A parallel algorithm for the estimation of the global error in Runge--Kutta methods

DOI10.1023/A:1021199921217zbMath1012.65082OpenAlexW58426519MaRDI QIDQ1862231

R. Tirani

Publication date: 10 March 2003

Published in: Numerical Algorithms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1021199921217

zbMATH Keywords

performancecomparisonnumerical examplesparallel computationerror boundsRunge-Kutta methodsglobal error estimation

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Parallel numerical computation (65Y05) 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) Complexity and performance of numerical algorithms (65Y20)

Related Items

Doubly quasi-consistent fixed-stepsize numerical integration of stiff ordinary differential equations with implicit two-step peer methods, Variable-stepsize doubly quasi-consistent singly diagonally implicit two-step peer pairs for solving stiff ordinary differential equations, Nested implicit Runge-Kutta pairs of Gauss and Lobatto types with local and global error controls for stiff ordinary differential equations, Local and global error estimation and control within explicit two-step peer triples, NIRK-based Cholesky-factorized square-root accurate continuous-discrete unscented Kalman filters for state estimation in nonlinear continuous-time stochastic models with discrete measurements, A Singly Diagonally Implicit Two-Step Peer Triple with Global Error Control for Stiff Ordinary Differential Equations