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Sibirskii Zhurnal Vychislitel'noi Matematiki, 2011, Volume 14, Number 3, Pages 245–259
(Mi sjvm439)
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This article is cited in 4 scientific papers (total in 4 papers)
On the global error control in nested implicit Runge–Kutta methods of Gauss type
G. Yu. Kulikova, E. B. Kuznetsovb, E. Yu. Khrustalevac a CEMAT, Instituto Superior Técnico, TU Lisbon, Lisboa, Portugal
b Moscow Aviation Institute (State University of Aerospace Technologies), Moscow
c Ulyanovsk State University, Faculty of Mathematics and Information Technologies, Ulyanovsk
Abstract:
The automatic global error control based on a combined step size and order control presented by Kulikov and Khrustaleva in 2008 is investigated. A special attention is given to the efficiency of computation because the implicit extrapolation based on the multi-stage implicit Runge–Kutta schemes might be expensive. Especially, we discuss the technique of global error estimation and control in order to compute the numerical solution satisfying the user-supplied accuracy conditions (in exact arithmetic) in the automatic mode. The theoretical results of this paper are confirmed by numerical experiments on test problems.
Key words:
implicit Runge–Kutta formulas, effective implementation, nested implicit schemes of Gauss type, global error estimation and control.
Received: 09.12.2010
Citation:
G. Yu. Kulikov, E. B. Kuznetsov, E. Yu. Khrustaleva, “On the global error control in nested implicit Runge–Kutta methods of Gauss type”, Sib. Zh. Vychisl. Mat., 14:3 (2011), 245–259; Num. Anal. Appl., 4:3 (2011), 199–209
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https://www.mathnet.ru/eng/sjvm439 https://www.mathnet.ru/eng/sjvm/v14/i3/p245
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Abstract page: | 410 | Full-text PDF : | 96 | References: | 48 | First page: | 7 |
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