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Robust defect control with Runge-Kutta schemes

Higham, D.J. (1989) Robust defect control with Runge-Kutta schemes. SIAM Journal on Numerical Analysis, 26 (5). pp. 1175-1183. ISSN 0036-1429

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Abstract

Enright [Numerical Analysis Report 122, University of Manchester, Manchester, U.K., 1986] implements a Runge-Kutta method for solving the initial value problem using an alternative to the standard local error control scheme. The aim is to control the defect associated with a local interpolant by sampling its value at one or more fixed points within each step. However, in general, the quality of a sample point is problem-dependent and also varies from step to step. Two classes of interpolant are presented for which the asymptotic behaviour of the defect is known a priori, allowing optimal sample points to be chosen.