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From Taylor's theorem to a variable step length Predictor-Corrector.

The entire basis for Predictor Corrector methods rests on Taylor's theorem, so for convenience let us restate it here...

Taylor's theorem states that for any mathematically "nice-and-smooth" function Y(t), (where "nice-and-smooth" can be given a highly technical and precise meaning), the following is true.
eqnarray1536

Where tex2html_wrap_inline3221 is an unknown value anywhere from t to tex2html_wrap_inline3217.

Now by experimentation I found that a second order PECE method worked best for this particular problem, so I will only show the derivation of a second order method.

Firstly a few concepts and a bit of notation.

A differential equation solver estimates the solution to the equation at certain times. Traditionally this was done on the basis of a fix time step. In times when little is happening, one can take large time steps, and in times of flood, one must take small time steps. Thus with fix time step methods one must fix the time step small enough to cope with the worst conditions. This resulted, for this model, in unacceptably long run times. Denote the time at which the i'th value is calculated by tex2html_wrap_inline3471. Denote the i'th time step tex2html_wrap_inline3473 by tex2html_wrap_inline3475.

The state of the lake is determined by the ``state'' variables. ie Salt load in each cell and water volume in each cell. For the purpose of solving the differential equations we have no need to know what the state variables are. Thus if we have an N cell lake model we would define the state vector to be a 2N dimensional vector tex2html_wrap_inline3477 :-
equation1755
Then the differential equations can be written in the form :-
equation1757

Denote the value the state vector at time i by tex2html_wrap_inline3479. Note that this isn't the i'th component of the state vector, but the state vector at time i. Denote the n'th derivative by tex2html_wrap_inline3481.



Next: A second order predictor. Up: A variable step predictor Previous: What is and Why

John Carter
Tue Jun 17 09:50:07 SAT 1997