Harvard AM205 video 3.12 - ODE error estimation

Harvard Applied Math 205 is a graduate-level course on scientific computing and numerical methods. This video describes two approaches for estimating the numerical error in an ODE integration scheme. It first describes Richardson extrapolation, which can be used to both estimate error, and increase the order of accuracy of a scheme. It then gives several examples of Runge–Kutta methods that have embedded formulae for estimating error.