Splitting and composition methods with embedded error estimators
| Autor: | Mechthild Thalhammer, Fernando Casas, Sergio Blanes |
|---|---|
| Přispěvatelé: | Ministerio de Economia y Competitividad (Spain): MTM2016-77660-P |
| Rok vydání: | 2019 |
| Předmět: |
Numerical Analysis
composition methods Applied Mathematics splitting methods Estimator Lower order Splitting methods Error estimators Numerical Analysis (math.NA) error estimators Computational Mathematics Integrator Composition methods FOS: Mathematics Applied mathematics Mathematics - Numerical Analysis Linear combination MATEMATICA APLICADA 65L05 65L70 65P10 65M15 Mathematics |
| Zdroj: | Repositori Universitat Jaume I Universitat Jaume I RiuNet. Repositorio Institucional de la Universitat Politécnica de Valéncia instname |
| Popis: | [EN] We propose new local error estimators for splitting and composition methods. They are based on the construction of lower order schemes obtained at each step as a linear combination of the intermediate stages of the integrator, so that the additional computational cost required for their evaluation is almost insignificant. These estimators can be subsequently used to adapt the step size along the integration. Numerical examples show the efficiency of the procedure. Part of this work was developed during a research stay at the Wolfgang Pauli Institute Vienna; the authors are grateful to the director Norbert Mauser and the staff members for their support and hospitality. The first two authors acknowledge funding by the Ministerio de Economia y Competitividad (Spain) through project MTM2016-77660-P (AEI/FEDER, UE). |
| Databáze: | OpenAIRE |
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