Global Error Estimates for Ordinary Differential Equations
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Publication:4094320
DOI10.1145/355681.355687zbMATH Open0328.65041OpenAlexW2062398106WikidataQ127516417 ScholiaQ127516417MaRDI QIDQ4094320FDOQ4094320
Authors: H. A. Watts, L. F. Shampine
Publication date: 1976
Published in: ACM Transactions on Mathematical Software (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1145/355681.355687
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- Local and global error estimation and control within explicit two-step peer triples
- Efficient adaptive stochastic collocation strategies for advection-diffusion problems with uncertain inputs
- A novel formulation for integrating nonlinear kinematic hardening Drucker-Prager's yield condition
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- 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 family of embedded Runge-Kutta formulae
- High order embedded Runge-Kutta formulae
- The integration of stiff initial value problems in ODEs using modified extended backward differentiation formulae
- Doubly quasi-consistent fixed-stepsize numerical integration of stiff ordinary differential equations with implicit two-step peer methods
- Numerical approaches for solutions of differential equations on manifolds
- Variable-stepsize doubly quasi-consistent singly diagonally implicit two-step peer pairs for solving stiff ordinary differential equations
- Richardson-extrapolated sequential splitting and its application
- Numerical solution of retarded initial value problems: Local and global error and stepsize control
- Thirteen ways to estimate global error
- Error estimation and step size control for delay differential equation solvers based on continuously embedded Runge-Kutta-Sarafyan methods
- On the odd-even hopscotch scheme for the numerical integration of time- dependent partial differential equations
- The automatic solution of two-parameter Sturm-Liouville eigenvalue problems in ordinary differential equations
- Design of software for ODEs
- Numerical methods for the eigenvalue determination of second-order ordinary differential equations
- Combination of nonstandard schemes and Richardson's extrapolation to improve the numerical solution of population models
- Numerical investigations on global error estimation for ordinary differential equations
- Efficient error control in numerical integration of ordinary differential equations and optimal interpolating variable-stepsize peer methods
- Nested implicit Runge-Kutta pairs of Gauss and Lobatto types with local and global error controls for stiff ordinary differential equations
- Global error estimation with one-step methods
- A numerical study of wind-induced motions in shallow coastal seas: Model and basic experiments
- Local error estimation by doubling
- The art of writing a Runge-Kutta code. II
- Design sensitivity analysis and optimization of dynamic response
- A smooth output interpolation process for BDF codes
- A singly diagonally implicit two-step peer triple with global error control for stiff ordinary differential equations
- Implementation of defect correction methods for stiff differential equations
- Software based on explicit RK formulas
- Error estimation and control for ODEs
- On the Richardson Extrapolation as Applied to the Sequential Splitting Method
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