Cheap one-step global error estimation for ODEs
type: Item
instance of: scholarly article
zbMATH Open document ID: 0981.65094
author: J. Makazaga
author: Ander Murua
publication date: 2001-04-17T00:00:00Z
Mathematics Subject Classification ID: 65L70
Mathematics Subject Classification ID: 65L05
Mathematics Subject Classification ID: 65L06
Mathematics Subject Classification ID: 34A34
zbMATH DE Number: 1587787
zbMATH Keywords: global error estimation
zbMATH Keywords: Runge-Kutta method
zbMATH Keywords: numerical experiments
zbMATH Keywords: one-step methods
zbMATH Keywords: initial value problem
zbMATH Keywords: systems
MaRDI profile type: Publication
title: Cheap one-step global error estimation for ODEs
published in: New Zealand Journal of Mathematics
review text: The authors propose one-step methods to integrate numerically the initial value problem for systems of the form NEWLINE\[NEWLINEdy/dx= f(y),\quad y\in\mathbb{R}^D,\quad y(t_0)= y_0.NEWLINE\]NEWLINE The proposed methods have the property that besides giving a numerical approximation of the solution, it yields simultaneously an estimate of the global error without supplementary work. Numerical experiments support the authors' assertion that the methods are comparable to well known one-step integrators.
description: scientific article