✦ LIBER ✦
Global error estimation based on the tolerance proportionality for some adaptive Runge–Kutta codes
✍ Scribed by M. Calvo; S. González-Pinto; J.I. Montijano
- Publisher
- Elsevier Science
- Year
- 2008
- Tongue
- English
- Weight
- 305 KB
- Volume
- 218
- Category
- Article
- ISSN
- 0377-0427
No coin nor oath required. For personal study only.
✦ Synopsis
Modern codes for the numerical solution of Initial Value Problems (IVPs) in ODEs are based in adaptive methods that, for a user supplied tolerance , attempt to advance the integration selecting the size of each step so that some measure of the local error is . Although this policy does not ensure that the global errors are under the prescribed tolerance, after the early studies of Stetter [Considerations concerning a theory for ODE-solvers, in: