Global error estimation for stiff ODEs
Technical Report
·
OSTI ID:5768744
A method is presented which, in some generality, provides a rough estimate of the global error arising in the numerical solution of the initial-value problem for a stiff set of ordinary differential equations (ODEs). The procedure is not rigorously correct like global extrapolation, nor is its justification comparable to that of Stetter's scheme for Adams codes. There is a close relationship between the method and more specialized ones proposed by Robinson and Prothero (Conference on Numerical Analysis, Univ. of Dundee, Scotland, 1977) and Dew and West (BIT, 19, 135-137(1979). A careful discussion of the most important approximations made in the present paper illuminates the accuracy and reliability of these other methods. (RWR)
- Research Organization:
- Sandia Labs., Albuquerque, NM (USA)
- DOE Contract Number:
- EY-76-C-04-0789
- OSTI ID:
- 5768744
- Report Number(s):
- SAND-79-1587
- Country of Publication:
- United States
- Language:
- English
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