Analysis of Stepsize Selection Schemes for Runge-Kutta Codes
From MaRDI portal
Nonlinear ordinary differential equations and systems (34A34) Numerical methods for initial value problems involving ordinary differential equations (65L05) Stability and convergence of numerical methods for ordinary differential equations (65L20) Mesh generation, refinement, and adaptive methods for ordinary differential equations (65L50)
Recommendations
- Stepsize selection for tolerance proportionality in explicit Runge-Kutta codes
- A new stepsize strategy for explicit Runge-Kutta codes
- Analysis of a class of multi-stage, multistep Runge-Kutta methods
- A simple step size selection algorithm for ODE codes
- A step-size selection strategy for explicit Runge-Kutta methods based on Lyapunov exponent theory
- Stepsize selection for ordinary differential equations
- Control-theoretic techniques for stepsize selection in implicit Runge-Kutta methods
- Stepsize Restrictions for the Total-Variation-Diminishing Property in General Runge--Kutta Methods
- Error analysis of variable stepsize Runge-Kutta methods for a class of multiply-stiff singular perturbation problems
- Selecting Explicit Runge-Kutta Methods with Improved Stability Properties
Cited in
(23)- A PI stepsize control for the numerical solution of ordinary differential equations
- Equilibrium states for predictor-corrector methods
- Runge-Kutta stability on a Floquet problem
- An adaptive timestepping algorithm for stochastic differential equations.
- Variable stepsize continuous two-step Runge-Kutta methods for ordinary differential equations
- A new stepsize strategy for explicit Runge-Kutta codes
- Equilibrium states of adaptive algorithms for delay differential equations
- A simple step size selection algorithm for ODE codes
- Control of local error stabilizes integrations
- Optimized Runge-Kutta methods with automatic step size control for compressible computational fluid dynamics
- Time-step selection algorithms: adaptivity, control, and signal processing
- Stabilized explicit Runge-Kutta methods for multi-asset American options
- Equilibrium states of Runge Kutta schemes
- Equilibrium states of Runge-Kutta schemes: part II
- Control-theoretic techniques for stepsize selection in implicit Runge-Kutta methods
- SERK2v2: A new second-order stabilized explicit Runge-Kutta method for stiff problems
- A step-size selection strategy for explicit Runge-Kutta methods based on Lyapunov exponent theory
- Derivation of a necessary condition to stop merging or crossing of trajectories in numerical simulations
- Stiffness of ODEs
- On error-based step size control for discontinuous Galerkin methods for compressible fluid dynamics
- Second-order stabilized explicit Runge-Kutta methods for stiff problems
- Existence and stability of equilibrium states of Runge-Kutta schemes
- Embedded Runge-Kutta formulae with stable equilibrium states
This page was built for publication: Analysis of Stepsize Selection Schemes for Runge-Kutta Codes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3811618)
