A singly diagonally implicit two-step peer triple with global error control for stiff ordinary differential equations
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Publication:5264145
DOI10.1137/140979952zbMATH Open1433.65122OpenAlexW833978989MaRDI QIDQ5264145FDOQ5264145
Authors: G. Yu. Kulikov, R. Weiner 
Publication date: 20 July 2015
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/140979952
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- scientific article; zbMATH DE number 3903878
stiff ordinary differential equationsabsolute and scaled local and global error estimationsautomatic local and global error controlssingly diagonally implicit peer methods
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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Cited In (14)
- Estimating the state in stiff continuous-time stochastic systems within extended Kalman filtering
- NIRK-based Cholesky-factorized square-root accurate continuous-discrete unscented Kalman filters for state estimation in nonlinear continuous-time stochastic models with discrete measurements
- Doubly quasi-consistent fixed-stepsize numerical integration of stiff ordinary differential equations with implicit two-step peer methods
- The continuous-discrete extended Kalman filter revisited
- Variable-stepsize doubly quasi-consistent singly diagonally implicit two-step peer pairs for solving stiff ordinary differential equations
- NIRK-based accurate continuous-discrete extended Kalman filters for estimating continuous-time stochastic target tracking models
- Efficient goal-oriented global error estimators for BDF methods using discrete adjoints
- Square-root filtering via covariance SVD factors in the accurate continuous-discrete extended-cubature Kalman filter
- New third- and fourth-order singly diagonally implicit two-step peer triples with local and global error controls for solving stiff ordinary differential equations
- Accurate cubature and extended Kalman filtering methods for estimating continuous-time nonlinear stochastic systems with discrete measurements
- Nested implicit Runge-Kutta pairs of Gauss and Lobatto types with local and global error controls for 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 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
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