Showing posts with label The Butcher tableau. Show all posts
Showing posts with label The Butcher tableau. Show all posts

Sunday, May 11, 2014

The Variable step Method of Fehlberg

In order to incorporate a variable step algorithm for the Fehlberg’s method, an equation for error estimation has to be included. The Butcher tableau (ref: Hairer, Nørsett & Wanner, Solving ODEs, Vol. 1, Non-stiff problems) with the ycap coefficients are:

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The generalized RK method can then be used with the Kaps-Rentrop algorithm for adaptive step size to solve ODEs.