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Local error control inSDIRK-methods
Authors:Syvert P Nørsett  Per G Thomsen
Institution:(1) Department of Numerical Mathematics, Technical University of Norway, N-7034 Trondheim, Norway;(2) Department for Numerical Analysis, Technical University of Denmark, DK-2800 Lyngby, Denmark
Abstract:This paper describes some problems that are encountered in the implementation of a class of Singly Diagonally Implicit Runge-Kutta (SDIRK) methods. The contribution to the local error from the local truncation error and the residual error from the algebraic systems involved are analysed. A section describes a special interpolation formula. This is used as a prediction stage in the iterative solution of the algebraic equations. A strategy for computing a starting stepsize is presented. The techniques are applied to numerical examples.
Keywords:65L05  65L20
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