Local error control in codes for ordinary differential equations |
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Authors: | Lawrence F Shampine |
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Institution: | Numerical Mathematics Division 5122 Sandia Laboratories Albuquerque, Mexico New Mexico 87115 |
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Abstract: | There are several schemes for the control of local error which are seen in differential equation solvers. The analysis attempts to explain how the selection of a scheme influences the behavior of global error seen in high quality production codes. Two rules of thumb for estimating global errors are given theoretical support when used in conjunction with suitable codes. Substantial numerical experiments support the analysis and conclusions. |
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