A Posteriori Error Estimation and Global Error Control for Ordinary Differential Equations by the Adjoint Method

Authors:
Yang Cao;Linda Petzold
Affiliations:
-;-
Venue:
SIAM Journal on Scientific Computing
Year:
2005

Citing 0
Cited 3

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Abstract

In this paper we propose a general method for a posteriori error estimation in the solution of initial value problems in ordinary differential equations (ODEs). With the help of adjoint sensitivity software, this method can be implemented efficiently. It provides a condition estimate for the ODE system. We also propose an algorithm for global error control, based on the condition of the system and the perturbation due to the numerical approximation.