Journal of applied mathematics & informatics

The Korean Society for Computational and Applied Mathematics (한국전산응용수학회)
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A LOCAL-GLOBAL VERSION OF A STEPSIZE CONTROL FOR RUNGE-KUTTA METHODS

  • Kulikov, G.Yu (Department of Mathematical Cybernetics, Faculty of Mechanics and Mathematics, Ulyanovsk State University)
  • Published : 2000.05.01

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Abstract

In this paper we develop a new procedure to control stepsize for Runge- Kutta methods applied to both ordinary differential equations and semi-explicit index 1 differential-algebraic equation In contrast to the standard approach, the error control mechanism presented here is based on monitoring and controlling both the local and global errors of Runge- Kutta formulas. As a result, Runge-Kutta methods with the local-global stepsize control solve differential of differential-algebraic equations with any prescribe accuracy (up to round-off errors)

Keywords

References

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