Adaptive nested implicit Runge-Kutta formulas of Gauss type

DOI10.1016/j.apnum.2008.03.019zbMath1161.65055OpenAlexW2083040837MaRDI QIDQ1007393

G. Yu. Kulikov, Sergey K. Shindin

Publication date: 20 March 2009

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apnum.2008.03.019

zbMATH Keywords

numerical examplesHamiltonianerror estimationGauss quadraturelocal error estimationsymplectic methodA-stablityimplicit Runge-Kutta formulas

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Stability and convergence of numerical methods for ordinary differential equations (65L20) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Error bounds for numerical methods for ordinary differential equations (65L70) Numerical methods for Hamiltonian systems including symplectic integrators (65P10) Discretization methods and integrators (symplectic, variational, geometric, etc.) for dynamical systems (37M15)

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Uses Software

• RODAS

Cites Work

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