Some new methods for the numerical integration of ordinary differential equations
- 1 July 1949
- journal article
- research article
- Published by Cambridge University Press (CUP) in Mathematical Proceedings of the Cambridge Philosophical Society
- Vol. 45 (3) , 373-388
- https://doi.org/10.1017/s0305004100025007
Abstract
The choice of a numerical method for the solution of ordinary differential equations depends on the associated boundary conditions. When all the boundary conditions are specified at one end of the range of integration, one of the well-known step-by-step methods will generally be used, while the method of relaxation is reserved for the case in which boundary conditions are specified at more than one point (1). In the latter, simple but inaccurate finite-difference formulae are used to provide a first approximation to the required solution; this approximation is then used to give an estimate of the errors involved in the use of the inaccurate formulae, and successive corrections are obtained until the full, accurate finite-difference equations are satisfied (1). The same principle is followed in this paper with regard to step-by-step methods, the main difference being the way in which approximate solutions are obtained. In relaxation methods simultaneous equations are solved, while in the use of the step-by-step methods suggested here successive pivotal values are built up by the use of recurrence relations. All the methods of this paper follow this principle, differing only in the method of obtaining a recurrence relation, and consequently in the form of the correction terms.Keywords
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