Error propagation of general linear methods for ordinary differential equations (Q2465288)

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scientific article; zbMATH DE number 5224944
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    Error propagation of general linear methods for ordinary differential equations
    scientific article; zbMATH DE number 5224944

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      Error propagation of general linear methods for ordinary differential equations (English)
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      9 January 2008
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      The authors discuss the error propagation of general linear methods for ordinary differential equations. Starting methods and the underlying one-step method, providing the motivation for studying the error propagation of methods, are given. Error propagation and the scale of the modified processes are given. Zero stability analysis is provided. A selection of methods of orders two and three along with error estimates and region of zero stability are also given. Numerical experiments are discussed to illustrate the methods that are investigated.
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      general linear methods
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      Nordsieck representation
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      error propagation
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      local error estimation for methods of adjacent orders
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      adaptive stepsize selection
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      stability analysis
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      numerical experiments
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