Summary
This paper is concerned with dense output formulas for extrapolation methods for ordinary differential equations. In particular, the extrapolated explicit Euler method, the GBS method (for non-stiff equations) and the extrapolated linearly implicit Euler method (for stiff and differential-algebraic equations) are considered. Existence and uniqueness questions for dense output formulas are discussed and an algorithmic description for their construction is given. Several numerical experiments illustrate the theoretical results.
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This work has been supported by the “Fonds national suisse de la recherche scientifique”
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Hairer, E., Ostermann, A. Dense output for extrapolation methods. Numer. Math. 58, 419–439 (1990). https://doi.org/10.1007/BF01385634
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DOI: https://doi.org/10.1007/BF01385634