Global-error estimation for stiff ODEs
Some years ago we devised a way to estimate the global error when solving stiff ODEs which is interesting because it is very simple and very cheap. Undoubtedly the most popular codes for the solution of stiff ODEs are based on the backward differentiation formulas (BDF). The scheme described applies to the BDF of orders 1 to 3 but not to orders 4 to 6. We explain a new treatment of our approach to global error estimation. Prothero has given an approach to estimation of global error which is closely related to the way we now view our approach. We review his approach and contrast has assumptions with the ones we make and point out an important restriction. Finally, we draw upon an approximation made by Prothero to extend the applicability of the procedure, and in some cases to improve the accuracy of the procedure.
- Research Organization:
- Sandia National Labs., Albuquerque, NM (USA)
- DOE Contract Number:
- AC04-76DP00789
- OSTI ID:
- 6553542
- Report Number(s):
- SAND-82-2517; ON: DE83006846
- Country of Publication:
- United States
- Language:
- English
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