[SciPy-User] Error estimation when using solve_ivp

Nicolas Cellier contact at nicolas-cellier.net
Sun Apr 1 16:14:42 EDT 2018


Usually the Runge kutta method has an error estimate built-in. It may be possible to have access to it, or to build a child class based on the default RK solver used in the ivp_solve that expose that error. 

Le 1 avr. 2018 22:10, à 22:10, Lingyi Hu <lingyihuu at gmail.com> a écrit:
> Hi,
>
>I would like to get an error estimate on my results from
>`scipy.integrate.solve_ivp`. I am using it to solve a few differential
>equations, and using the its root-finding capabilities to get the
>coordinates when an event happens. This is all good, but I'm not sure
>how
>to put an error estimate on my result.
>
>I have an idea of how to estimate the global error of a Runge Kutta
>method
>with a fixed step size, but it seems `solve_ivp` uses adaptive step
>sizes.
>It would be great if someone who has experience with this could point
>me in
>the right direction. I don't exactly need a highly rigorous estimation
>of
>the error, just a rough upper bound will do.
>
>Thanks!
>Lingyi
>
>
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