Local error estimates for moderately smooth problems. I: ODEs and DAEs

DOI10.1007/s10543-006-0097-5zbMath1118.65082OpenAlexW2087770374MaRDI QIDQ878206

Renate Winkler, Thorsten Sickenberger, Ewa B. Weinmüller

Publication date: 26 April 2007

Published in: BIT (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10543-006-0097-5

zbMATH Keywords

numerical experimentsstochastic differential equationsinitial value problemsadaptive methodsdefect correctionlocal error estimationstep-size controlindex 1 differential-algebraic equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Implicit ordinary differential equations, differential-algebraic equations (34A09) Nonlinear ordinary differential equations and systems (34A34) Ordinary differential equations and systems with randomness (34F05) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Numerical solutions to stochastic differential and integral equations (65C30) Error bounds for numerical methods for ordinary differential equations (65L70) Numerical methods for differential-algebraic equations (65L80)

Related Items (2)

Local error estimates for moderately smooth problems. I: ODEs and DAEs ⋮ Local error estimates for moderately smooth problems. II: SDEs and SDAEs with small noise

Uses Software

• RODAS

Cites Work

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