Splitting and composition methods with embedded error estimators
Numerical Analysis
2019-10-29 v1
Abstract
We propose new local error estimators for splitting and composition methods. They are based on the construction of lower order schemes obtained at each step as a linear combination of the intermediate stages of the integrator, so that the additional computational cost required for their evaluation is almost insignificant. These estimators can be subsequently used to adapt the step size along the integration. Numerical examples show the efficiency of the procedure.
Cite
@article{arxiv.1903.05391,
title = {Splitting and composition methods with embedded error estimators},
author = {Sergio Blanes and Fernando Casas and Mechthild Thalhammer},
journal= {arXiv preprint arXiv:1903.05391},
year = {2019}
}
Comments
23 pages, 4 figures