On the global error control in nested implicit Runge--Kutta methods of Gauss type
Sibirskij žurnal vyčislitelʹnoj matematiki, Tome 14 (2011) no. 3, pp. 245-259
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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.
@article{SJVM_2011_14_3_a1,
author = {G. Yu. Kulikov and E. B. Kuznetsov and E. Yu. Khrustaleva},
title = {On the global error control in nested implicit {Runge--Kutta} methods of {Gauss} type},
journal = {Sibirskij \v{z}urnal vy\v{c}islitelʹnoj matematiki},
pages = {245--259},
publisher = {mathdoc},
volume = {14},
number = {3},
year = {2011},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/SJVM_2011_14_3_a1/}
}
TY - JOUR AU - G. Yu. Kulikov AU - E. B. Kuznetsov AU - E. Yu. Khrustaleva TI - On the global error control in nested implicit Runge--Kutta methods of Gauss type JO - Sibirskij žurnal vyčislitelʹnoj matematiki PY - 2011 SP - 245 EP - 259 VL - 14 IS - 3 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/SJVM_2011_14_3_a1/ LA - ru ID - SJVM_2011_14_3_a1 ER -
%0 Journal Article %A G. Yu. Kulikov %A E. B. Kuznetsov %A E. Yu. Khrustaleva %T On the global error control in nested implicit Runge--Kutta methods of Gauss type %J Sibirskij žurnal vyčislitelʹnoj matematiki %D 2011 %P 245-259 %V 14 %N 3 %I mathdoc %U http://geodesic.mathdoc.fr/item/SJVM_2011_14_3_a1/ %G ru %F SJVM_2011_14_3_a1
G. Yu. Kulikov; E. B. Kuznetsov; E. Yu. Khrustaleva. On the global error control in nested implicit Runge--Kutta methods of Gauss type. Sibirskij žurnal vyčislitelʹnoj matematiki, Tome 14 (2011) no. 3, pp. 245-259. http://geodesic.mathdoc.fr/item/SJVM_2011_14_3_a1/