Runge-Kutta Defect Control Using Hermite-Birkhoff Interpolation

نویسنده

  • Desmond J. Higham
چکیده

Two techniques for reliably controlling the defect (residual) in the numerical solution of nonstiff initial value problems were given in [D. This work describes an alternative approach based on Hermite-Birkhoff interpolation. The new approach has two main advantagesmit is applicable to Runge-Kutta schemes of any order, and it gives rise to a defect of the optimum asymptotic order of accuracy. For a particular Runge-Kutta formula the asymptotic analysis is verified numerically.

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عنوان ژورنال:
  • SIAM J. Scientific Computing

دوره 12  شماره 

صفحات  -

تاریخ انتشار 1991