Lokale Fehlerschätzung mittels modifizierter Richardson-Extrapolation in linear impliziten Einschrittverfahren

DOI10.1007/BF02240184MaRDI QIDQ797971zbMATH OpenFDO

Authors K. Strehmel, R. Weiner

Publication date 1984

Published in Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02240184

zbMATH Keywords

A- stable ROW- and ARKadaptive Runge-Kuttaerror estimatelinear implicit methodsnonlinear stiff systemsRichardson extrapolationRosenbrock-Wanner

Mathematics Subject Classification ID

Numerical methods for initial value problems involving ordinary differential equations (65L05) Stability and convergence of numerical methods for ordinary differential equations (65L20)

Review text

We describe a modified Richardson extrapolation for error estimate in a Rosenbrock-Wanner procedure and in an adaptive Runge-Kutta procedure. This method requires only very little extra computation to calculate the solution with step-length 2h. The basic idea of this method is described by \textit{T. D. Bui} and \textit{S. W. H. Poon} [BIT 21, 168-174 (1981; Zbl 0456.65045)]. However the method of Bui and Poon is only correct for linear differential equations. The aim of our paper is to present a correct version for nonlinear stiff systems. Examples of strong A-stable ROW- and ARK-procedures with modified Richardson extrapolation are presented.

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Cites work

• A study of Rosenbrock-type methods of high order
• Behandlung steifer Anfangswertprobleme gewöhnlicher Differentialgleichungen mit adaptiven Runge-Kutta-Methoden
• Generalized Runge-Kutta methods of order four with stepsize control for stiff ordinary differential equations
• On the computational aspects for Rosenbrock procedures with built-in error estimates for stiff systems
• Semi-Implicit Runge-Kutta Procedures with Error Estimates for the Numerical Integration of Stiff Systems of Ordinary Differential Equations

Cited in

(3)

• scientific article; zbMATH DE number 3866492 (Why is no real title available?)
• Rosenbrock methods for stiff ODEs: A comparison of Richardson extrapolation and embedding technique
• Local error estimation by doubling

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