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Explicit methods for mildly stiff oscillatory systems
Authors:Leif Abrahamsson  Heinz-Otto Kreiss
Institution:(1) National Defence Research Establishment, S-172 90 Sundbyberg, Sweden;(2) Department of Mathematics, University of California, 90024 Los Angeles, California, USA
Abstract:We discuss error control for explicit methods when the stepsize is bounded by stability on the imaginary axis. Our main result is a formulation of a condition on the estimator of the local error which prevents the fast components to exceed the prescribed error tolerance. A PECE Adams method of 4th order accuracy is proposed for mildly stiff oscillatory systems. For comparison we also discuss embedded Runga-Kutta methods.Partially supported by the Office of Naval Research N00014-90-J-1382
Keywords:65L05
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