An explicit two-step rational method for the numerical solution of first order initial value problem
Author(s) -
Teh Yuan Ying
Publication year - 2014
Publication title -
aip conference proceedings
Language(s) - English
Resource type - Conference proceedings
eISSN - 1551-7616
pISSN - 0094-243X
DOI - 10.1063/1.4887571
Subject(s) - computation , value (mathematics) , order (exchange) , initial value problem , mathematics , mathematical optimization , numerical analysis , linear multistep method , computer science , algorithm , mathematical analysis , differential equation , statistics , finance , economics , differential algebraic equation , ordinary differential equation
An explicit two-step, second order rational method for the numerical solution of first order initial value problems is introduced in this paper. Existing rational multistep methods required the computations of higher derivatives from a given initial value problem.However, the new two-step rational method does not require any computation of these higher derivatives, and thus save up some computational cost. Numerical results showed that the new rational multistep method and existing rational multistep method are found to have comparable accuracy in solving first order initial value problems
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