Generalizing global error estimation for ordinary differential equations by using coupled time-stepping methods
From MaRDI portal
Publication:1677478
DOI10.1016/j.cam.2017.05.012zbMath1377.65088OpenAlexW2634579303MaRDI QIDQ1677478
Publication date: 21 November 2017
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://www.osti.gov/biblio/1422717
algorithmnumerical exampletime integrationRunge-Kutta methodgeneral linear methodslocal and global error estimation
Nonlinear ordinary differential equations and systems (34A34) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Error bounds for numerical methods for ordinary differential equations (65L70)
Related Items
Global error estimation for explicit second derivative general linear methods, Doubly quasi-consistent fixed-stepsize numerical integration of stiff ordinary differential equations with implicit two-step peer methods, EXPLICIT NORDSIECK SECOND DERIVATIVE GENERAL LINEAR METHODS FOR ODES, Variable-stepsize doubly quasi-consistent singly diagonally implicit two-step peer pairs for solving stiff ordinary differential equations, Accuracy analysis of numerical simulations and noisy data assimilations in two-dimensional stochastic neural fields with infinite signal transmission speed, Rank-adaptive dynamical low-rank integrators for first-order and second-order matrix differential equations, Square-root filtering via covariance SVD factors in the accurate continuous-discrete extended-cubature Kalman filter, NIRK-based Cholesky-factorized square-root accurate continuous-discrete unscented Kalman filters for state estimation in nonlinear continuous-time stochastic models with discrete measurements, A Variable Stepsize, Variable Order Family of Low Complexity, PETSc TSAdjoint: A Discrete Adjoint ODE Solver for First-Order and Second-Order Sensitivity Analysis, Global error estimation for explicit general linear methods
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- SUNDIALS
- Numerical error estimation for nonlinear hyperbolic PDEs via nonlinear error transport
- Variable-stepsize doubly quasi-consistent parallel explicit peer methods with global error control
- Multistep-multistage-multiderivative methods for ordinary differential equations
- Doubly quasi-consistent parallel explicit peer methods with built-in global error estimation
- On quasi-consistent integration by Nordsieck methods
- On the order of general linear methods
- Thirteen ways to estimate global error
- Asymptotic expansions of the global error of fixed-stepsize methods
- Implicit Runge-Kutta formulae with built-in estimates of the accumulated truncation error
- On the Butcher group and general multi-value methods
- On the estimation of errors propagated in the numerical integration of ordinary differential equations
- Runge-Kutta integration algorithms with built-in estimates of the accumulated truncation error
- Global error estimation for index-1 and -2 DAEs
- Numerical investigations on global error estimation for ordinary differential equations
- A new approach to error estimation for general linear methods
- New Runge-Kutta based schemes for ODEs with cheap global error estimation.
- Rosenbrock-type `peer' two-step methods
- Global error estimation with Runge-Kutta triples
- The \(A\)-stability of methods with Padé and generalized Padé stability functions
- Algebraic structures of B-series
- Local and global error estimation and control within explicit two-step peer triples
- A Method to Calculate Numerical Errors Using Adjoint Error Estimation for Linear Advection
- Global Error Control in Adaptive Nordsieck Methods
- Variable-Stepsize Interpolating Explicit Parallel Peer Methods with Inherent Global Error Control
- Optimal Explicit Strong-Stability-Preserving General Linear Methods
- Extrapolated Implicit-Explicit Time Stepping
- Adjoint methods for PDEs: a posteriori error analysis and postprocessing by duality
- Implicit Runge-Kutta Methods with a Global Error Estimation for Stiff Differential Equations
- On Global Error Estimation and Control for Initial Value Problems
- Error Analysis of IMEX Runge–Kutta Methods Derived from Differential-Algebraic Systems
- Global Error Estimation with Runge--Kutta Methods
- Fixed versus variable order Runge-Kutta
- Global error estimation with one-step methods
- Global Error Estimation with Runge—Kutta Methods II
- Global Error Estimation in the Method of Lines for Parabolic Equations
- Analysis of Error Control Strategies for Continuous Runge–Kutta Methods
- Non-linear stability of a general class of differential equation methods
- Global Error versus Tolerance for Explicit Runge-Kutta Methods
- Runge-Kutta Methods with Global Error Estimates
- Analysis of Fixed-Stepsize Methods
- Runge-Kutta Processes with Exact Principal Error Equations
- The Order of Convergence of General Linear Methods for Ordinary Differential Equations
- A Posteriori Error Bounds and Global Error Control for Approximation of Ordinary Differential Equations
- A variable order Runge-Kutta method for initial value problems with rapidly varying right-hand sides
- A Posteriori Error Estimation and Global Error Control for Ordinary Differential Equations by the Adjoint Method
- Parallel Two-Step W-Methods with Peer Variables
- Cheap global error estimation in some Runge-Kutta pairs
- Balancing Space and Time Errors in the Method of Lines for Parabolic Equations
- Generalized Green's Functions and the Effective Domain of Influence
- A Modified Multistep Method for the Numerical Integration of Ordinary Differential Equations
- On the Convergence of Numerical Solutions to Ordinary Differential Equations
- Generalized Multistep Predictor-Corrector Methods
- Hybrid Methods for Initial Value Problems in Ordinary Differential Equations
- Comparing Numerical Methods for Ordinary Differential Equations
- Coefficients for the study of Runge-Kutta integration processes
- Local Estimation of the Global Discretization Error
- An Algebraic Theory of Integration Methods
- Numerical Methods for Ordinary Differential Equations
