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Local extrapolation in the solution of ordinary differential equations

Author: L. F. Shampine
Journal: Math. Comp. 27 (1973), 91-97
MSC: Primary 65L99
MathSciNet review: 0331803
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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.

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Keywords: Local error estimator, extrapolation, stability, one-step methods, predictor-corrector methods
Article copyright: © Copyright 1973 American Mathematical Society

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