skip to main content
OSTI.GOV title logo U.S. Department of Energy
Office of Scientific and Technical Information

Title: Generalizing global error estimation for ordinary differential equations by using coupled time-stepping methods

Journal Article · · Journal of Computational and Applied Mathematics
 [1]
  1. Argonne National Lab. (ANL), Lemont, IL (United States)

Here, this study introduces new time-stepping strategies with built-in global error estimators. The new methods propagate the defect along with the numerical solution much like solving for the correction or Zadunaisky’s procedure; however, the proposed approach allows for overlapped internal computations and, therefore, represents a generalization of the classical numerical schemes for solving differential equations with global error estimation. The resulting algorithms can be effectively represented as general linear methods. Finally, several explicit self-starting schemes akin to Runge–Kutta methods with global error estimation are introduced, and the theoretical considerations are illustrated in several examples.

Research Organization:
Argonne National Lab. (ANL), Argonne, IL (United States)
Sponsoring Organization:
USDOE Office of Science (SC)
Grant/Contract Number:
AC02-06CH11357
OSTI ID:
1422717
Journal Information:
Journal of Computational and Applied Mathematics, Vol. 332, Issue C; ISSN 0377-0427
Publisher:
ElsevierCopyright Statement
Country of Publication:
United States
Language:
English
Citation Metrics:
Cited by: 11 works
Citation information provided by
Web of Science