Stability Problems in ODE Estimation

Michael R. Osborne ()
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Michael R. Osborne: Australian National University, Mathematical Sciences Institute

A chapter in Modeling, Simulation and Optimization of Complex Processes, 2008, pp 459-470 from Springer

Abstract: Abstract The main question addressed is how does the stability of the underlying differential equation system impact on the computational performance of the two major estimation methods, the embedding and simultaneous algorithms. It is shown there is a natural choice of boundary conditions in the embedding method, but the applicability of the method is still restricted by the requirement that this optimal formulation as a boundary value problem be stable. The most attractive implementation of the simultaneous method would appear to be the null space method. Numerical evidence is presented that this is at least as stable as methods that depend on stability of the boundary value formulation.

Keywords: Stability Problem; Trapezoidal Rule; Newton Equation; Variable Elimination; Solution Trajectory (search for similar items in EconPapers)
Date: 2008
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-540-79409-7_32

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DOI: 10.1007/978-3-540-79409-7_32

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