Local error estimation by doubling (Q799348): Difference between revisions

Doubling, or Richardson extrapolation, is a general principle for the estimation of the local error made by a one-step method for the numerical solution of the initial value problem for a system of ordinary differential equations. Some contributions are made to the theory of doubling. Principles of comparing explicit Runge-Kutta formulas are reviewed and illustrated in a balanced appraisal of doubling in the context of fourth order formulas. Some apparently contradictory comparisons in the literature are explained.