A Third Order Discrete Event Method for Continuous System Simulation. Part I: Theory.

ERNESTO KOFMAN

Rio Cuarto

Congreso; Reunión de Procesamiento de la Información y Control; 2005

This paper introduces a new numerical method for integration of ordinary differential equations. Following the principles of QSS and QSS2, i.e., replacing the time discretization by state quantization, this new method performs a third order approximation allowing to achieve better accuracy than their first and second order predecessors. It is shown that the new algorithm –called QSS3– satisfies the same theoretical properties of the latter methods and also shares their main practical advantages in the numerical integration of discontinuous systems.