Global error estimation with adaptive explicit Runge-Kutta methods

DOI10.1093/IMANUM/16.1.47MaRDI QIDQ4864124zbMATH OpenOpenAlexFDO

Authors Manuel Calvo, Desmond J. Higham, J. I. Montijano, Luis Rández

Publication date 30 June 1996

Published in IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/b516228a3576fe63ae3a6f714b9a4ca947e148d5

zbMATH Keywords

error controlglobal error estimationRichardson extrapolationsadaptive Runge-Kutta methods

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Error bounds for numerical methods for ordinary differential equations (65L70) Numerical methods for initial value problems involving ordinary differential equations (65L05)

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Cited in

(16)

• Doubly quasi-consistent fixed-stepsize numerical integration of stiff ordinary differential equations with implicit two-step peer methods
• Global error estimation with Runge-Kutta triples
• Numerical investigations on global error estimation for ordinary differential equations
• Local and global error estimation and control within explicit two-step peer triples
• Global error estimation of linear multistep methods though the Runge-Kutta methods
• Variable-stepsize doubly quasi-consistent singly diagonally implicit two-step peer pairs for solving stiff ordinary differential equations
• scientific article; zbMATH DE number 4018265 (Why is no real title available?)
• On the global error control in nested implicit Runge-Kutta methods of Gauss type
• Runge-Kutta methods: Local error control does not imply global error control
• Event location and global error in Runge-Kutta methods
• Global Error Estimation with Runge--Kutta Methods
• Global error estimation based on the tolerance proportionality for some adaptive Runge-Kutta codes
• NIRK-based Cholesky-factorized square-root accurate continuous-discrete unscented Kalman filters for state estimation in nonlinear continuous-time stochastic models with discrete measurements
• Convergence rates for adaptive approximation of ordinary differential equations
• Asymptotic error in Euler's method with a constant step size
• A singly diagonally implicit two-step peer triple with global error control for stiff ordinary differential equations

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