I have a question on the same topic in math.stackexchange.com: https://math.stackexchange.com/questions/664422/how-does-matlab-simulink-get-such-accurate-ode-solution-results, and it remains open.
I am looking to understand how Simulink's accuracy of solving ODEs with purportedly the fourth order Runge-Kutta solver (ODE4) far exceeds any implementation I have developed so far. Either I have incorrectly implemented the algorithm or Simulink is doing extra work behind-the-scenes to increase accuracy. I have asked on the math stack exchange site about potential mathematical methods, I ask here about computer science methods of achieving increased accuracy.
My interest comes from a need to understand model stability using different solution methods, and not knowing what Simulink is doing to get accuracy means having less idea of its potential stability in certain situations.