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Numerische Mathematik

, Volume 58, Issue 1, pp 419–439 | Cite as

Dense output for extrapolation methods

  • E. Hairer
  • A. Ostermann
Article

Summary

This paper is concerned with dense output formulas for extrapolation methods for ordinary differential equations. In particular, the extrapolated explicit Euler method, the GBS method (for non-stiff equations) and the extrapolated linearly implicit Euler method (for stiff and differential-algebraic equations) are considered. Existence and uniqueness questions for dense output formulas are discussed and an algorithmic description for their construction is given. Several numerical experiments illustrate the theoretical results.

Subject classifications

AMS(MOS): 65L05 CR: G1.7 

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Copyright information

© Springer-Verlag 1990

Authors and Affiliations

  • E. Hairer
    • 1
  • A. Ostermann
    • 2
  1. 1.Section de MathématiquesUniversité de GenèveGenéve 24Switzerland
  2. 2.Institut für Mathematik und GeometrieUniversität InnsbruckInnsbruckAustria

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