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Rihm, R.

Validated predictor-corrector methods. (English) Zbl 0957.65073

ZAMM, Z. Angew. Math. Mech. 80, Suppl. 3, S825-S826 (2000).
Summary: We present a predictor-corrector method for enclosing solutions of initial value problems in systems of ordinary differential equations.

MSC:

65L06 Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations
65L05 Numerical methods for initial value problems involving ordinary differential equations
34A34 Nonlinear ordinary differential equations and systems
65L70 Error bounds for numerical methods for ordinary differential equations
65G20 Algorithms with automatic result verification
65G40 General methods in interval analysis

Keywords:

enclosure of solution; automatic result verification; interval arithmetic; automatic differentiation; predictor-corrector method; initial value problems; systems of ordinary differential equations
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