Wednesday, May 14, 2014

Variable step Fehlberg’s Method –example

Problem B2 from W.H. Enright & J.D. Pryce (Two Fortran Packages For Assessing Initial Value Methods, ACM Trans. On Mathematical Software, Vol. 13, No. 1, 1987, pp 1-27) was solved using the Variable-Step Fehlberg’s method. The equations are:

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The initial conditions are 1 for all equations, with α= 3. A TOL of 1E-4 was used for the calculations, with Maxbound of 1.1 and Minbound of 0.9. The results are shown below:

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