Error propagation in Runge-Kutta methods
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 propagation of perturbations (such as rounding errors) introduced in consecutive time steps of a Runge-Kutta method is investigated. First a review of some of the classical estimates is given and then some extensions and improvements are presented. Aspects of overestimation are also discussed.
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