Error Propagation in the RK5GL3 Method

The RK5GL3 method is a numerical method for solving initial value problems in ordinary differential equations, and is based on a combination of a fifth-order Runge-Kutta method and 3-point Gauss-Legendre quadrature. In this paper we describe the propagation of local errors in this method, and show that the global order of RK5GL3 is expected to be six, one better than the underlying Runge- Kutta method.

Authors:

• J.S.C. Prentice

Keywords:

• RK5GL3
• RKrGLm
• Runge-Kutta
• Gauss-Legendre
• initial value problem
• order
• local error
• global error.

References:

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