Local error control inSDIRK-methods |
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Authors: | Syvert P Nørsett Per G Thomsen |
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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 |
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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. |
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Keywords: | 65L05 65L20 |
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