Global error estimation with one-step methods

DOI10.1016/0898-1221(86)90032-5zbMath0603.65051OpenAlexW2000486083MaRDI QIDQ3740151

Lawrence F. Shampine

Publication date: 1986

Published in: Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0898-1221(86)90032-5

zbMATH Keywords

asymptotic estimateglobal errornon-stiffone-step methodsRunge- Kutta methodsFehlberg pairsmild stiffness

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Stability and convergence of numerical methods for ordinary differential equations (65L20) Numerical methods for initial value problems involving ordinary differential equations (65L05)

Related Items

Generalizing global error estimation for ordinary differential equations by using coupled time-stepping methods ⋮ On the role of invariants for the parameter estimation problem in Hamiltonian systems

Uses Software

• nag

Cites Work

• Asymptotic bounds on the errors of one-step methods
• The step sizes used by one-step codes for ODEs
• Reflected and transposed Runge-Kutta methods
• Runge-Kutta integration algorithms with built-in estimates of the accumulated truncation error
• Klassische Runge-Kutta-Formeln vierter und niedrigerer Ordnung mit Schrittweiten-Kontrolle und ihre Anwendung auf Wärmeleitungsprobleme
• Some Practical Runge-Kutta Formulas
• Initial Value Routines in the NAG Library
• Runge-Kutta Methods with Global Error Estimates
• Global Error Estimates for Ordinary Differential Equations
• Runge-Kutta Processes with Exact Principal Error Equations
• A Theoretical Criterion for Comparing Runge–Kutta Formulas
• Local Estimation of the Global Discretization Error
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