Error estimation when using solve_ivp

Lingyi Hu <[email protected]>
Newsgroups gmane.comp.python.scientific.user
Message-ID <CAApfPRyt8GOd6qKVNxdu=ipEfiwf9p7HjrqTrLgY5hQDnLHwEg@mail.gmail.com>
 Hi,

I would like to get an error estimate on my results from
`scipy.integrate.solve_ivp`. I am using it to solve a few differential
equations, and using the its root-finding capabilities to get the
coordinates when an event happens. This is all good, but I'm not sure how
to put an error estimate on my result.

I have an idea of how to estimate the global error of a Runge Kutta method
with a fixed step size, but it seems `solve_ivp` uses adaptive step sizes.
It would be great if someone who has experience with this could point me in
the right direction. I don't exactly need a highly rigorous estimation of
the error, just a rough upper bound will do.

Thanks!
Lingyi

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