Globally optimal Runge-Kutta methods Public Deposited

http://ir.library.oregonstate.edu/concern/graduate_thesis_or_dissertations/n870zt541

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  • A Runge-Kutta method has been developed to minimize the global error in the numerical solution of certain classes of differential equations problems. The distinguishing feature of the method is that the coefficients of the numerical integration formula depend on the initial conditions present at the time of solution. The method is intended for use in situations where a set of differential equations is to be solved repeatedly for different initial conditions. The method is particularly applicable to real time control system applications.
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