void GUI::EnterMsgLoop()
{
MSG msg;
::ZeroMemory(&msg, sizeof(MSG));

static DWORD lastTime = timeGetTime();

bool Run = true;
while(Run)
{
    if (::PeekMessage(&msg, 0, 0U, 0U, PM_REMOVE) == TRUE)
    {           
        if(msg.message == WM_QUIT)
            break;
        ::TranslateMessage(&msg);
        ::DispatchMessage(&msg);
    }
    else
    {
        DWORD currTime  = timeGetTime(); //[ms]
        float timeDelta = (static_cast<float>(currTime - lastTime))*0.001f;

        if(timeDelta > 0.25f)
            timeDelta = 0.25f;
        lastTime = currTime; 
        while(timeDelta>0)
        {
            float minTime = min(timeDelta, d3d::MIN_DELTA_TIME); //MIN_DELTA_TIME = 1/60.00f = 0.0166 [s]
            Display(minTime); //here I do rendering of static object, physic update, collision check, rendering dynamic object like ball, human
            timeDelta -= minTime;
        }
        if( GetKeyState( VK_ESCAPE ) & 0x8000 )
            Run = false;
    }
}
}

With the above code I have problem with collision detection when velocity is big because when object is in the area of possible collision then:

1) rendering starts to last more than 0.0166 [s] so minimum time seed value starts to be used 0.0166 [s]

2) when ball with radius 0.11 [m] has speed 27 [m/s] then it can travel through 0.0166 [s] distance 0.5 m.

3) in some of my collision implementation stage there is done ray intersection between the center of the ball and object normal vector (I adopted Moller-Trumbore algorithm to my needs) and if distance is less than radius then collision is detected.

So the problem is that from time to time collision doesn't work because between 2 frames we have situation like in the figure:

[attachment=30983:undetectedCollision.JPG]

Ball instead of bounce, it penetrates object and travel further.

I modified d3d::MIN_DELTA_TIME to value 1/300 (0.003 [s]) and the problem dissapeared however the issue is now that there are big lags in my APP, it works much slower. So I suppose that this is wrong direction and I need to do something with collision algorithm which should detect dx=0.5[m] however I don't know what to do. If anybody know some book/article in the website about this problem I would be grateful for sharing. I would be grateful also for any hints.

After some thinking I will try to divide rendering and physic update/collision check into two separate methods and modify MIN_DELTA_TIME to 1/300 and I will check if there will be still lags during rendering:

...lastTime = currTime; 
timeFullDelta = timeDelta;
while(timeDelta>0)
{
    float minTime = min(timeDelta, d3d::MIN_DELTA_TIME);
    updatePhysicAndCheckCollision(minTime);
    timeDelta -= minTime;
}

Display(timeFullDelta);

...

void GUI::EnterMsgLoop()
{
MSG msg;
::ZeroMemory(&msg, sizeof(MSG));


static DWORD lastTime = timeGetTime();


bool Run = true;
while(Run)
{
    if (::PeekMessage(&msg, 0, 0U, 0U, PM_REMOVE) == TRUE)
    {           
        if(msg.message == WM_QUIT)
            break;
        ::TranslateMessage(&msg);
        ::DispatchMessage(&msg);
    }
    else
    {
        DWORD currTime  = timeGetTime(); //[ms] TO DO: suggestion to use QueryPerformanceCounter timer
        float dt = (static_cast<float>(currTime - lastTime))*0.001f;
        if(dt > 0.25f) 
            dt = 0.25f;
        lastTime = currTime;


        float DT = dt;
        float min_dt = dt / (floor(GetBallSpeed()*dt/GetBallRadius()) + 1.00f);
        min_dt = min(min_dt, d3d::MIN_DELTA_TIME); //MIN_DELTA_TIME = 1/60.00f (maybe it is not needed but I keep)


        while(dt>0)
        {
             float minTime = min(dt, min_dt);
             Update(minTime);  //physic update of all movable objects like ball, human, collision detection adn collision response service
             dt -= minTime;
        }


        Display(DT); //rendering


        if( GetKeyState( VK_ESCAPE ) & 0x8000 )
            Run = false;
     }
}
}