New third- and fourth-order singly diagonally implicit two-step peer triples with local and global error controls for solving stiff ordinary differential equations

DOI10.1016/j.cam.2016.06.013zbMath1372.65199OpenAlexW2463260484MaRDI QIDQ2406657

Rüdiger Weiner, G. Yu. Kulikov, Steffen Beck, Jürgen Bruder

Publication date: 5 October 2017

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

Full work available at URL: https://doi.org/10.1016/j.cam.2016.06.013

zbMATH Keywords

ordinary differential equationstiff problemabsolute and scaled local and global error estimationsautomatic local and global error controlssingly diagonally implicit two-step peer method

Mathematics Subject Classification ID

Stability and convergence of numerical methods for ordinary differential equations (65L20) 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) Mesh generation, refinement, and adaptive methods for ordinary differential equations (65L50) Numerical methods for stiff equations (65L04)

Related Items

Doubly quasi-consistent fixed-stepsize numerical integration of stiff ordinary differential equations with implicit two-step peer methods, NIRK-based accurate continuous-discrete extended Kalman filters for estimating continuous-time stochastic target tracking models, 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, Nested implicit Runge-Kutta pairs of Gauss and Lobatto types with local and global error controls for stiff ordinary 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

Uses Software

• Matlab
• RODAS
• ode23
• ode45
• Ode15s
• ode113
• ode23s
• MATLAB ODE suite

Cites Work

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• A Singly Diagonally Implicit Two-Step Peer Triple with Global Error Control for Stiff Ordinary Differential Equations