A Parallel Algorithm for the Estimation of the Global Error in Runge–Kutta Methods

被引：0
作者：
R. Tirani
机构：
[1] University of Milano,Department of Biotechnology and Bioscience
[2] Bicocca,undefined
来源：
Numerical Algorithms | 2002年 / 31卷
关键词：
ordinary differential equations; initial value problem; Runge–Kutta methods; parallel global error estimation;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
The object of this work is the estimate of the global error in the numerical solution of the IVP for a system of ODE's. Given a Runge–Kutta formula of order q, which yields an approximation yn to the true value y(xn), a general, parallel method is presented, that provides a second value yn* of order q+2; the global error en=yn−y(xn) is then estimated by the difference yn−yn*. The numerical tests reported, show the very good performance of the procedure proposed. A comparison with the code GEM90 is also appended.
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页码：311 / 318
页数：7
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