论文信息 - Global Error Estimates for Ordinary Differential Equations

Global Error Estimates for Ordinary Differential Equations

The user of a code for solving the initial value problem for ordinary differential equations is normally interested in the global error, i.e. the difference between the solution of the problem posed and the numerical result returned by the code. This paper describes a way of estimating the global error reliably while still solving the problem with acceptable efficiency. Global extrapolation procedures are applied to parallel solutions obtained by a Runge-Kutta-Fehlberg method. These ideas are implemented in a Fortran program called GERK, which is ACM Algomthm 504.

Lawrence F. Shampine | H. A. Watts | L. Shampine

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