Adaptive nested implicit Runge-Kutta formulas of Gauss type
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Publication:1007393
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
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- Adaptive nested implicit Runge-Kutta formulas of Gauss type
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- 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
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Cited in
(19)- Embedded symmetric nested implicit Runge-Kutta methods of Gauss and Lobatto types for solving stiff ordinary differential equations and Hamiltonian systems
- Nested second derivative two-step Runge-Kutta methods
- Testing a new conservative method for solving the Cauchy problem for Hamiltonian systems on test problems
- FSAL mono-implicit Nordsieck general linear methods with inherent Runge-Kutta stability for DAEs
- Automatic error control in the Gauss-type nested implicit Runge–Kutta formula of order 6
- 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
- High-order accurate continuous-discrete extended Kalman filter for chemical engineering
- 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
- Automatic step size and order control in implicit one-step extrapolation methods
- Implicit Runge-Kutta methods with explicit internal stages
- How to avoid accuracy and order reduction in Runge-Kutta methods as applied to stiff problems
- 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
- Analysis and numerical approximation of singular boundary value problems with the \(p\)-Laplacian in fluid mechanics
- Practical implementation of extended Kalman filtering in chemical systems with sparse measurements
- Accurate cubature and extended Kalman filtering methods for estimating continuous-time nonlinear stochastic systems with discrete measurements
- NIRK-based Cholesky-factorized square-root accurate continuous-discrete unscented Kalman filters for state estimation in nonlinear continuous-time stochastic models with discrete measurements
- Adaptive ODE solvers in extended Kalman filtering algorithms
- Generalizations of the stage order of Runge-Kutta methods
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