Local Error Control in the RK5GL3 Method

نویسنده

  • J. S. C. Prentice
چکیده

The RK5GL3 method is a numerical method for solving initial value problems in ordinary differential equations, and is based on a combination of a fifth-order Runge-Kutta method and 3-point Gauss-Legendre quadrature. In this paper we describe an effective local error control algorithm for RK5GL3, which uses local extrapolation with an eighth-order Runge-Kutta method in tandem with RK5GL3, and a Hermite interpolating polynomial for solution estimation at the Gauss-Legendre quadrature nodes. Keywords—RK5GL3, RKrGLm, Runge-Kutta, Gauss-Legendre, Hermite interpolating polynomial, initial value problem, local error.

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تاریخ انتشار 2009