Adaptive nested implicit Runge-Kutta formulas of Gauss type
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numerical exampleserror estimationGauss quadratureHamiltoniansymplectic methodlocal error estimationA-stablityimplicit Runge-Kutta formulas
Nonlinear ordinary differential equations and systems (34A34) 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) Numerical methods for Hamiltonian systems including symplectic integrators (65P10) Discretization methods and integrators (symplectic, variational, geometric, etc.) for dynamical systems (37M15) Numerical methods for initial value problems involving ordinary differential equations (65L05)
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Cites work
- scientific article; zbMATH DE number 3911612 (Why is no real title available?)
- scientific article; zbMATH DE number 702482 (Why is no real title available?)
- scientific article; zbMATH DE number 2034460 (Why is no real title available?)
- scientific article; zbMATH DE number 1745051 (Why is no real title available?)
- scientific article; zbMATH DE number 940566 (Why is no real title available?)
- scientific article; zbMATH DE number 3197530 (Why is no real title available?)
- A Class of Implicit Runge-Kutta Methods for the Numerical Integration of Stiff Ordinary Differential Equations
- A Note on the Computational Aspects of a Class of Implicit Runge-Kutta Procedures
- A new type of singly-implicit Runge-Kutta method
- A special family of Runge-Kutta methods for solving stiff differential equations
- A special stability problem for linear multistep methods
- Adaptive nested implicit Runge-Kutta formulas of Gauss type
- An Efficient Solution Process for Implicit Runge–Kutta Methods
- An implementation of singly-implicit Runge-Kutta methods
- Asymptotic error estimate for general Newton-type methods and its application to differential equations
- Attainable order of rational approximations to the exponential function with only real poles
- Diagonally Implicit Runge–Kutta Methods for Stiff O.D.E.’s
- Efficient higher order implicit one-step methods for integration of stiff differential equations
- Mono-implicit Runge—Kutta Formulae for the Numerical Integration of Stiff Differential Systems
- On a Class of Implicit Runge-Kutta Procedures
- On the implementation of implicit Runge-Kutta methods
- Order Results for Mono-Implicit Runge–Kutta Methods
- Relationships among some classes of implicit Runge-Kutta methods and their stability functions
- Runge-Kutta methods with a multiple real eigenvalue only
- Singly diagonally implicit Runge-Kutta methods with an explicit first stage
- Solving Ordinary Differential Equations I
- Towards Efficient Runge–Kutta Methods for Stiff Systems
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- NIRK-based Cholesky-factorized square-root accurate continuous-discrete unscented Kalman filters for state estimation in nonlinear continuous-time stochastic models with discrete measurements
- Implicit Runge-Kutta methods with explicit internal stages
- Automatic error control in the Gauss-type nested implicit Runge–Kutta formula of order 6
- FSAL mono-implicit Nordsieck general linear methods with inherent Runge-Kutta stability for DAEs
- How to avoid accuracy and order reduction in Runge-Kutta methods as applied to stiff problems
- Accurate cubature and extended Kalman filtering methods for estimating continuous-time nonlinear stochastic systems with discrete measurements
- Analysis and numerical approximation of singular boundary value problems with the \(p\)-Laplacian in fluid mechanics
- Automatic step size and order control in implicit one-step extrapolation methods
- Embedded symmetric nested implicit Runge-Kutta methods of Gauss and Lobatto types for solving stiff ordinary differential equations and Hamiltonian systems
- Nested implicit Runge-Kutta pairs of Gauss and Lobatto types with local and global error controls for stiff ordinary differential equations
- Adaptive nested implicit Runge-Kutta formulas of Gauss type
- Moore-Penrose-pseudo-inverse-based Kalman-like filtering methods for estimation of stiff continuous-discrete stochastic systems with ill-conditioned measurements
- Generalizations of the stage order of Runge-Kutta methods
- High-order accurate continuous-discrete extended Kalman filter for chemical engineering
- Estimating the domain of absolute stability of a numerical scheme based on the method of solution continuation with respect to a parameter for solving stiff initial value problems
- NIRK-based mixed-type accurate continuous-discrete Gaussian filters with deterministically sampled expectation and covariance for state estimation in continuous-time stochastic process models with discrete measurements
- High-order accurate implicit time marching scheme for solving compressible Navier-Stokes equations based on temporal reconstruction
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