ode86

ode86 integrates a system of ordinary differential equations at stringent tolerances

ode86 Integrates a system of ordinary differential equations of the form
dy/dx=f(x,y), y(x0)=y0,
using a 12-stages, 8th and 6th order Runge-Kutta pair of formulas. The method advances using the higher order formula (using local extrapolation).
The results are expected to be better than ODE45 for tolerances stringent than 1e-6.
See also ODE23 ODE45 and ODEDEMO.M.

based on the code ODE45 by
C.B. Moler, 25-3-1987, the MathWorks, Inc.

The error control method and coefficients are taken from
Ch. Tsitouras and S. N. Papakostas, "Cheap Error Estimation for Runge-Kutta methods", SIAM J. Sci. Comput. 20(1999) 2067-2088.

tested for MATLAB version : 6.1