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Dense output for extrapolation methods

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Published in Numerische Mathematik. 1990, vol. 58, no. 1, p. 419-439
Abstract 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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HAIRER, Ernst, OSTERMANN, Alexander. Dense output for extrapolation methods. In: Numerische Mathematik, 1990, vol. 58, n° 1, p. 419-439. https://archive-ouverte.unige.ch/unige:12476

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