Global Error Estimates for Ordinary Differential Equations

Cited in

(35)

Richardson-extrapolated sequential splitting and its application
Numerical solution of retarded initial value problems: Local and global error and stepsize control
Thirteen ways to estimate global error
On the odd-even hopscotch scheme for the numerical integration of time- dependent partial differential equations
Implicit Runge-Kutta formulae with built-in estimates of the accumulated truncation error
A numerical study of wind-induced motions in shallow coastal seas: Model and basic experiments
A smooth output interpolation process for BDF codes
Implementation of defect correction methods for stiff differential equations
The art of writing a Runge-Kutta code. II
A family of embedded Runge-Kutta formulae
High order embedded Runge-Kutta formulae
The automatic solution of two-parameter Sturm-Liouville eigenvalue problems in ordinary differential equations
Bibliography on the evaluation of numerical software
Numerical approaches for solutions of differential equations on manifolds
Numerical investigations on global error estimation for ordinary differential equations
Doubly quasi-consistent fixed-stepsize numerical integration of stiff ordinary differential equations with implicit two-step peer methods
Error estimation and step size control for delay differential equation solvers based on continuously embedded Runge-Kutta-Sarafyan methods
NIRK-based Cholesky-factorized square-root accurate continuous-discrete unscented Kalman filters for state estimation in nonlinear continuous-time stochastic models with discrete measurements
Variable-stepsize doubly quasi-consistent singly diagonally implicit two-step peer pairs for solving stiff ordinary differential equations
Nested implicit Runge-Kutta pairs of Gauss and Lobatto types with local and global error controls for stiff ordinary differential equations
Local and global error estimation and control within explicit two-step peer triples
Numerical methods for the eigenvalue determination of second-order ordinary differential equations
Efficient error control in numerical integration of ordinary differential equations and optimal interpolating variable-stepsize peer methods
On the Richardson Extrapolation as Applied to the Sequential Splitting Method
Global error estimation with one-step methods
A novel formulation for integrating nonlinear kinematic hardening Drucker-Prager's yield condition
A singly diagonally implicit two-step peer triple with global error control for stiff ordinary differential equations
The integration of stiff initial value problems in ODEs using modified extended backward differentiation formulae
Design sensitivity analysis and optimization of dynamic response
Software based on explicit RK formulas
Efficient adaptive stochastic collocation strategies for advection-diffusion problems with uncertain inputs
Error estimation and control for ODEs
Combination of nonstandard schemes and Richardson's extrapolation to improve the numerical solution of population models
Local error estimation by doubling
Design of software for ODEs

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