• Kyungpook Mathematical Journal
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• v.56 no.2
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• pp.311-327
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• 2016

In this paper, we propose an error embedded Runge-Kutta method to improve the traditional embedded Runge-Kutta method. The proposed scheme can be applied into most explicit embedded Runge-Kutta methods. At each integration step, the proposed method is comprised of two equations for the solution and the error, respectively. These solution and error are obtained by solving an initial value problem whose solution has the information of the error at each integration step. The constructed algorithm controls both the error and the time step size simultaneously and possesses a good performance in the computational cost compared to the original method. For the assessment of the effectiveness, the van der Pol equation and another one having a difficulty for the global error control are numerically solved. Finally, a two-body Kepler problem is also used to assess the efficiency of the proposed algorithm.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.17 no.4
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• pp.238-266
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• 2013

The Interaction Picture (IP) method is a valuable alternative to Split-step methods for solving certain types of partial differential equations such as the nonlinear Schr$\ddot{o}$dinger equation or the Gross-Pitaevskii equation. Although very similar to the Symmetric Split-step (SS) method in its inner computational structure, the IP method results from a change of unknown and therefore do not involve approximation such as the one resulting from the use of a splitting formula. In its standard form the IP method such as the SS method is used in conjunction with the classical 4th order Runge-Kutta (RK) scheme. However it appears to be relevant to look for RK scheme of higher order so as to improve the accuracy of the IP method. In this paper we investigate 5th order Embedded Runge-Kutta schemes suited to be used in conjunction with the IP method and designed to deliver a local error estimation for adaptive step size control.