Runge-Kutta restarters for multistep methods in presence of frequent discontinuities

DOI10.1016/j.cam.2016.09.042zbMath1375.65094OpenAlexW2528836882MaRDI QIDQ2406647

Carmen Arévalo, Fatemeh Mohammadi, Claus Fuehrer

Publication date: 5 October 2017

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2016.09.042

zbMATH Keywords

numerical exampleserror estimationRunge-Kutta methodsmultistep methodsdiscontinuitiesstarting process

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) 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)

Related Items (1)

Differential equations connecting VaR and CVaR

Uses Software

• DIFSUB
• Assimulo

Cites Work

• On fifth order Runge-Kutta methods
• A Runge-Kutta starter for a multistep method for differential-algebraic systems with discontinuous effects
• Assimulo: a unified framework for ODE solvers
• Runge-Kutta Methods with Minimum Error Bounds
• Runge-Kutta Starters for Multistep Methods

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