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Thirteen ways to estimate global error

Summary

Various techniques that have been proposed for estimating the accumulated discretization error in the numerical solution of differential equations, particularly ordinary differential equations, are classified, described, and compared. For most of the schemes either an outline of an error analysis is given which explains why the scheme works or a weakness of the scheme is illustrated.

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This research is partially supported by NSF Grant No. MCS-8107046

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Skeel, R.D. Thirteen ways to estimate global error. Numer. Math. 48, 1–20 (1986). https://doi.org/10.1007/BF01389440

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  • AMS(MOS): 65B05, 65L99, 65J05
  • CR: G1.7