Unformatted text preview: the i th ODE does not exceed
R jyn ij + A 50 may be speci ed by using the maximum norm and selecting
= max( A
and R) wi = ( R jyn ij + A )= : Present Runge-Kutta software controls:
1. the local error
kdnkw (3.5.8a) ~
kdnkw h (3.5.8b) 2. the local error per unit step 3. or the indirect (extrapolated) local error per unit step
kdnkw C h (3.5.8c) where C is a constant depending on the method.
The latter two formulas are attempts to control a measure of the global error.
Let us describe a step size selection process for controlling the local error per unit
step in a p th order Runge-Kutta method. Suppose that we have just completed an
integration from tn 1 to tn. We have computed an estimate of the local error dn using
either Richardson's extrapolation or order embedding. We compare kdnkw with the
prescribed tolerance and
1. if kdnkw > we reject the step and repeat the integration with a smaller step size,
2. otherwise we accept the step and suggest a step size for the subsequent step.
In either case, ~
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This document was uploaded on 03/16/2014 for the course CSCI 6820 at Rensselaer Polytechnic Institute.
- Spring '14