Validated computation of the local truncation error of Runge–Kutta methods with automatic differentiation
DOI10.1080/10556788.2018.1459620zbMath1397.65068OpenAlexW2802574492WikidataQ129965557 ScholiaQ129965557MaRDI QIDQ4685566
Julien Alexandre dit Sandretto, Alexandre Chapoutot, Olivier Mullier
Publication date: 9 October 2018
Published in: Optimization Methods and Software (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10556788.2018.1459620
interval analysisautomatic differentiationRunge-Kutta methodsaffine arithmeticvalidated numerical integration
General methods in interval analysis (65G40) 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) Complexity and performance of numerical algorithms (65Y20) Numerical integration (65D30)
Related Items (9)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Computing of B-series by automatic differentiation
- On the Butcher group and general multi-value methods
- Validated solutions of initial value problems for ordinary differential equations
- Lie-Butcher theory for Runge-Kutta methods
- Algebraic structures of B-series
- Rigorous integration of non-linear ordinary differential equations in Chebyshev basis
- Implicit interval methods for solving the initial value problem
- Validated solutions of initial value problems for parametric ODEs
- The number of trees
- Solving Ordinary Differential Equations I
- Evaluating Derivatives
- Introduction to Interval Analysis
- Evaluating higher derivative tensors by forward propagation of univariate Taylor series
- Geometric Numerical Integration
- Coefficients for the study of Runge-Kutta integration processes
- Numerical Methods for Ordinary Differential Equations
This page was built for publication: Validated computation of the local truncation error of Runge–Kutta methods with automatic differentiation