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Adaptive methods

Assume the exact result is \tilde{x} and that we are using an RKM method. Suppose we run two calculations, one with h (called x_1 ) and one with h/2 (called x_2 ). Then \tilde{x}=x_1+Ch^{M+1}+O(h^{M+2}), and \tilde{x}=x_2+2C(h/2)^{M+1}+O(h^{M+2}), with C a constant. Note that we calculate two halves in the last equation. We get then |x_1-x_2| = Ch^{M+1}(1-\frac{1}{2^M}). yielding C=\frac{|x_1-x_2|}{(1-2^{-M})h^{M+1}}. We rewrite \tilde{x}=x_2+\epsilon+O((h)^{M+2}), with \epsilon = \frac{|x_1-x_2|}{2^M-1}.