ACM Transactions on Mathematical Software (TOMS)
Equilibrium states of Runge-Kutta schemes: part II
ACM Transactions on Mathematical Software (TOMS)
Control theoretic techniques for stepsize selection in explicit Runge-Kutta methods
ACM Transactions on Mathematical Software (TOMS)
Digital filters in adaptive time-stepping
ACM Transactions on Mathematical Software (TOMS)
An adaptive timestepping algorithm for stochastic differential equations
Journal of Computational and Applied Mathematics
Time-step selection algorithms: adaptivity, control, and signal processing
Applied Numerical Mathematics - The third international conference on the numerical solutions of volterra and delay equations, May 2004, Tempe, AZ
Mean-square stability properties of an adaptive time-stepping SDE solver
Journal of Computational and Applied Mathematics
Time-step selection algorithms: Adaptivity, control, and signal processing
Applied Numerical Mathematics
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Understanding the behavior of Runge-Kutta codes when stability considerations restrict the stepsize provides useful information for stiffness detection and other implementation details. Analysis of equilibrium states on test problems is presented which provides predictions and insights into this behavior. The implications for global error are also discussed.