Algorithm 504: GERK: Global Error Estimation For Ordinary Differential Equations [D]

SUBROUTINE GERK(F, NEQN, Y, T, TOUT, RELERR, ABSERR, IFLAG, GER 10 * GERROR, WORK, IWORK) GER 20 GER 30 FEHLBERG FOURTH(FIFTH) ORDER RUNGE-KUTTA METHOD WITH GER 40 GLOBAL ERROR ASSESSMENT GER 50 GER 60 WRITTEN BY H.A.WATTS AND L.F.SHAMPINE GER 70 SANDIA LABORATORIES GER 88 GER 90 GERK IS DESIGNED TO SOLVE SYSTEMS OF DIFFERENTIAL EQUATIONS GER 1@O WHEN IT IS IMPORTANT TO HAVE A READILY AVAILABLE GLOBAL ERROR GER 110 ESTIMATE. PARALLEL INTEGRATION IS PERFORMED TO YIELD TWO GER 120 SOLU7IONS ON DIFFERENT MESH SPACINGS AND GLOBAL EXTRAPOLATION GER 130 IS APPLIED TO PROVIDE AN ESTIMATE OF THE GLOBAL ERROR IN THE GER 140