Adaptive nested implicit Runge-Kutta formulas of Gauss type

DOI10.1016/j.apnum.2008.03.019zbMath1161.65055MaRDI QIDQ1007393

G. Yu. Kulikov, Sergey K. Shindin

Publication date: 20 March 2009

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apnum.2008.03.019

zbMATH Keywords

numerical examples; Hamiltonian; error estimation; Gauss quadrature; local error estimation; symplectic method; A-stablity; implicit Runge-Kutta formulas

Mathematics Subject Classification ID

34A34: Nonlinear ordinary differential equations and systems

65L20: Stability and convergence of numerical methods for ordinary differential equations

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

65L06: Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations

65L70: Error bounds for numerical methods for ordinary differential equations

65P10: Numerical methods for Hamiltonian systems including symplectic integrators

37M15: Discretization methods and integrators (symplectic, variational, geometric, etc.) for dynamical systems

Uses Software

• RODAS