A Third Order Discrete Event Method for Continuous System Simulation

This paper introduces a new numerical method for integration of ordinary differential equations. Following the idea of quantization based integration, 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 satisfies the same theoretical properties of the previous methods and also shares their main advantages in the integration of discontinuous systems. Keywords— Hybrid systems, ODE integration, Discrete Event Systems.