Pages that link to "Item:Q1434048"
From MaRDI portal
The following pages link to Convergence rates for adaptive approximation of ordinary differential equations (Q1434048):
Displaying 16 items.
- A flux-free a posteriori error estimator for the incompressible Stokes problem using a mixed FE formulation (Q658854) (← links)
- Convergence of adaptive filtered schemes for first order evolutionary Hamilton-Jacobi equations (Q777494) (← links)
- Adaptive methods for piecewise polynomial collocation for ordinary differential equations (Q878196) (← links)
- Global error estimation based on the tolerance proportionality for some adaptive Runge-Kutta codes (Q932720) (← links)
- Probabilistic and deterministic convergence proofs for software for initial value problems (Q1370361) (← links)
- A variational principle for adaptive approximation of ordinary differential equations (Q1434050) (← links)
- Dynamical systems and adaptive timestepping in ODE solvers (Q1577721) (← links)
- An ODE method to prove the geometric convergence of adaptive stochastic algorithms (Q2074991) (← links)
- Approximation of weak adjoints by reverse automatic differentiation of BDF methods (Q2454029) (← links)
- Remeshing criteria and proper error representations for goal oriented \(h\)-adaptivity (Q2459270) (← links)
- Convergence rates for an adaptive dual weighted residual finite element algorithm (Q2502320) (← links)
- Goal-oriented adaptive finite element multilevel Monte Carlo with convergence rates (Q2679328) (← links)
- Towards automatic global error control: Computable weak error expansion for the tau-leap method (Q3094134) (← links)
- On the convergence of adaptive gPC for non-linear random difference equations: Theoretical analysis and some practical recommendations (Q5225445) (← links)
- An Error Estimate for Symplectic Euler Approximation of Optimal Control Problems (Q5254478) (← links)
- Convergence Rates for Adaptive Weak Approximation of Stochastic Differential Equations (Q5316801) (← links)
