Global error estimation with one-step methods

DOI10.1016/0898-1221(86)90032-5MaRDI QIDQ3740151zbMATH OpenOpenAlexFDO

Authors L. F. Shampine

Publication date 1986

Published in Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0898-1221(86)90032-5

zbMATH Keywords

asymptotic estimateFehlberg pairsglobal errormild stiffnessnon-stiffone-step methodsRunge- Kutta methods

Mathematics Subject Classification ID

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)

Recommendations

• The global error of one-step solution methods for stiff problems
• Cheap one-step global error estimation for ODEs
• scientific article; zbMATH DE number 3921860
• New Runge-Kutta based schemes for ODEs with cheap global error estimation.
• scientific article; zbMATH DE number 3903878

Cites work

• A Theoretical Criterion for Comparing Runge–Kutta Formulas
• Asymptotic bounds on the errors of one-step methods
• Global Error Estimates for Ordinary Differential Equations
• scientific article; zbMATH DE number 3768877 (Why is no real title available?)
• scientific article; zbMATH DE number 3804777 (Why is no real title available?)
• scientific article; zbMATH DE number 3182507 (Why is no real title available?)
• Initial Value Routines in the NAG Library
• Klassische Runge-Kutta-Formeln vierter und niedrigerer Ordnung mit Schrittweiten-Kontrolle und ihre Anwendung auf Wärmeleitungsprobleme
• Local Estimation of the Global Discretization Error
• Reflected and transposed Runge-Kutta methods
• Runge-Kutta integration algorithms with built-in estimates of the accumulated truncation error
• Runge-Kutta Methods with Global Error Estimates
• Runge-Kutta Processes with Exact Principal Error Equations
• Some Practical Runge-Kutta Formulas
• The step sizes used by one-step codes for ODEs

Cited in

(16)

• Thirteen ways to estimate global error
• Multi-step zero approximations for stepsize control
• 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
• Global error estimation for explicit second derivative general linear methods
• Cheap one-step global error estimation for ODEs
• scientific article; zbMATH DE number 3876505 (Why is no real title available?)
• scientific article; zbMATH DE number 3903878 (Why is no real title available?)
• scientific article; zbMATH DE number 3921860 (Why is no real title available?)
• scientific article; zbMATH DE number 3974203 (Why is no real title available?)
• scientific article; zbMATH DE number 1543281 (Why is no real title available?)
• Global error estimation for stiff differential equations
• Cheap global error estimation in some Runge-Kutta pairs
• scientific article; zbMATH DE number 6169005 (Why is no real title available?)
• On the role of invariants for the parameter estimation problem in Hamiltonian systems
• Global error estimates for the standard parallel shooting method

Describes a project that uses

Uses Software

• nag

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