A Posteriori Error Estimation and Global Error Control for Ordinary Differential Equations by the Adjoint Method
- 1 January 2004
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Scientific Computing
- Vol. 26 (2) , 359-374
- https://doi.org/10.1137/s1064827503420969
Abstract
In this paper we propose a general method for a posteriori error estimation in the solution of initial value problems in ordinary differential equations (ODEs). With the help of adjoint sensitivity software, this method can be implemented efficiently. It provides a condition estimate for the ODE system. We also propose an algorithm for global error control, based on the condition of the system and the perturbation due to the numerical approximation.Keywords
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