Splitting and composition methods with embedded error estimators

摘要

We propose new local error estimators for splitting and composition methods. They are based on the construction of lower order schemes obtained at each step as a linear combination of the intermediate stages of the integrator, so that the additional computational cost required for their evaluation is almost insignificant. These estimators can be subsequently used to adapt the step size along the integration. Numerical examples show the efficiency of the procedure. (C) 2019 IMACS. Published by Elsevier B.V. All rights reserved.