Note on the Numerical Solution of Linear Differential Equations with Constant Coefficients
Author(s) -
R. E. Scraton,
J. W. Searl
Publication year - 1963
Publication title -
the computer journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.319
H-Index - 64
eISSN - 1460-2067
pISSN - 0010-4620
DOI - 10.1093/comjnl/6.2.206
Subject(s) - mathematics , constant (computer programming) , computation , differential equation , interval (graph theory) , notation , function (biology) , runge–kutta methods , mathematical analysis , variety (cybernetics) , algorithm , computer science , combinatorics , arithmetic , statistics , programming language , evolutionary biology , biology
The numerical solution of the differential equation ay" + by'+ cy = f{x) (1) where a, b, c are constants and f(x) is a numerically specified function, can be obtained by a variety of methods. For automatic computation the RungeKutta method is normally used, but this may be unstable. The procedure described below provides an alternative method which has been found satisfactory where the Runge-Kutta method has failed. Suppose that f(x) is tabulated at interval h. In the usual notation, let/,, denote f(x0 + ph) so that equation (1) may be written
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