Numerical investigations on global error estimation for ordinary differential equations

DOI10.1016/S0377-0427(97)00079-4zbMATH Open0887.65096OpenAlexW2081224448MaRDI QIDQ1372048FDOQ1372048

Authors: René Aïd, Laurent Levacher 

Publication date: 27 May 1998

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0377-0427(97)00079-4

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zbMATH Keywords

numerical examplesRichardson extrapolationtest problemsglobal error estimationZadunaisky method

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Error bounds for numerical methods for ordinary differential equations (65L70) Numerical methods for initial value problems involving ordinary differential equations (65L05)

Cites Work

• Title not available (Why is that?)
• A family of embedded Runge-Kutta formulae
• Title not available (Why is that?)
• VODE: A Variable-Coefficient ODE Solver
• Global Error versus Tolerance for Explicit Runge-Kutta Methods
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• Comparing Numerical Methods for Ordinary Differential Equations
• A Polyalgorithm for the Numerical Solution of Ordinary Differential Equations
• Global error estimation with Runge-Kutta triples
• The defect correction principle and discretization methods
• Iterated defect correction for differential equations. I: Theoretical results
• Global Error Estimates for Ordinary Differential Equations
• Asymptotic expansions of the global error of fixed-stepsize methods
• Thirteen ways to estimate global error
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• Numerical treatment of ordinary differential equations by extrapolation methods
• On Extrapolation Algorithms for Ordinary Initial Value Problems
• On the estimation of errors propagated in the numerical integration of ordinary differential equations
• Asymptotic bounds on the errors of one-step methods
• On the order of iterated defect correction. An algebraic proof
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• Practical Runge–Kutta Processes
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• Stability and Convergence of Variable Order Multistep Methods
• Global Error Estimation in Adams PC-Codes
• Iterated defect correction of differential equations. II: Numerical experiments
• The Convergence of Variable-Stepsize, Variable-Formula, Multistep Methods
• Global error estimation with adaptive explicit Runge-Kutta methods
• Rate of Convergence of Multistep Codes Started by Variation of Order and Stepsize
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Cited In (32)

• Local and global error estimation and control within explicit two-step peer triples
• Title not available (Why is that?)
• Local theory of extrapolation methods
• Global Error Estimation in the Method of Lines for Parabolic Equations
• NIRK-based Cholesky-factorized square-root accurate continuous-discrete unscented Kalman filters for state estimation in nonlinear continuous-time stochastic models with discrete measurements
• Global errors of numerical ODE solvers and Lyapunov's theory of stability
• Global extrapolation of numerical methods for initial value problems
• Doubly quasi-consistent fixed-stepsize numerical integration of stiff ordinary differential equations with implicit two-step peer methods
• A variational principle for adaptive approximation of ordinary differential equations
• Title not available (Why is that?)
• Variable-stepsize doubly quasi-consistent singly diagonally implicit two-step peer pairs for solving stiff ordinary differential equations
• On the global error of discretization methods for highly-oscillatory ordinary differential equations
• Title not available (Why is that?)
• Global error estimation and the backward differentiation formulas
• Automatic step size and order control in implicit one-step extrapolation methods
• Title not available (Why is that?)
• Variable-stepsize doubly quasi-consistent parallel explicit peer methods with global error control
• Accumulation of global error in Lie group methods for linear ordinary differential equations
• Efficient error control in numerical integration of ordinary differential equations and optimal interpolating variable-stepsize peer methods
• Title not available (Why is that?)
• Error propagation of general linear methods for ordinary differential equations
• Global error estimation and control in linearly-implicit parallel two-step peer W-methods
• Nested implicit Runge-Kutta pairs of Gauss and Lobatto types with local and global error controls for stiff ordinary differential equations
• Global error estimation for linear ordinary differential equations and their numerical optimal solutions
• A stochastic approach to global error estimation in ODE multistep numerical integration
• Title not available (Why is that?)
• A Posteriori Error Estimation and Global Error Control for Ordinary Differential Equations by the Adjoint Method
• Global error estimation based on the tolerance proportionality for some adaptive Runge-Kutta codes
• Generalizing global error estimation for ordinary differential equations by using coupled time-stepping methods
• A singly diagonally implicit two-step peer triple with global error control for stiff ordinary differential equations
• Global error estimation and extrapolated multistep methods for index 1 differential-algebraic systems
• Doubly quasi-consistent parallel explicit peer methods with built-in global error estimation

Uses Software

• VODE

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