Stepsize selection for tolerance proportionality in explicit Runge-Kutta codes
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) Mesh generation, refinement, and adaptive methods for ordinary differential equations (65L50)
An adaptive stepsize formula is introduced for application in adaptive explicit Runge-Kutta approximations to the solution of an ordinary differential equation. Suppose that at the \(n\)th step of the approximation the error is known and has the form \[ e_n= h^p_n\psi(t_{n- 1},y_n)+ O(h^{p+ 1}_n),\tag{i} \] \(h_n= t_n- t_{n-1}\), \(n= 0,1,2,\dots, N\), \(t_N= T\), where \(y_n\) is the approximated value. Given a tolerance \(\delta\), if \(\psi\neq 0\), \(h_n\) is chosen such that \(\text{est}_n= |e_n|\leq\delta\) and the step \(h_{n+1}\) is produced by the formula \[ h_{n+ 1}=\theta(\delta/\text{est}_n)^{1/p}h_n,\quad 0<\theta< 1.\tag{ii} \] The authors present examples which show that (ii) becomes ineffective if \(\psi= 0\) for some \(t_n\). They introduce a modified formula replacing \(\text{est}_n\) in (ii) by \(\text{estmax}_n\), where \(\text{estmax}_n= \max(\text{est}_n, \text{EST}_n)\), \(\text{EST}_n= h^p_n\min(A_n, B)\), \(A_n= k {1\over t_n}\sum^n_{i= 1} (\text{est}_i/ h^{p-1}_i)\), \(B\), \(k\) depending on the coefficients of the Runge-Kutta algorithm. The modified procedure allows \(\psi\) to become zero and is proved to lead to globally accurate results. Results of numerical tests are presented.
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