BibTeX
@ARTICLE{
Mullier2018Vco,
crossref = "Christianson2018Sio",
author = "Olivier Mullier and Alexandre Chapoutot and dit Sandretto, Julien Alexandre",
title = "Validated computation of the local truncation error of {R}unge--{K}utta methods with
automatic differentiation",
journal = "Optimization Methods \& Software",
volume = "33",
number = "4--6",
pages = "718--728",
year = "2018",
publisher = "Taylor \& Francis",
doi = "10.1080/10556788.2018.1459620",
url = "https://doi.org/10.1080/10556788.2018.1459620",
eprint = "https://doi.org/10.1080/10556788.2018.1459620",
abstract = "A novel approach to bound the local truncation error of explicit and implicit
Runge–Kutta methods is presented. This approach takes its roots in the modern theory of
Runge–Kutta methods, namely the order condition theorem, defined by John Butcher in the
1960s. More precisely, our work is an instance, for Runge–Kutta methods, of the generic
algorithm defined by Ferenc Bartha and Hans Munthe-Kaas in 2014 which computes B-series with
automatic differentiation techniques. In particular, this specialized algorithm is combined with
set-membership framework to define validated numerical integration methods based on
Runge–Kutta methods.",
booktitle = "Special issue of Optimization Methods \& Software: Advances in
Algorithmic Differentiation",
editor = "Bruce Christianson and Shaun A. Forth and Andreas Griewank"
}
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