Adaptive mesh point selection for the efficient solution of scalar IVPs

Abstract: We discuss adaptive mesh point selection for the solution of scalar IVPs. We consider a method that is optimal in the sense of the speed of convergence, and aim at minimizing the local errors. Although the speed of convergence cannot be improved by using the adaptive mesh points compared to the equidistant points, we show that the factor in the error expression can be significantly reduced. We obtain formulas specifying the gain achieved in terms of the number of discretization subintervals, as well as in terms of the prescribed level of the local error. Both nonconstructive and constructive versions of the adaptive mesh selection are shown, and a numerical example is given.