Local error estimation by doubling

DOI10.1007/BF02259844MaRDI QIDQ799348zbMATH OpenOpenAlexFDO

Authors L. F. Shampine

Publication date 1985

Published in Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02259844

zbMATH Keywords

comparisonsDoublingexplicit Runge-Kuttaone-step methodRichardson extrapolationsystem

Mathematics Subject Classification ID

Numerical methods for initial value problems involving ordinary differential equations (65L05)

Review text

Doubling, or Richardson extrapolation, is a general principle for the estimation of the local error made by a one-step method for the numerical solution of the initial value problem for a system of ordinary differential equations. Some contributions are made to the theory of doubling. Principles of comparing explicit Runge-Kutta formulas are reviewed and illustrated in a balanced appraisal of doubling in the context of fourth order formulas. Some apparently contradictory comparisons in the literature are explained.

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Cites work

• A family of embedded Runge-Kutta formulae
• Comparing Error Estimators for Runge-Kutta Methods
• Comparing Numerical Methods for Ordinary Differential Equations
• Error estimates for Runge-Kutta type solutions to systems of ordinary differential equations
• Global Error Estimates for Ordinary Differential Equations
• scientific article; zbMATH DE number 3351084 (Why is no real title available?)
• Interpolation for variable order, Runge-Kutta methods
• Local Extrapolation in the Solution of Ordinary Differential Equations
• Optimum Runge-Kutta Methods
• Recent Progress in Extrapolation Methods for Ordinary Differential Equations
• Rosenbrock methods for stiff ODEs: A comparison of Richardson extrapolation and embedding technique
• Solving Nonstiff Ordinary Differential Equations—The State of the Art
• Test Results on Initial Value Methods for Non-Stiff Ordinary Differential Equations
• The step sizes used by one-step codes for ODEs

Cited in

(9)

• Design and implementation of DIRK integrators for stiff systems
• The generalized doubling method: local theory
• scientific article; zbMATH DE number 2128136 (Why is no real title available?)
• Solving time-dependent PDEs using the material point method, a case study from gas dynamics
• An embedded split-step method for solving the nonlinear Schrödinger equation in optics
• Convergence of a step-doubling Galerkin method for parabolic problems
• Long-term adaptive symplectic numerical integration of linear stochastic oscillators driven by additive white noise
• A Runge-Kutta-Nyström pair for the numerical integration of perturbed oscillators
• Embedded Runge-Kutta scheme for step-size control in the interaction picture method

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