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Adaptive methods

With RK4 the expressions become ˜x=x2+ϵ+O((h)6), with ϵ=|x1x2|15. The estimate is one order higher than the original RK4. But this method is normally rather inefficient since it requires a lot of computations. We solve typically the equation three times at each time step. However, we can compare the estimate ϵ with some by us given accuracy ξ. We can then ask the question: what is, with a given xj and tj, the largest possible step size ˜h that leads to a truncation error below ξ? We want C˜hξ, which leads to (˜hh)M+1|x1x2|(12M)ξ, meaning that ˜h=h(ξϵ)1+1/M.