Estimating the error of the classic Runge-Kutta formula

DOI10.1016/0096-3003(94)90117-1zbMath0831.65086OpenAlexW2094340131MaRDI QIDQ1805273

M. E. Hosea, Lawrence F. Shampine

Publication date: 18 February 1996

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0096-3003(94)90117-1

zbMATH Keywords

error estimatorinterval doublingfour-point Runge-Kutta algorithm

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Error bounds for numerical methods for ordinary differential equations (65L70)

Uses Software

• nag

Cites Work

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• Initial Value Routines in the NAG Library
• Fourth-order Runge-Kutta integration with stepsize control
• ODE solvers and the method of lines
• A New Theoretical Approach to Runge–Kutta Methods
• A New Recurrence for Computing Runge–Kutta Truncation Error Coefficients
• The automatic integration of ordinary differential equations
• Comparing Error Estimators for Runge-Kutta Methods
• Optimum Runge-Kutta Methods

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