Extrapolation at stiff differential equations
Copyright policy )Extrapolation at stiff differential equations
Asymptotic expansions for the global error for extrapolation methods using the implicit Euler method, the linearly implicit Euler method and the linearly implicit midpoint rule for stiff initial value problems in ordinary differential equations are derived. Practical implications of these results for error estimation and step-size control are indicated. Numerical examples are given.
- University of Geneva Switzerland
- DigiZeitschriften Germany
implicit Euler method, stiff initial value problems, Numerical examples, Nonlinear ordinary differential equations and systems, Numerical methods for initial value problems involving ordinary differential equations, Article, 510, global error, 510.mathematics, Asymptotic expansions, extrapolation methods, error estimation, step-size control, implicit midpoint rule
implicit Euler method, stiff initial value problems, Numerical examples, Nonlinear ordinary differential equations and systems, Numerical methods for initial value problems involving ordinary differential equations, Article, 510, global error, 510.mathematics, Asymptotic expansions, extrapolation methods, error estimation, step-size control, implicit midpoint rule
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