Lecture 3

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Unformatted text preview: s. The several methods that are not identi ed in Figure 3.5.2 are the more traditional formulas, including the classical Runge-Kutta method (solid line). All of these are listed in Hairer et al. 16], Section II.1. \Fehlberg's method" is the fourth- and fth-order pair given in Example 3.5.4. The \Dormand-Prince" method is the fourth- and fth-order pair of Example 3.5.5. \Butcher's method" is the sixth-order seven-stage formula shown in Table 3.5.1. It is the only formula that is beyond fourth or fth order. Results in the lower graph of Figure 3.5.2 use local extrapolation thus, the higher-order solution of the pair is kept, even though it has no local error estimate. Of all the methods shown in Figure 3.5.2, the Dormand-Prince and Fehlberg methods appear to have the greatest accuracy for a given cost. The higher-order Butcher formula gains appeal as accuracy increases. The Dormand-Prince method has a distinct advantage relative to the Fehlberg method when local extrapolation is used. As noted, the Dorm...
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This document was uploaded on 03/16/2014 for the course CSCI 6820 at Rensselaer Polytechnic Institute.

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