On the construction of error estimators for implicit Runge-Kutta methods
Nonlinear ordinary differential equations and systems (34A34) Multiple scale methods for ordinary differential equations (34E13) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Stability and convergence of numerical methods for ordinary differential equations (65L20) Error bounds for numerical methods for ordinary differential equations (65L70)
When an implicit Runge-Kutta method is applied to a stiff system of ordinary differential equations it is well known that an estimation of the local error which gives realistic estimates for stiff components is rather difficult. The stiff error components may be highly overestimated if the stability function is unbounded at infinity. There are codes improving such inadequate error estimates by premultiplying the estimate by a filter matrix which damps or removes large stiff error components. The authors resolve this problem by introducing an implicit error estimator with the desired properties for stiff components without employing the somewhat arbitrary technique of filter matrix. The proposed error estimator contains a free parameter determining the magnitude of the error; the authors show how this parameter is to be selected on the basis of the method properties. The construction principles for the error estimator can be adapted to all implicit Runge-Kutta methods. For details the reader is referred to the interesting note.
- Performance of Borel-Padé-Laplace integrator for the solution of stiff and non-stiff problems
- Strongly A-stable first stage explicit collocation methods with stepsize control for stiff and differential-algebraic equations
- Error analysis of implicit Runge-Kutta methods for quasilinear hyperbolic evolution equations
- Time-step selection algorithms: adaptivity, control, and signal processing
- An efficient implicit Runge-Kutta method for second order systems
- Open issues in devising software for the numerical solution of implicit delay differential equations
- High accuracy solutions to energy gradient flows from material science models
- An Efficient Fourth Order Implicit Runge-Kutta Algorithm for Second Order Systems
- Automatic error control in the Gauss-type nested implicit Runge–Kutta formula of order 6
- 3‐Stage Implicit Runge‐Kutta Methods with Global Error Estimation for Stiff Problems
- Two-step error estimators for implicit Runge--Kutta methods applied to stiff systems
- A modified version of Urabe's implicit single-step method
- Phase error analysis of implicit Runge-Kutta methods: new classes of minimal dissipation low dispersion high order schemes
- Segregated Runge-Kutta methods for the incompressible Navier-Stokes equations
- Local error estimation for singly-implicit formulas by two-step Runge- Kutta methods
- Optimal order a posteriori error estimates for a class of Runge-Kutta and Galerkin methods
- Implicit-Runge-Kutta-based methods for fast, precise, and scalable uncertainty propagation
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