How to estimate ODE solver error
( go to the article → https://www.johndcook.com/blog/2020/02/19/fehlberg/ )
This post brings together several themes I’ve been writing about lately: caching function evaluations, error estimation, and Runge-Kutta methods. A few days ago I wrote about how Runge-Kutta methods can all be summarized by a set of numbers called the Butcher tableau. These methods solve by evaluating f at some partial step, then evaluating f […]
Feb. 19, 2020, 2:05 p.m.
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