On-the-Fly Local Error Estimation for Projective Integrators
S. L. Lee, C. William Gear · 2006
A novel and efficient technique is developed for estimating the local error per step when firstand second-order accurate projective integrators are applied to stiff multiscale systems. The estimation can be done on-the-fly; that is, the accumulated local error is readily estimated at the end and during the course of computing the solution at each outer time step. We demonstrate the effectiveness of the new error estimation technique when using projective integrators to solve stiff ordinary differential equation (ODE) initial-value problems.