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A posteriori error estimation and global error control for ordinary differential equations by the adjoint method
Abstract
In this paper we propose a general method for a posteriori error estimation in the solution of initial value problems in ordinary differential equations (ODEs). With the help of adjoint sensitivity software, this method can be implemented efficiently. It provides a condition estimate for the ODE system. We also propose an algorithm for global error control, based on the condition of the system and the perturbation due to the numerical approximation.
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