Global error estimation with one-step methods

نویسندگان

چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Global error estimation with adaptive explicit Runge-Kutta methods

Users of locally-adaptive software for initial value ordinary differential equations are likely to be concerned with global errors. At the cost of extra computation, global error estimation is possible. Zadunaisky's method and 'solving for the error estimate' are two techniques that have been successfully incorporated into Runge-Kutta algorithms. The standard error analysis for these techniques...

متن کامل

Block Implicit One - Step Methods

A class of one-step methods which obtain a block of r new values at each step are studied. The asymptotic behavior of both implicit and predictor-corrector procedures is examined.

متن کامل

One-Step R-Estimation in Linear Models with Stable Errors

Classical estimation techniques for linear models either are inconsistent, or perform rather poorly, under αstable error densities; most of them are not even rate-optimal. In this paper, we propose an original one-step R-estimation method and investigate its asymptotic performances under stable densities. Contrary to traditional least squares, the proposed R-estimators remain root-n consistent ...

متن کامل

One - way Large Range Step Methods forHelmholtz

A useful approach for long range computation of the Helmholtz equation in a waveguide is to re-formulate it as the operator diierential Riccati equation for the Dirichlet-to-Neumann (DtN) map. For waveguides with slow range dependence, the piecewise range independent approximation is used to derive a second order range stepping method for this one-way re-formulation. The range marching formulas...

متن کامل

Theory and Methods for One -step Odes

where f is continuous and outputs an Rd vector. approximation on grid functions Let y(t) be the true solution. LetH be the grid dened by step-sizes: h1 , . . . , hN such that 0 < t1 < . . . < tN satises t i = ∑ l=1 h i .1 Let ∣H∣ = maxi h i . 1 is is just the obvious grid where h i = t i − t i−1 . We are parameterizing it by the step-sizes h i instead of times because h is what shows up in th...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Computers & Mathematics with Applications

سال: 1986

ISSN: 0898-1221

DOI: 10.1016/0898-1221(86)90032-5