Browsing Preprints aus dem Institut für Mathematik by Subject "Adaptive methods"

Now showing items 1-2 of 2

2011-07-13Buch

Local error estimates for moderately smooth problems

Sickenberger, Thorsten; Weinmüller, Ewa; Winkler, Renate

The paper consists of two parts. In the first part of the paper, we proposed a procedure to estimate local errors of low order methods applied to solve initial value problems in ordinary differential equations (ODEs) and ...
2006-08-02Buch

Mean-square convergence of stochastic multi-step methods with variable step-size

Sickenberger, Thorsten

We study mean-square consistency, stability in the mean-square sense and mean-square convergence of drift-implicit linear multi-step methods with variable step-size for the approximation of the solution of Ito stochastic ...