Computing Reviews
Today's Issue Hot Topics Search Browse Recommended My Account Log In
Review Help
Search
Interpolants for Runge-Kutta formulas
Enright W., Jackson K., No ., Thomsen P. ACM Transactions on Mathematical Software12 (3):193-218,1986.Type:Article
Date Reviewed: Jul 1 1987

This paper considers the enhancement of a given Runge-Kutta method by the addition of an interpolation formula. The interpolation formula proposed makes use of the same derivative values as are used in the main method. It also possibly uses the derivative found at the end of the step and the derivative at an additional, appropriately chosen off-step point. The aim is to maintain an accuracy for interpolated results that is as close as possible to that of the principal method on which it is based. Such extended Runge-Kutt- a methods as these can be used to provide dense output and to enable discontinuities to be located efficiently. For three representative methods, each of which is already provided with a built-in error estimator, formulas are found for providing this interpolation and each extended method is tested with a collection of standard problems. At best, the results achieved are all that could be hoped for, with off-step interpolated results of comparable accuracy to that of the main method. However, there is a wide spread of observed behaviors; at worst, the errors can be much larger than those at the step values.

Reviewer:  J. C. Butcher Review #: CR111460
Bookmark and Share
  Featured Reviewer  
 
One-Step (Single Step) Methods (G.1.7 ... )
 
 
Error Analysis (G.1.7 ... )
 
 
Initial Value Problems (G.1.7 ... )
 
 
Interpolation Formulas (G.1.1 ... )
 
Would you recommend this review?
yes
no
Other reviews under "One-Step (Single Step) Methods": Date
Highly continuous Runge-Kutta interpolants
Higham D. ACM Transactions on Mathematical Software 17(3): 368-386, 1991. Type: Article
Nov 1 1991
On invariant closed curves for one-step methods
Beyn W. Numerische Mathematik 51(1): 103-122, 1987. Type: Article
Jul 1 1988
Control-theoretic techniques for stepsize selection in implicit Runge-Kutta methods
Gustafsson K. ACM Transactions on Mathematical Software 20(4): 496-517, 1994. Type: Article
Jul 1 1995
more...

E-Mail This Printer-Friendly
Send Your Comments
Contact Us
Reproduction in whole or in part without permission is prohibited.   Copyright 1999-2024 ThinkLoud®
Terms of Use
| Privacy Policy