Error estimates for a stiff differential equation procedure-Reference-Cited by-同舟云学术

Error estimates for a stiff differential equation procedure

Published:1977 Issue:140 Volume:31 Page:939-953
ISSN:0025-5718
Container-title:Mathematics of Computation
language:en
Short-container-title:Math. Comp.

Author:

Sacks-Davis R.

Abstract

For numerical procedures which solve stiff systems of ordinary differential equations there are problems associated with estimating the local error. In this paper an analysis based on the linear model y ′ = A y y\prime = Ay is carried out for a particular method based on second derivative formulas. It is shown that there exists an error estimate based on a comparison between predicted and corrected values which is both reliable and efficient.

Publisher

American Mathematical Society (AMS)

Subject

Applied Mathematics,Computational Mathematics,Algebra and Number Theory

Link

http://www.ams.org/mcom/1977-31-140/S0025-5718-1977-0474834-7/S0025-5718-1977-0474834-7.pdf

Reference5 articles.

1. W. H. ENRIGHT, Studies in the Numerical Solution of Stiff Ordinary Differential Equations, Tech. Report No. 46, Dept. of Computer Science, University of Toronto, 1972.

2. The numerical integration of ordinary differential equations. (With discussion.);Hull, T. E.,1969

3. The effectiveness of numerical methods for ordinary differential equations;Hull, T. E.,1970

4. Solution of stiff ordinary differential equations by a second derivative method;Sacks-Davis, R.;SIAM J. Numer. Anal.,1977

5. A. SEDGWICK, An Efficient Variable Order Variable Step Adams Method, Tech. Report No. 53, Dept. of Computer Science, University of Toronto, 1973.

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