4 ms·
Yeah, though with the method described in that paper you do have to be very careful since it has exponential error growth with the Lipchitz constants of the ODE
by ChrisRackauckas 5y ago
Yeah, though with the method described in that paper you do have to be very careful since it has exponential error growth with the Lipchitz constants of the ODE. See https://aip.scitation.org/doi/10.1063/5.0060697 https://aip.scitation.org/doi/10.1063/5.0060697 for details. But that is generally the case in numerical analysis: there's always a simple way to do things, and then there's the way that prevents error growths. Both have different pros and cons.