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UID:2684@i2m.univ-amu.fr
DTSTART;TZID=Europe/Paris:20190122T110000
DTEND;TZID=Europe/Paris:20190122T120000
DTSTAMP:20190107T100000Z
URL:https://www.i2m.univ-amu.fr/evenements/splitting-and-composition-metho
 ds-with-embedded-error-estimators/
SUMMARY: (...): Splitting and composition methods with embedded error estim
 ators
DESCRIPTION:: Splitting and composition methods are by now standard numeric
 al procedures to integrate differential equations in the realm of Geometri
 c Numerical Integration\, where preserving whatever invariants the systems
  has is of paramount importance. Nevertheless\, even in problems where no 
 qualitative properties have to be preserved and/or short time integrations
  are required\, this class of methods have shown to be an excellent option
  when compared with other standard integrators.-It is in this setting wher
 e endowing splitting and composition methods with an efficient embedded er
 ror estimator could be most useful for step size control. The idea is to c
 onstruct\, in addition to the numerical solution\, a second approximation 
 from intermediate outputs\, so that the difference is used as an estimator
  for the local error.In this talk we show how these local order schemes ca
 n be obtained at each step as a linear combination of the intermediate sta
 ges of the integrator\, so that the additional computational cost required
  for their evaluation is almost insignificant. The estimators thus constru
 cted are subsequently used to adapt the step size along the integration. N
 umerical examples show the efficiency of the procedure\, in comparison wit
 h other well known embedded integration methods.http://www.gicas.uji.es/Fe
 rnando/fernando.html
CATEGORIES:Séminaire,Analyse Appliquée
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