Statistical analysis of error for fourth-order ordinary differential equation solvers

DOI10.1080/02664760802510034zbMath1473.62401OpenAlexW2087086134WikidataQ115301326 ScholiaQ115301326MaRDI QIDQ3184500

Bo He, Clyde F. Martin

Publication date: 21 October 2009

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664760802510034

zbMATH Keywords

differential equationsswitchingnumerical error

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics (62P99) Stability and convergence of numerical methods for ordinary differential equations (65L20) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06)

Cites Work

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• On the distribution of errors in the iterative solution of a system of linear equations
• System theory for numerical analysis
• Measures of multivariate skewness and kurtosis with applications
• Finite-Dimensional Realizations of Discrete-Time Weighting Patterns

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