Global bounds on numerical error for ordinary differential equations

DOI10.1006/JCOM.1993.1007MaRDI QIDQ2365844zbMATH OpenOpenAlexFDO

Authors Gustaf Söderlind, Arieh Iserles

Publication date 29 June 1993

Published in Journal of Complexity (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jcom.1993.1007

zbMATH Keywords

Alekseev- Gröbner lemmacomplexity analysisDahlquist functionalDirichlet expansionglobal error boundglobal numerical errorsLipschitz algebra boundsordinary differential systemsTaylor expansiontime- stepping

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Error bounds for numerical methods for ordinary differential equations (65L70) Complexity and performance of numerical algorithms (65Y20)

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(11)

• Global, rigorous and realistic bounds for the solution of dissipative differential equations. I: Theory
• On the global error of discretization methods for highly-oscillatory ordinary differential equations
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• Global errors of numerical ODE solvers and Lyapunov's theory of stability
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• On the Itô-Alekseev-Gröbner formula for stochastic differential equations
• A posteriori error bounds for the approximate solution of second-order ODEs by piecewise coefficients perturbation methods
• Adaptivity and computational complexity in the numerical solution of ODEs

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