Error Estimates for a Stiff Differential Equation Procedure
- 1 October 1977
- journal article
- Published by JSTOR in Mathematics of Computation
- Vol. 31 (140) , 939-953
- https://doi.org/10.2307/2006124
Abstract
For numerical procedures which solve stiff systems of ordinary differential equations there are problems associated with estimating the local error. In this paper an analysis based on the linear model $y\prime = Ay$ is carried out for a particular method based on second derivative formulas. It is shown that there exists an error estimate based on a comparison between predicted and corrected values which is both reliable and efficient.
Keywords
This publication has 1 reference indexed in Scilit:
- Solution of Stiff Ordinary Differential Equations by a Second Derivative MethodSIAM Journal on Numerical Analysis, 1977