A singly diagonally implicit two-step peer triple with global error control for stiff ordinary differential equations
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absolute and scaled local and global error estimationsautomatic local and global error controlssingly diagonally implicit peer methodsstiff ordinary differential equations
Numerical methods for stiff equations (65L04) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Stability and convergence of numerical methods for ordinary differential equations (65L20) Mesh generation, refinement, and adaptive methods for ordinary differential equations (65L50) Error bounds for numerical methods for ordinary differential equations (65L70)
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- scientific article; zbMATH DE number 3903878
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- scientific article; zbMATH DE number 5713618 (Why is no real title available?)
- scientific article; zbMATH DE number 775664 (Why is no real title available?)
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Cited in
(15)- Doubly quasi-consistent fixed-stepsize numerical integration of stiff ordinary differential equations with implicit two-step peer methods
- NIRK-based Cholesky-factorized square-root accurate continuous-discrete unscented Kalman filters for state estimation in nonlinear continuous-time stochastic models with discrete measurements
- Variable-stepsize doubly quasi-consistent singly diagonally implicit two-step peer pairs for solving stiff ordinary differential equations
- 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
- The continuous-discrete extended Kalman filter revisited
- Efficient goal-oriented global error estimators for BDF methods using discrete adjoints
- NIRK-based accurate continuous-discrete extended Kalman filters for estimating continuous-time stochastic target tracking models
- New third- and fourth-order singly diagonally implicit two-step peer triples with local and global error controls 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
- Estimating the state in stiff continuous-time stochastic systems within extended Kalman filtering
- Accurate cubature and extended Kalman filtering methods for estimating continuous-time nonlinear stochastic systems with discrete measurements
- Estimating the domain of absolute stability of a numerical scheme based on the method of solution continuation with respect to a parameter for solving stiff initial value problems
- NIRK-based mixed-type accurate continuous-discrete Gaussian filters with deterministically sampled expectation and covariance for state estimation in continuous-time stochastic process models with discrete measurements
- On the construction of nested explicit Runge-Kutta methods via null rules
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