Computational Mathematics and Scientific Computing Seminar

A posteriori error estimation in time stepping methods

Speaker: Emil M. Constantinescu, Argonne National Laboratory

Location: Warren Weaver Hall online

Date: April 30, 2021, 10 a.m.


In this talk we introduce a new time-stepping method with built-in a posteriori error estimate also known as "global error." These methods can be cast as general linear schemes that provide pointwise global errors and can have adaptive orders. We analyze their convergence, order conditions and barriers. We also illustrate situations in which the more common local error estimation is not sufficient or even suitable.