The method of solving a scalar initial value problem with a required tolerance
This provides a novel approach for practitioners needing guaranteed error bounds in solving ODEs, but the method is limited to scalar problems and specific constraints.
The paper introduces a new numerical method for solving scalar initial value problems that guarantees the approximate solution is within a user-specified tolerance, unlike traditional methods that only provide asymptotic error bounds. Numerical experiments confirm the theoretical results.
A new numerical method for solving a scalar ordinary differential equation with a given initial condition is introduced. The method is using a numerical integration procedure for an equivalent integral equation and is called in this paper an integrating method. Bound to specific constraints, the method returns an approximate solution assuredly within a given tolerance provided by a user. This makes it different from a large variety of single- and multi-step methods for solving initial value problems that provide results up to some undefined error in the form O(h^k), where h is a step size and k is concerned with the method's accuracy. Advantages and disadvantages of the method are presented. Some improvements in order to avoid the latter are also made. Numerical experiments support these theoretical results.