Analysis of Stepsize Selection Schemes for Runge-Kutta Codes
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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)
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(24)- A PI stepsize control for the numerical solution of ordinary differential equations
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- 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
- Stability of step size control based on a posteriori error estimatessa
- Existence and stability of equilibrium states of Runge-Kutta schemes
- Embedded Runge-Kutta formulae with stable equilibrium states
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