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Adaptive methods

Assume the exact result is ˜x and that we are using an RKM method. Suppose we run two calculations, one with h (called x1) and one with h/2 (called x2). Then ˜x=x1+ChM+1+O(hM+2),

and ˜x=x2+2C(h/2)M+1+O(hM+2),
with C a constant. Note that we calculate two halves in the last equation. We get then |x1x2|=ChM+1(112M).
yielding C=|x1x2|(12M)hM+1.
We rewrite ˜x=x2+ϵ+O((h)M+2),
with ϵ=|x1x2|2M1.