Computers & Chemical Engineering, Vol.21, No.11, 1267-1270, 1997
Global Extrapolation for Variable-Step Integration of Ordinary Differential-Equations
A new procedure for implementing global extrapolation in the integration of systems of ordinary differential equations with variable-step integration is developed. Three independent solution trajectories, which are generated by using three different user-specified error tolerances, are used to produce improved numerical approximations to the solution along with global error estimates. The procedure is shown to produce approximations of higher accuracy at a lower overall computational effort than when using a single solution trajectory with a tighter error tolerance.