nag_ode_ivp_rkts_diag (d02ptc) and its associated functions (
nag_ode_ivp_rkts_range (d02pec),
nag_ode_ivp_rkts_onestep (d02pfc),
nag_ode_ivp_rk_step_revcomm (d02pgc),
nag_ode_ivp_rk_interp_setup (d02phc),
nag_ode_ivp_rk_interp_eval (d02pjc),
nag_ode_ivp_rkts_setup (d02pqc),
nag_ode_ivp_rkts_reset_tend (d02prc),
nag_ode_ivp_rkts_interp (d02psc) and
nag_ode_ivp_rkts_errass (d02puc)) solve the initial value problem for a first-order system of ordinary differential equations. The functions, based on Runge–Kutta methods and derived from RKSUITE (see
Brankin et al. (1991)), integrate
where
is the vector of
solution components and
is the independent variable.
After a call to
nag_ode_ivp_rkts_range (d02pec),
nag_ode_ivp_rkts_onestep (d02pfc) or
nag_ode_ivp_rk_step_revcomm (d02pgc), nag_ode_ivp_rkts_diag (d02ptc) can be called to obtain information about the cost of the integration and the size of the next step.
Brankin R W, Gladwell I and Shampine L F (1991) RKSUITE: A suite of Runge–Kutta codes for the initial value problems for ODEs SoftReport 91-S1 Southern Methodist University
Not applicable.
nag_ode_ivp_rkts_diag (d02ptc) is not threaded in any implementation.
When a secondary integration has taken place, that is when global error assessment has been specified using
in a prior call to
nag_ode_ivp_rkts_setup (d02pqc), then the approximate number of evaluations of
used in this secondary integration is given by
for
or
and
for
.