GEG Group
CPG
TANGO
ETH Zurich

Numerical Methods for Differential Equations, Optimization, and Technological Problems

2013BookSpringer Netherlands

Abstract

We present a new version of the Picard-Lindelöf method for ordinary differential equations (ODEs) supplied with guaranteed and explicitly computable upper bounds of an approximation error. The upper bounds are based on the Ostrowski estimates and the Banach fixed point theorem for contractive operators. The estimates derived in the paper take into account interpolation and integration errors and, therefore, provide objective information on the accuracy of computed approximations.