Integreat`RK`
Integreat`RK`

RKErrorE

RKErrorE[rk]

computes the "E" measure of the quality of the embedded pair rk.

RKErrorE[rk,p]

assumes the order of rk is p.

Details and Options

  • RKErrorE[rk,p] computes , where and are errors from RKErrorA for the primary and embedded methods, respectively.
  • The order of rk should be one more than its embedding.
  • Ideally, a method of order should have so that the embedded method provides an accurate approximation of the error over a wide range of step sizes.

Examples

Basic Examples  (1)

Compute for an embedded pair:

Tech Notes
▪
  • Runge–Kutta Methods