Local error estimates for moderately smooth problems. I: ODEs and DAEs

DOI10.1007/S10543-006-0097-5MaRDI QIDQ878206zbMATH OpenOpenAlexFDO

Authors Thorsten Sickenberger, Renate Winkler, E. B. Weinmüller

Publication date 26 April 2007

Published in BIT (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10543-006-0097-5

zbMATH Keywords

numerical experimentsstochastic differential equationsadaptive methodsinitial value problemsstep-size controldefect correctionlocal error estimationindex 1 differential-algebraic equations

Mathematics Subject Classification ID

Numerical methods for differential-algebraic equations (65L80) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Implicit ordinary differential equations, differential-algebraic equations (34A09) Nonlinear ordinary differential equations and systems (34A34) Ordinary differential equations and systems with randomness (34F05) Numerical solutions to stochastic differential and integral equations (65C30) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Error bounds for numerical methods for ordinary differential equations (65L70) Numerical methods for initial value problems involving ordinary differential equations (65L05)

Recommendations

• Local error estimates for moderately smooth problems. II: SDEs and SDAEs with small noise
• scientific article; zbMATH DE number 4078667
• On error estimation in general linear methods for stiff ODEs
• Global error estimation for index-1 and -2 DAEs
• scientific article; zbMATH DE number 3921860

Cites work

• scientific article; zbMATH DE number 4024671 (Why is no real title available?)
• scientific article; zbMATH DE number 1193339 (Why is no real title available?)
• scientific article; zbMATH DE number 44365 (Why is no real title available?)
• scientific article; zbMATH DE number 41473 (Why is no real title available?)
• scientific article; zbMATH DE number 88929 (Why is no real title available?)
• scientific article; zbMATH DE number 3500954 (Why is no real title available?)
• scientific article; zbMATH DE number 1195830 (Why is no real title available?)
• scientific article; zbMATH DE number 3434988 (Why is no real title available?)
• scientific article; zbMATH DE number 2052747 (Why is no real title available?)
• scientific article; zbMATH DE number 940566 (Why is no real title available?)
• scientific article; zbMATH DE number 878935 (Why is no real title available?)
• A PI stepsize control for the numerical solution of ordinary differential equations
• Asymptotic Error Expansions for Stiff Equations: The Implicit Euler Scheme
• Differential algebraic equations with properly stated leading terms
• Digital Linear Control Theory Applied To Automatic Stepsize Control In Electrical Circuit Simulation
• Digital filters in adaptive time-stepping
• Efficient collocation schemes for singular boundary value problems
• Gaussian collocation via defect correction
• Iterated defect correction for differential equations. I: Theoretical results
• Local error estimates for moderately smooth problems. I: ODEs and DAEs
• Modified defect correction algorithms for ODEs. I: General theory
• Numerical Solution of Ordinary Differential Equations
• On the estimation of errors propagated in the numerical integration of ordinary differential equations
• Solving Ordinary Differential Equations I
• Stepsize Control for Mean-Square Numerical Methods for Stochastic Differential Equations with Small Noise
• The defect correction principle and discretization methods
• The numerical solution of differential-algebraic systems by Runge-Kutta methods
• Time-step selection algorithms: adaptivity, control, and signal processing

Cited in

(4)

• scientific article; zbMATH DE number 1639665 (Why is no real title available?)
• Local error estimates for moderately smooth problems. II: SDEs and SDAEs with small noise
• Local error estimates for moderately smooth problems. I: ODEs and DAEs
• Differential equations with locally perturbed coefficients: High order error estimates for function and derivative

Describes a project that uses

Uses Software

• RODAS

This page was built for publication: Local error estimates for moderately smooth problems. I: ODEs and DAEs

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q878206)