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

adaptive methodsdefect correctionindex 1 differential-algebraic equationsinitial value problemslocal error estimationnumerical experimentsstep-size controlstochastic differential equations

Mathematics Subject Classification ID

Implicit ordinary differential equations, differential-algebraic equations (34A09) Nonlinear ordinary differential equations and systems (34A34) Ordinary differential equations and systems with randomness (34F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30) 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) Numerical methods for differential-algebraic equations (65L80)

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Cited in

(4)

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

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