constraint residual. For second-order ODEs the constraint
operates on u'', so converting to a local error in u requires scaling
by dt²/2 (Taylor series), not just dt as for first-order ODEs.
This aligns with the approach in pnkraemer/probdiffeq#852 and
significantly improves step size selection for second-order problems
like Pleiades.1 parent fc551a5 commit 6ed779f
1 file changed
Lines changed: 5 additions & 1 deletion
| Original file line number | Diff line number | Diff line change | |
|---|---|---|---|
| |||
188 | 188 | | |
189 | 189 | | |
190 | 190 | | |
191 | | - | |
| 191 | + | |
| 192 | + | |
| 193 | + | |
| 194 | + | |
| 195 | + | |
192 | 196 | | |
193 | 197 | | |
194 | 198 | | |
| |||
0 commit comments