Global Error Control in Adaptive Nordsieck Methods

DOI10.1137/100791932zbMath1253.65120OpenAlexW2131835930MaRDI QIDQ2904815

G. Yu. Kulikov

Publication date: 23 August 2012

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/100791932

zbMATH Keywords

numerical experimentsinitial value problemsglobal error estimationconsistent and quasi-consistent Nordsieck methodsvariable step size multivalue methods

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

Related Items (10)

Doubly quasi-consistent fixed-stepsize numerical integration of stiff ordinary differential equations with implicit two-step peer methods ⋮ High-order accurate continuous-discrete extended Kalman filter for chemical engineering ⋮ Variable-stepsize doubly quasi-consistent singly diagonally implicit two-step peer pairs for solving stiff ordinary differential equations ⋮ Efficient error control in numerical integration of ordinary differential equations and optimal interpolating variable-stepsize peer methods ⋮ Generalizing global error estimation for ordinary differential equations by using coupled time-stepping methods ⋮ A new approach to estimating a numerical solution in the error embedded correction framework ⋮ 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 ⋮ Estimating the State in Stiff Continuous-Time Stochastic Systems within Extended Kalman Filtering ⋮ A Singly Diagonally Implicit Two-Step Peer Triple with Global Error Control for Stiff Ordinary Differential Equations

Uses Software

• DIFSUB
• LSODE
• GEAR

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