Cheap one-step global error estimation for ODEs
global error estimationinitial value problemnumerical experimentsone-step methodsRunge-Kutta methodsystems
Nonlinear ordinary differential equations and systems (34A34) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Error bounds for numerical methods for ordinary differential equations (65L70)
The authors propose one-step methods to integrate numerically the initial value problem for systems of the form \[ dy/dx= f(y),\quad y\in\mathbb{R}^D,\quad y(t_0)= y_0. \] The proposed methods have the property that besides giving a numerical approximation of the solution, it yields simultaneously an estimate of the global error without supplementary work. Numerical experiments support the authors' assertion that the methods are comparable to well known one-step integrators.
- Generalizing global error estimation for ordinary differential equations by using coupled time-stepping methods
- The global error of one-step solution methods for stiff problems
- scientific article; zbMATH DE number 3921860 (Why is no real title available?)
- Global error estimation with one-step methods
- scientific article; zbMATH DE number 3974203 (Why is no real title available?)
- Optimality of an error estimate of a one-step numerical integration method for certain initial value problems
- One-leg Integration of Ordinary Differential Equations with Global Error Control
- scientific article; zbMATH DE number 1899859 (Why is no real title available?)
- Computational Science - ICCS 2004
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