Efficient Extrapolation Methods for ODEs
- 1 October 1983
- journal article
- Published by Oxford University Press (OUP) in IMA Journal of Numerical Analysis
- Vol. 3 (4) , 383-395
- https://doi.org/10.1093/imanum/3.4.383
Abstract
Extrapolation methods for the solution of the initial-value problem for a system of ordinary differential equations (ODEs) advance the integration one step by combining the results of a number of subintegrations carried out with a simple method and fixed step size. The choice of step size in the subintegrations influences the efficiency of the resulting formula. It is shown how to quantify this influence. With this tool, advances made experimentally can be justified theoretically and the advances quantified. Further improvements of technique and understanding are obtained.Keywords
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