On Global Error Estimation and Control for Initial Value Problems

DOI10.1137/050646950zbMath1145.65047OpenAlexW2046626128MaRDI QIDQ3516092

Jens Lang, Jan G. Verwer

Publication date: 1 August 2008

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://ir.cwi.nl/pub/14652

zbMATH Keywords

numerical examplesinitial value problemsadjoint methodglobal error controltolerance proportionalityglobal error estimationdefects and local errorssmall sample statistical initialization

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) 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)

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