Local error estimation by doubling

  title={Local error estimation by doubling},
  author={Lawrence F. Shampine},
Doubling, or Richardson extrapolation, is a general principle for the estimation of the local error made by a one-step method for the numerical solution of the initial value problem for a system of ordinary differential equations. Some contributions are made to the theory of doubling. Principles of comparing explicit Runge-Kutta formulas are reviewed and illustrated in a balanced appraisal of doubling in the context of fourth order formulas. Some apparently contradictory comparisons in the… CONTINUE READING


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