Aspects of backward error analysis of numerical ODEs
DOI10.1016/0377-0427(93)90265-DzbMATH Open0780.65049MaRDI QIDQ688023FDOQ688023
Authors: Timo Eirola 
Publication date: 28 November 1993
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
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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)
Cites Work
- Nonlinear oscillations, dynamical systems, and bifurcations of vector fields
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- Invariant manifolds
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- Two concepts for numerical periodic solutions of ODE's
- Invariant curves of one-step methods
Cited In (14)
- Various closeness results in discretized bifurcations
- Elliptic sectors and Euler discretization
- Title not available (Why is that?)
- Analysis Still Matters: A Surprising Instance of Failure of Runge--Kutta--Felberg ODE Solvers
- Backward error analysis for perturbation methods
- What good are numerical simulations of chaotic dynamical systems?
- On the stability of numerical methods of Hopf points using backward error analysis
- Shadows, chaos, and saddles
- Modified equations for weakly convergent stochastic symplectic schemes via their generating functions
- Performance assessment of energy-preserving, adaptive time-step variational integrators
- Implementation and (inverse modified) error analysis for implicitly templated ODE-nets
- Backward analysis explained with monthly payments
- Various closeness concepts in numerical ODE's
- On the stability of some algorithms for computing the action of the matrix exponential
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