Local error estimation and step size control in adaptive linear multistep methods
نویسندگان
چکیده
منابع مشابه
Variable Step-size Implicit-explicit Linear Multistep Methods for Time-dependent Partial Differential Equations
Implicit-explicit (IMEX) linear multistep methods are popular techniques for solving partial differential equations (PDEs) with terms of different types. While fixed timestep versions of such schemes have been developed and studied, implicit-explicit schemes also naturally arise in general situations where the temporal smoothness of the solution changes. In this paper we consider easily impleme...
متن کاملLinear Multistep Methods page 1 Linear Multistep Methods
page 1 Linear Multistep Methods Note: The authoritative reference for the material on convergence is the book by Peter Henrici, Discrete Variable Methods in Ordinary Differential Equations , Wiley, 1962. The best reference on absolute stability is the book by Jack Lambert, Numerical Methods for Ordinary Differential Systems, Wiley, 1991. We consider the Initial Value Problem (IVP) y′ = f(x, y),...
متن کاملProbabilistic Linear Multistep Methods
We present a derivation and theoretical investigation of the Adams-Bashforth and Adams-Moulton family of linear multistep methods for solving ordinary differential equations, starting from a Gaussian process (GP) framework. In the limit, this formulation coincides with the classical deterministic methods, which have been used as higher-order initial value problem solvers for over a century. Fur...
متن کاملAdaptive Step-Size for Policy Gradient Methods
In the last decade, policy gradient methods have significantly grown in popularity in the reinforcement–learning field. In particular, they have been largely employed in motor control and robotic applications, thanks to their ability to cope with continuous state and action domains and partial observable problems. Policy gradient researches have been mainly focused on the identification of effe...
متن کاملStep-size Estimation for Unconstrained Optimization Methods
Some computable schemes for descent methods without line search are proposed. Convergence properties are presented. Numerical experiments concerning large scale unconstrained minimization problems are reported. Mathematical subject classification: 90C30, 65K05, 49M37.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Numerical Algorithms
سال: 2020
ISSN: 1017-1398,1572-9265
DOI: 10.1007/s11075-020-00900-1