Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Order testing #7

Open
ChrisRackauckas opened this issue Aug 23, 2018 · 1 comment
Open

Order testing #7

ChrisRackauckas opened this issue Aug 23, 2018 · 1 comment

Comments

@ChrisRackauckas
Copy link
Member

We need a way to test that the order of accuracy is correct.

@ChrisRackauckas
Copy link
Member Author

Here's how this should be done:

  • Pick a function f(t) and a starting set of time points t1 which is unevenly spaced.
  • At 100 evenly spaced points (make sure they aren't on the grid of known values), calculate the mean squared error between the interpolant and f(t).
  • Refine to t2 which is t1 and each half point.
  • Calculate the error at the same 100 evenly spaced points
  • Repeat N times (user chosen)
  • Use the log approximation to determine the order of convergence. Return a ConvergenceSimulation from DiffEqDevTools.

This should probably just be ConvergenceSimulation so that all of the plots and such are done. This error estimator would be an L2 error approximation.

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

No branches or pull requests

1 participant