We propose a symmetrized version of the defect to be used in the estimation of the local time-stepping error of symmetric one-step methods for the time propagation of linear autonomous evolution equations. Using the anticommutator of the numerical flow and the right-hand side operator in the definition of the defect of the numerical approximation, a local error estimator is obtained which has higher accuracy asymptotically than an established version using the common defect. This theoretical result is illustrated for a splitting method applied to a linear Schrödinger equation
Variable time-stepping algorithms for initial value ordinary differential equations are traditionall...
The efficiency of exact simulation methods for the reaction-diffusion master equation (RDME) is seve...
31 pages, final version, including a new conclusive section.International audienceWe consider the no...
We introduce a defect correction principle for exponential operator splitting methods applied to tim...
AbstractWe introduce a defect correction principle for exponential operator splitting methods applie...
The present work is concerned with the efficient time integration of nonlinear evolution equations b...
In this work, defect-based local error estimators for higher-order exponential operator splitting me...
Prior work on high-order exponential operator splitting methods is extended to evolution equations d...
We introduce a defect correction principle for exponential operator splitting methods applied to tim...
A typical procedure to integrate numerically the time dependent Schrödinger equation involves two st...
We discuss error propagation for general linear methods for ordinary differential equations up to te...
Classical alternating direction (AD) and fractional step (FS) methods for parabolic equations, based...
This talk highlights recent advances in the numerics of Stochastic Differential Equations (SDEs), si...
AbstractThe global, or true, error made by one-step methods when solving the initial value problem f...
In this paper a four stages twelfth algebraic order symmetric two-step method with vanished phase-la...
Variable time-stepping algorithms for initial value ordinary differential equations are traditionall...
The efficiency of exact simulation methods for the reaction-diffusion master equation (RDME) is seve...
31 pages, final version, including a new conclusive section.International audienceWe consider the no...
We introduce a defect correction principle for exponential operator splitting methods applied to tim...
AbstractWe introduce a defect correction principle for exponential operator splitting methods applie...
The present work is concerned with the efficient time integration of nonlinear evolution equations b...
In this work, defect-based local error estimators for higher-order exponential operator splitting me...
Prior work on high-order exponential operator splitting methods is extended to evolution equations d...
We introduce a defect correction principle for exponential operator splitting methods applied to tim...
A typical procedure to integrate numerically the time dependent Schrödinger equation involves two st...
We discuss error propagation for general linear methods for ordinary differential equations up to te...
Classical alternating direction (AD) and fractional step (FS) methods for parabolic equations, based...
This talk highlights recent advances in the numerics of Stochastic Differential Equations (SDEs), si...
AbstractThe global, or true, error made by one-step methods when solving the initial value problem f...
In this paper a four stages twelfth algebraic order symmetric two-step method with vanished phase-la...
Variable time-stepping algorithms for initial value ordinary differential equations are traditionall...
The efficiency of exact simulation methods for the reaction-diffusion master equation (RDME) is seve...
31 pages, final version, including a new conclusive section.International audienceWe consider the no...