Doubly quasi-consistent parallel explicit peer methods with built-in global error estimation

  • Authors:
  • G. Yu. Kulikov;R. Weiner

  • Affiliations:
  • CEMAT and Instituto Superior Técnico, TU Lisbon, Av.Rovisco Pais, 1049-001 Lisboa, Portugal;Institut für Mathematik, Martin-Luther-Universität Halle-Wittenberg, Postfach, D-06099 Halle, Germany

  • Venue:
  • Journal of Computational and Applied Mathematics
  • Year:
  • 2010

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Abstract

Recently, Kulikov presented the idea of double quasi-consistency, which facilitates global error estimation and control, considerably. More precisely, a local error control implemented in such methods plays a part of global error control at the same time. However, Kulikov studied only Nordsieck formulas and proved that there exists no doubly quasi-consistent scheme among those methods. Here, we prove that the class of doubly quasi-consistent formulas is not empty and present the first example of such sort. This scheme belongs to the family of superconvergent explicit two-step peer methods constructed by Weiner, Schmitt, Podhaisky and Jebens. We present a sample of s-stage doubly quasi-consistent parallel explicit peer methods of order s-1 when s=3. The notion of embedded formulas is utilized to evaluate efficiently the local error of the constructed doubly quasi-consistent peer method and, hence, its global error at the same time. Numerical examples of this paper confirm clearly that the usual local error control implemented in doubly quasi-consistent numerical integration techniques is capable of producing numerical solutions for user-supplied accuracy conditions in automatic mode.