Global Error Estimation with Runge--Kutta Methods II |
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Authors: | DORMAND, J. R. PRINCE, P. J. |
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Affiliation: | Department of Mathematics and Statistics Department of Computer Science, Teesside Polytechnic Middlesbrough, Cleveland TS1 3BA |
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Abstract: | An analysis of global error estimation using the Zadunaiskytechnique with RungeKutta methods is presented. Threeforms of interpolant which can lead to valid asymptotic estimationare considered. Test results indicate that the Hermite formcoupled with special RungeKutta formulae is to be preferred,particularly when two-term global error estimation can be obtained.Very reliable estimation can be achieved and it is suggestedthat the technique could form the basis of a production code. |
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