On Numerical Integration of Ordinary Differential Equations
- 1 January 1962
- journal article
- Published by JSTOR in Mathematics of Computation
- Vol. 16 (77) , 22-49
- https://doi.org/10.2307/2003809
Abstract
A reliable efficient general-purpose method for automatic digital computer integration of systems of ordinary differential equations is described. The method operates with the current values of the higher derivatives of a polynomial approximating the solution. It is thoroughly stable under all circumstances, incorporates automatic starting and automatic choice and revision of elementary interval size, approximately minimizes the amount of computation for a specified accuracy of solution, and applies to any system of differential equations with derivatives continuous or piecewise continuous with finite jumps. ILLIAC library subroutine #F7, University of Illinois Digital Computer Laboratory, is a digital computer program applying this method.Keywords
This publication has 1 reference indexed in Scilit:
- Über die Instabilität von Methoden zur Integration gewöhnlicher DifferentialgleichungenZeitschrift für angewandte Mathematik und Physik, 1952