Backward error analysis for multistep methods
DOI10.1007/S002110050469zbMATH Open0941.65077OpenAlexW2085252929MaRDI QIDQ1964034FDOQ1964034
Authors: Ernst Hairer 
Publication date: 20 July 2000
Published in: Numerische Mathematik (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s002110050469
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numerical solutionnumerical experimentserror estimatesmultistep methodsbackward error analysismodified differential equationLie derivative of B-series
Nonlinear ordinary differential equations and systems (34A34) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Error bounds for numerical methods for ordinary differential equations (65L70) Numerical methods for initial value problems involving ordinary differential equations (65L05)
Cited In (26)
- Symmetric multistep methods for constrained Hamiltonian systems
- Modified equations for variational integrators applied to Lagrangians linear in velocities
- Numerical integration of Hamiltonian problems by G-symplectic methods
- Long-term stability of multi-value methods for ordinary differential equations
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- Slow manifolds of classical Pauli particle enable structure-preserving geometric algorithms for guiding center dynamics
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- Nearly conservative multivalue methods with extended bounded parasitism
- Backward error analysis for perturbation methods
- Backward error analysis of Neville elimination
- Symmetric linear multistep
- Error analysis based on inverse modified differential equations for discovery of dynamics using linear multistep methods and deep learning
- Some new discretizations of the Euler-Lagrange equation
- Back and forth error compensation and correction methods for semi-lagrangian schemes with application to level set interface computations
- Backward error analysis for variational discretisations of PDEs
- State-dependent symplecticity and area preserving numerical methods
- A posteriori error bounds for the approximate solution of second-order ODEs by piecewise coefficients perturbation methods
- Aspects of backward error analysis of numerical ODEs
- The Lie derivative and Noether's theorem on the aromatic bicomplex for the study of volume-preserving numerical integrators
- Conserved quantities of some Hamiltonian wave equations after full discretization
- Inducing multistability in discrete chaotic systems using numerical integration with variable symmetry
- Backward error analysis for multisymplectic discretizations of Hamiltonian PDEs
- An algebraic approach to invariant preserving integators: the case of quadratic and Hamiltonian invariants
- Long-term stability of symmetric partitioned linear multistep methods
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