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.
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
\Bibitem{KulKuzKhr11}
\by G.~Yu.~Kulikov, E.~B.~Kuznetsov, E.~Yu.~Khrustaleva
\paper On the global error control in nested implicit Runge--Kutta methods of Gauss type
\jour Sib. Zh. Vychisl. Mat.
\yr 2011
\vol 14
\issue 3
\pages 245--259
\mathnet{http://mi.mathnet.ru/sjvm439}
\transl
\jour Num. Anal. Appl.
\yr 2011
\vol 4
\issue 3
\pages 199--209
\crossref{https://doi.org/10.1134/S1995423911030025}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-79960820322}
Linking options:
https://www.mathnet.ru/eng/sjvm439
https://www.mathnet.ru/eng/sjvm/v14/i3/p245
This publication is cited in the following 4 articles:
L. M. Skvortsov, “Implicit Runge–Kutta methods with explicit internal stages”, Comput. Math. Math. Phys., 58:3 (2018), 307–321
G. Yu. Kulikov, “Embedded symmetric nested implicit Runge–Kutta methods of Gauss and Lobatto types for solving stiff ordinary differential equations and Hamiltonian systems”, Comput. Math. Math. Phys., 55:6 (2015), 983–1003
V. N. Govorukhin, “On the choice of a method for integrating the equations of motion of a set of fluid particles”, Comput. Math. Math. Phys., 54:4 (2014), 706–718
L. M. Skvortsov, “Efficient implementation of second order implicit Runge–Kutta methods”, Math. Models Comput. Simul., 5:6 (2013), 565–574