Local extrapolation in the solution of ordinary differential equations

Shampine, L. F.

doi:10.1090/S0025-5718-1973-0331803-1

Local extrapolation in the solution of ordinary differential equations
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by L. F. Shampine PDF

Math. Comp. 27 (1973), 91-97 Request permission

Abstract:

The local errors being estimated in the solution of an initial value problem can be added in to make the solution more accurate but this is not always advisable. A rule for deciding when to extrapolate is studied for one-step methods. Some observations about the correctness of local error estimators and extrapolation of multistep methods are also made.

References

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Stability Regions for Extrapolated Runge-Kutta and Adams Methods