Construction of Benchmark Problems for Solution of Ordinary Differential Equations

Article type: Research Article

Authors: Lee, Sangchul | Junkins, John L.

Affiliations: Texas A&M University, Aerospace Engineering Department, College Station, TX 77843-3141

Abstract: An inverse method is introduced to construct benchmark problems for the numerical solution of initial value problems. Benchmark problems constructed in this fashion have a known exact solution, even though analytical solutions are generally not obtainable. The process leading to the exact solution makes use of an initially available approximate numerical solution. A smooth interpolation of the approximate solution is forced to exactly satisfy the differential equation by analytically deriving a small forcing function to absorb all of the errors in the interpolated approximate solution. Using this special case exact solution, it is possible to directly investigate the relationship between global errors of a candidate numerical solution process and the associated tuning parameters for a given code and a given problem. Under the assumption that the original differential equation is well-posed with respect to the small perturbations, we thereby obtain valuable information about the optimal choice of the tuning parameters and the achievable accuracy of the numerical solution. Five illustrative examples are presented.

DOI: 10.3233/SAV-1994-1501

Journal: Shock and Vibration, vol. 1, no. 5, pp. 403-414, 1994