Numerical investigations on global error estimation for ordinary differential equations
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Cited in
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- Accumulation of global error in Lie group methods for linear ordinary differential equations
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- Global Error Estimation in the Method of Lines for Parabolic Equations
- Global error estimation and control in linearly-implicit parallel two-step peer W-methods
- A stochastic approach to global error estimation in ODE multistep numerical integration
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- Nested implicit Runge-Kutta pairs of Gauss and Lobatto types with local and global error controls for stiff ordinary differential equations
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- Global errors of numerical ODE solvers and Lyapunov's theory of stability
- Global error estimation and the backward differentiation formulas
- Global error estimation for linear ordinary differential equations and their numerical optimal solutions
- Global extrapolation of numerical methods for initial value problems
- On the global error of discretization methods for highly-oscillatory ordinary differential equations
- Automatic step size and order control in implicit one-step extrapolation methods
- Local theory of extrapolation methods
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- Global error estimation based on the tolerance proportionality for some adaptive Runge-Kutta codes
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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
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- Error propagation of general linear methods for ordinary differential equations
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