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ChrisRackauckas avatar ChrisRackauckas commented on June 13, 2024

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.

from datainterpolations.jl.

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