Constant coefficient linear multistep methods with step density control
From MaRDI portal
Recommendations
- Local error estimation and step size control in adaptive linear multistep methods
- Experiments in stepsize control for Adams linear multistep methods
- Construction of Variable-Stepsize Multistep Formulas
- scientific article; zbMATH DE number 3923993
- Computational Science and Its Applications – ICCSA 2004
Cites work
- scientific article; zbMATH DE number 940566 (Why is no real title available?)
- A collocation formulation of multistep methods for variable step-size extensions
- Adaptive time-stepping and computational stability
- Construction of Variable-Stepsize Multistep Formulas
- Digital filters in adaptive time-stepping
- Explicit, Time Reversible, Adaptive Step Size Control
- Solving Ordinary Differential Equations I
Cited in
(4)- Adaptivity and computational complexity in the numerical solution of ODEs
- On quasi-consistent integration by Nordsieck methods
- Long-term adaptive symplectic numerical integration of linear stochastic oscillators driven by additive white noise
- Doubly quasi-consistent parallel explicit peer methods with built-in global error estimation
This page was built for publication: Constant coefficient linear multistep methods with step density control
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q885941)