Skip to main content
Log in

Local error control inSDIRK-methods

  • Part II Numerical Mathematics
  • Published:
BIT Numerical Mathematics Aims and scope Submit manuscript

Abstract

This paper describes some problems that are encountered in the implementation of a class of Singly Diagonally Implicit Runge-Kutta (SDIRK) methods. The contribution to the local error from the local truncation error and the residual error from the algebraic systems involved are analysed. A section describes a special interpolation formula. This is used as a prediction stage in the iterative solution of the algebraic equations. A strategy for computing a starting stepsize is presented. The techniques are applied to numerical examples.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. K. Burrage, J. C. Butcher and F. H. Chipman,An implementation of singly diagonally implicit Runge-Kutta methods, BIT, 20, (1980).

  2. E. Hairer, S. P. Nørsett and G. Wanner: To appear.

  3. M. K. Horn,Fourth- and fifth-order, scaled Runge-Kutta algorithms for treating dense output, SIAM J. Numer. Anal. 20, (1983).

  4. N. Houbak and P. G. Thomsen,SPARSKS-A FORTRAN subroutine for the solution of large systems of stiff ODE's with sparse Jacobians, NI-79-02, DTH, Lyngby, Denmark.

  5. B. Houbak, S. P. Nørsett and P. G. Thomsen,Displacement or residual test in the application of implicit methods for stiff problems, NI-83-04 DTH, Lyngby, Denmark. (To appear JIMA, Numer. Anal.).

  6. J. D. Lambert,The initial value problem for ordinary differential equations: A survey, inThe State of the Art in Numerical Analysis, ed. D. Jacobs, Acad. Press, New York, (1977).

    Google Scholar 

  7. S. P. Nørsett and P. G. Thomsen,Imbedded SDIRK-methods of basic order three, Mathematics and Computation 8/82. NTH, Trondheim, Norway.

  8. S. P. Nørsett and P. G. Thomsen,SIMPLE — a stiff system solver (to appear), (1984).

  9. S. P. Nørsett,Semi-explicit Runge-Kutta methods, Report no. 6/1974, ISBN 82-7151-009-6, Dept. of Mathematics, University of Trondheim, Norway.

  10. S. P. Nørsett and G. Wanner,Perturbed collocation and Runge-Kutta methods, Numer. Math. 38, (1981).

  11. L. F. Shampine,Implementation of implicit formulas for the solution of ODE's, SIAM J. SCI. STAT. COMPUT., 1, (1980).

  12. L. F. Shampine,Evaluation of implicit formulas for the solution of ODE's, BIT, 19 (1979).

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

About this article

Cite this article

Nørsett, S.P., Thomsen, P.G. Local error control inSDIRK-methods. BIT 26, 100–113 (1986). https://doi.org/10.1007/BF01939366

Download citation

  • Received:

  • Revised:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF01939366

AMS MOS

Navigation