A stochastic approach to global error estimation in ODE multistep numerical integration

DOI10.1016/0377-0427(90)90279-9zbMath0704.65061OpenAlexW2112692163MaRDI QIDQ917235

Atair Rios Neto, Kondapalli Rama Rao

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1016/0377-0427(90)90279-9

zbMATH Keywords

Euler methodinitial-value problemsstochastic approachround-off errorserror covariance matrixglobal error estimationAdams-Bashforth-Moulton multistep methodslocal truncationlong-term orbit propagationsvery long intervals of integration

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)

Cites Work

• On the estimation of errors propagated in the numerical integration of ordinary differential equations
• The defect correction principle and discretization methods
• Stochastic processes and filtering theory
• Global Error Estimates for ODE<scp>s</scp> Based on Extrapolation Methods
• On the accuracy in the numerical solution of theN-body problem
• Global Error Estimation in Adams PC-Codes
• ON MOULTON'S ORBITS IN THE RESTRICTED PROBLEM OF THREE BODIES
• The automatic integration of ordinary differential equations
• Comparing Numerical Methods for Ordinary Differential Equations
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