Adaptive nested implicit Runge-Kutta formulas of Gauss type
DOI10.1016/J.APNUM.2008.03.019zbMATH Open1161.65055OpenAlexW2083040837MaRDI QIDQ1007393FDOQ1007393
G. Yu. Kulikov, Sergey 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
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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Cited In (18)
- Testing a new conservative method for solving the Cauchy problem for Hamiltonian systems on test problems
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- Practical implementation of extended Kalman filtering in chemical systems with sparse measurements
- Nested second derivative two-step Runge-Kutta methods
- Adaptive ODE solvers in extended Kalman filtering algorithms
- 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
- How to avoid accuracy and order reduction in Runge-Kutta methods as applied to stiff problems
- Automatic step size and order control in implicit one-step extrapolation methods
- Analysis and numerical approximation of singular boundary value problems with the \(p\)-Laplacian in fluid mechanics
- Accurate cubature and extended Kalman filtering methods for estimating continuous-time nonlinear stochastic systems with discrete measurements
- 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
- 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
Uses Software
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