Optimal adaptive solution of initial-value problems with unknown singularities

DOI10.1016/j.jco.2008.02.001zbMath1163.65050MaRDI QIDQ945916

Bolesław Kacewicz, Paweł Przybyłowicz

Publication date: 19 September 2008

Published in: Journal of Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jco.2008.02.001

zbMATH Keywords

error bounds; initial value problems; singularity; optimal algorithms; adaptive grid

Mathematics Subject Classification ID

34A34: Nonlinear ordinary differential equations and systems

65L05: Numerical methods for initial value problems involving ordinary differential equations

65L70: Error bounds for numerical methods for ordinary differential equations

65L50: Mesh generation, refinement, and adaptive methods for ordinary differential equations

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Adaptive Itô-Taylor algorithm can optimally approximate the Itô integrals of singular functions

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