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Culture Documents
1966
Recommended Citation
Carlson, Terrell Lester, "Stable predictor-corrector methods for first order ordinary differential equations"
(1966). Masters Theses. 5725.
https://scholarsmine.mst.edu/masters_theses/5725
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STABLE PREDICTOR-CORRECTOR METHODS
FOR FIRST ORDER ORDINARY DIFFERENTIAL EQUAT-IONS
BY
THESIS
submitted to the faculty of the
University of Missouri at Rolla
in partial fulfillment of the requirements for the
Degree of
Approved by
1£4 ~advisor)
~~.
ii
ABSTRACT
ACKNOWLEDGEMENT
TABLE OF CONTENTS
Page
Abstract . . . • ii
Acknowledgement . iii
List of Figures v
List of Tables vi
Chapter • . • .
I Introduction 1
II Review of Literature . • • 5
III Discussion of Widely Used Methods o 23
IV Fifth-Order Methods • . . • 32
V Sixth-Order Methods • . . . . . ... . 39
VI Seventh-Order Methods . 51
VII Conclusions . . . . . . . . . . 58
Bibliography • • • • . . . . . . . . . . 67
Appendix I • • • • • • . • • . • • . • • . . . • 69
Appendix II . . . . . . . . 82
Vita • . . . . .. . . • 0 • • • • • 84
v
LIST OF ILLUSTRATIONS
Page
FIGURES
lo Root Loci for Milne's Characteristic
E quat ion . • " o o o o o o • o o o o o o o o o 0 0 o 25
2o Root Loci for Adam's Characteristic
Equation o o • • o o 0 0 0 0 0 0 0 • 0 27
3. Root Loci for the Iterated Hamming
Characteristic Equation o • o o o . • o o o o o o o 29
4o Root Loci for the Modified Hamming
Characteristic Equation 0 0 0 0 0 0 0 0 0 • 31
5" Root Loci for the Characteristic
Equation of Corrector (4o7) 0 35
Root Loci of Characteristic Equation (4o14) . 38
Root Loci for the Characteristic Equation
of Corrector (5.6) o o o o o o o o • o o • 0 0 0 0 0 44
Root Loci for the Characteristic Equation
of Corrector (5.7) o o o o o o o o • o o " 0 • 0 0 0 45
Root Loci for the Characteristic Equation
of Corrector (5o8) o • o o o o " o • o o o 0 • 0 0 0 46
lOo Root Loci for the Characteristic Equation
of Corrector (5.9) o o o •••• 0 0 0 0 0 47
llo Root Loci of Characteristic Equation (5o24) 0 0 50
12o Root Loci for the Characteristic Equation
of Corrector (6o3) o o o o " o o o o " o " o o o o o 53
13o Root Loci for the Characteristic Equation
of Corrector (6o4) o o o o o o o o o o o o o o o " o 54
vi
2
Vo Error Growth in the Solution of y' = x - y,
y(O) = 1 by Using Various Methods o o . o o . o o o65
VI. Error Growth in the Solution of y' = 1/(1 + tan2 y),
y(O) = 0 by Using Various Methods o •• o o • o o o66
CHAPTER I
INTRODUCTION
CHAPTER II
REVIEW OF LITERATURE
1
1
+ h(b -1 y n+l + b o y n0 + ··· + b p y n-p ) + E
n (2.1)
insure that
h <
1
(2.3)
of(x ~Y )
n
hb
-1 ayn (2.4)
(2 -5)
H = ()f h
dy ~
n y' (x)dx o
formula
(2. 8)
+s(s+l)
Nl
where
x-xn
s =
h
where
ak -
-J 0
1
s ( s + 1 ) • • • ( s +k -1 )
k! ds .. (2. 11)
E = hn+2 J
0
1
s (s+l) o (s+N) y(N+2) (Tl )ds
o
(N+l)!
o
13
where
X
n+ 1 > ~ > X
n-N o
where xn_ < 8 < xn+lo This formula uses three old values
2
of the integral together with one new and three old values of
the integrando Formula (2al5) as written implies it is exact
for polynomials through degree 4o
The word exact has the meaning that if y(x) is a
polynomial of degree 4 or less and the values on the right-
hand side of (2al5) are true values of the solution then~
n- 3 = x-3h~
and y or by expanding the y's in a Taylor Series.
By the former method the following expression results:
4 = a x 4 + a (x-h) 4 + a (x-2h) 4
(x+h) 0 1 2
+ 4b 2 (x-2h3) J. (2.16)
1 a
0
+ al + a2
4 -4a 1 - 8a
2 + 4b_l + 4b 0 + 4bl + 4b2
a = 1-a 1 -a 2 b 1
0 0 = ~(19 + 13a 1 + 8a )
2
1
al = al b1 = 24(-5 + 13a 1 + 32a 2 )
(2 18)
0
1
a2 = a2 b2 = 24(1 al + 8a )
2
1 1
b -1 = 21+(9 - al) E5 = 6(-19 + lla 1 - 8a )
2
(2. 19)
(2. 21)
.2h2 (-l)r;rhr ( )
y . Y - ihY 1 + ~ Y" + • · · + - - "'-
r!
y r
n
n-~ n n 2! n
+ 1
r!
J xn- i (x
n-~
. - s)ry(r+1) (s) ds (2.22)
xn
and
( _ 12 r-li r-lhr-1 y(r)
Y'n-~. y~- ihY~ + ... + (r-1)! n
X •
.-s)r- 1 y(r+l)(s) ds
+ (r-1)!
1
J xn
n-J.. (x
n-~
(2.23)
as
Tn
.
t a.
~
j xn-i(x
n-1
.-s)ry(r+ l) (s)ds
~=0 X
n
- rh e 1b. f. xn-i
.~ ~
(
xn-i-s
)r-1y(r+l )( s )d sj~l (2. 24)
J..=- xn
18
which is rewritten as
~
• l
l--a.(x
L n-L
.-s)r + rhb.(x
L n-L
.-s)r-lJ3y(r+l)(s)ds
L=
= J:v
r.
J. X
xn+l G(s)Y(r+l) (s)ds (2.25)
n-p
X • - s xn-i < s ~ xn i I -1
n-L [ i -1 (2. 26)
(x n-L.-s) =
[
X
n-< S
0 otherwise
y(r+l) (n)
r*
•
J X
xn+l
G(s)ds (2.27)
n-p
where xn-p < ~ < xn+l_(l3) The error term may not be of this
form if G(s) is not of constant sign.
In making the substitutions Yn+l = x+h~ ···~ Yn_ 3
x-3h(l3), two things must be noted before writing the
influence function for equation (2.15).
1. Since h cancels out in the final result, there is no
loss of generality in setting h = 1.
19
G(s) 1 \. 4 4
lf!" L(h-s) - a 0 (h-s)
where r = 4.
Since the coefficients (2.18) are dependent upon a 1 and
a 2 , the remaining problem is to find those values of a 1 ~ a 2
such that G(s) has a constant sign. Since it is impossible
to find the zeros of G(s) for each pair (a 1 , a 2 ), we set
G(s) = 0 and find the region of the a 1 ~ a 2 plane where G(s)
is of constant sign. This linear function in a 1 , a 2 is
graphed for each interval of s, namely h > s > 0, 0 > s > -h,
and -h > s > -2h in this example. From this graph~ a 1 and a 2
are chosen such that G(s) is of constant sign~ giving the de-
sired error term.
A great deal of later algebra can be saved at this point
if the stability analysis is performed on the "generalized
corrector",
(2.29)
then z satisfies
dz z' . (2.30)
f (x, z)
dx
y'n (2.31)
(2.32)
E - y 0 (2.33)
n n
(2.34)
21
Assume that~
zn and Yn·
zo
n
y 1 = f (x , z ) -
n n n
f (x - y ) (J f
n n
(~"y y) I
(2.35)
CHAPTER III
DISCUSSION OF WIDELY USED METHODS
(3.1)
(3· 2)
24
where
Y'n = f (xn , y n ) •
2
(H - 3)A + 4HA + H + 3 = Oo (3.3)
=
h (55Y~ - 59Y~-l + 37Y~-2 - 9Y~-3 )
Yn + ~ (3o4)
.s<>
0
0 .a <>
<>
.7 <> ()
0 ()
.6
<> ()
(>
0
IA~I .s
D
.4
0
0 ·3
0
0 ·2
0
0 ·1
H \J1
a
0
= 1 b_l = ~
al 0 b
0
= ~
(3.6)
-5
a2 = 0 bl =
24
(3.9)
. 1.1
~~G-----------------------------------
.g
0 .e
0
.?
0 0
(> .6
0 0
.s
<> 1>-.1
D
<> .if
[]
<> -3
):;( ):;( )( ~ 0
)(
0
·2
0 <> ){ ){ ){ ):{ }( ~
0 )::(
):(
0 0 )(
t I I I I f I I I
0
I £h I
'* I I l I I j _ _ j __ _l_~
.- 2 . o .-1 . e - 1 . 6 - 1 . Lt - 1 .2 - 1 .o . - .e - .6 - . lf . - . 2 . o. o . . 2 . lf .5 .e . 1 .o . 1.2 1 . Lf 1.5 1.e 2 .o
H 1\)
-:]
They are:
a
0
=
~ b 3
-1 -- E
al = 0 bo =
a2 = - E
1
bl = *-
~
(3.10)
(3.11)
and again there are three roots for each H in the interval
(-2~2). The roots of this third degree polynomial are plotted
in Figure 3.
6
The modified method suggested by Hamming( ) is specified
+ 2y'n-2 )
n-3 + 4h3 (2y'n - n-1
= y yr
(3.12)
1.1
---------------------------------------~~-a-----------------------------------·
-9
<> 0 -8
<>
<> -7
0
<>
<> -6
0 0
<)
):(
!All .s
):{
~ 0 0 .Q 0 0 0 0 0 0 [l [l 0
0 0 0 0 ):(
<>
[] <> -3
0 0
0
0
-2
<> <> <> <>
. ·1
<> ()
<> <> ()
l. 1 '
-2.0.-1-8 -1-5
. _L ___ j ___ j
-1-~ -1.2 -1-0. -.8
___ _I ___ L
-.5. -.~ -.2.
I
___ l_____ L______ __
o.o
I
.2
I
. '+
_L_
.5
_l _____
.8 1-0
L __ _L ____ L_
1-2 1-'-+
_ L_______ L__ _J
1-5 1-8 2rJJ
\.0
H
FIGURE 3- ROOT LOCI FOR THE ITERATED HAMMING C~ARACTERISTIC EQUATION.
30
Pn+l
0 €
n+l n
vn = A7\ ,
n
cr
n
= C'A n , e
n
= D'An
2
2 2
+ (14 - 24H - 168H )'A + ( -9 - 42H + 112H )'A + 42H = 0 ~,(3o 16)
Figure 4o
)( ):(
}"( . 1.~
}:(
1.1
):( ):(
___________ J{ _________________________ _
-~-~------------------------------------
).:( X
.g ):(
}:(
}{ I );(
):{
);(
)::{ );( 0 I .a ):( 0
0
0
):( I }:{ 0
0
.J 0
):(
~ 0
I 0
.5 }:{
0
i\ii I
0
0
}{ t ·~
0 <>
.q
0 0
0 <>
.3 (>
0 ()
0 ()
0
0 .2 <> ()
0
.1
I I J
J I I _j__ I I I I I I ~ I I I I I
.-e.o .-1.e -1.5 .-l.tt -1.2 -1.0.- .a -.5 -.tt.-.2.0-0 -2 .tf .5 .e 1 .0 1. 2 1.t 1 .5 1.8 2.0
H w
t-'
FIGURE t.t. k:COT LOCI F'OR THE MOCIF.IE.D H9~MING Cf-iA~ACTERISTIC E_QUATICN.
32
CHAPTER IV
FIFTH-ORDER METHODS
Predictors
(4.1)
(4.2)
(4.3)
+ ~h5y(5)(Q) (4.4)
Correctors
~4( 9 Y~+1
0
Yn+1 = Yn + + 19y'n - Sy'n-1 + Yn-2 )
h( (l + 4y'n + y'n-1 )
Yn+1 = Yn-1 + 3 Yn+1
- kh5y(5)(Q) (4.6)
34
(4.7)
(4.8)
.7
0
.5
0
.s
0
IA.j I
. '-t
0
.3
0
[]
-2
0
0
0 .1
I
IL__~I___LI__~I ___il__~l~--~-~- I 4
._ ____. ___L..__._l ____ L_____ l____ I _L ____ L__j
~2-0 ~1·8 -1-5 -t.Y. -1-2 -1-0 -.8 -.6. -.q. -.2. o.o .2 .If .6 .8 1. 0 1 I
l. ·C.. 1 . y. • r
J. • tJ 1 .8 2 r
. u
H w
V1
fiGURE 5. ROOT LOCI F"OR THE CI-IARAC TERIS TIC EQUATION OF CGRREC T:JR (Lf · 7) ·
36
b 1
a
0
1 - a1 - a2 0
= 24(19 + 13a 1 + 8a 2 )
1
al al bl = 24(-5 + 13a 1 + 32a 2 )
(4.10)
1
a2 a2 b2 = 2lj:(l - al + 8a 2 )
1 1
b_l = 21+(9 - al) E
5 = b(-19 + lla 1 - 8a 2 ).
(4.11)
where
17 + A2
A -8 - A2 B
0 0 3
14 + 4A 2
Al 9 Bl (4.12)
3
-1 + A2
A2 A2 B2 3
40 - 4A 2
E5 3
The coeffic ients for the predict or are derived by the same
method as for the coeffic ients of the correct or equatio n.
No attempt is made in this study to find the best predict or
to go with any of the particu lar correct ors develop ed in
this paper.
37
a 23 b 539
0 -TOO 0 1IT)Q
- 351
al - 7 -w b1 - 400
(4.13)
- 53 227
a2 - too b2 = 1200
83 259 •
b_1 = 21+0 E5 = - lOO
. 1.1
(>
---------------------------------------~~~g------~----------------------------·
--t-. .g
}:(
}(
):(
);::(
:t(
}( 0 ~- .8
);{
(> }:(
);::(
l(
.Xi(
);::(
0 I );::(
}:{
~ );(
.5 ):{
:t{ }:{ }:(
0
IAJ -t-. .s
0
!
.tf
0
.3
0
0
~- -2
0
0
0
l I I I
.-2.0 -1-8 -1-5 .-1-tf .-1-2.-1-0
I I - I
-.8. -.5. -.lf
L__L__
-.2
L
0 .o . -2
I
. tf .
l
-5 .
I
0
.......
_L ___ L_.
1. 0 1. 2
__ . L ______L_ . L_
1 . tf 1 . [~ 1.8
.I
2-0
H w
00
fiGURE 5. ROOT LOCI Cf C~ARACTERISTIC [QUAT ION (Lt -14)
39
CHAPTER V
SIXTH-ORDER METHODS
Predictors
(5.2)
40
(5-3)
(5.4)
2 1
Yn+l = Yn-
3
+ 45h(67y'n - 58y'n- 1 + 102yn- 2 - 28yrrn- 3
(5.5)
Correctors
(5.6)
(5.8)
2h( 32
Yn + 12 Yn-l + 3 2 Yn-2
I I I I
Yn+l = Yn-3 + 45 7Yn+l +
(5.9)
41
(5.10)
dz
ox f (x ~ z) • {5ol2)
y'n (5.13)
(5.14)
point xn+l.
where E
2 (~) is the truncatio n error at the
The error between the true solution and the approxima te
solution is defined as
z n - yn (5.15)
a E n + a 1 e n- 1 + a 2 e n- 2 + a 3 e n- 3
o
(5.16)
•
• (5.19)
~1
. 1 .L21
. 1.1
()
- - - -0 - - - - - - - - - - -- - - - - -- - - - - - - - - - - - - - - - - -
~ -~-a------------------------------------
<) -+- .g
<)
<)
0
t-- .8
<)
[]
+- .7
<)
0
+- .6
0 0
IA, I --+- .s
J_ .tt
0
0 <>
}( }:( ):{
~
}:.(
0 0 5 );{
}:(
.3
}:(
):( ):( }{ :t={
)::{
):(,
}::(.
<> ~
Cl 0
}( ·it 0 0 0 0 0 []
);{ 0
0
.1
-~-Q-----------------------------------
-~
()
0 I .8
()
.7 ()
0 I
<>
.s ()
[] ()
0
0
IAJ
+I
.s
.tf
()
<>
<>
0
0
+ -3
0
0 .2 () <>
@ ):{ }(
~ (> <> <>
}::( ()
)::(
);:{ .1 () 0 0 [] [] 0
~ 0 0
)::( /'.
8 0 0
j_ I I I I I I I I I I I l I L ___ _j
t I l I Eh
.-2-0 -1.8 -1-6 -l.lf -1-2 -1-0 -.8 -.6 -.lf. -.2- o.o -2 . lf . ·b
r-
.e. 1.0. 1.2 1 • Lt 1 . [, ~
;._ . (.:..___ 2-0
H ..f:::"
\.J1
FIGURE 8. ROOT LOCI FD~ THE C~9~ACTERISTIC EQUATICN Cf CCRRECTCR (5.7)
1 -~
. 1.1
~ ~ ~ ~ ~ ~ ~ ~
~--- -------------------------------~-- ~ ------ ------ ------ - - - - - - - - - - - - - - -·
-i-- }( }( }( }( )(
.g }( }{ }( }{
0 .e
-7
[J
.5
0
I\ I .s
.tf
[J
0 -3
() [)
0 .e
0
8 ()
<> <) .1
<)
.~
()
0 .e
0
()
.7
0 ·<>
0
.6 ()
()
0 ()
[J
!Ail .s 0
.tf
0
0 .3
0
0 -2
0
0 .1
(5.21)
where
1 1
A0 n<-23 2 - lla 2 ) Bl = n<ts2 + 19a 2 )
1 1
Al 19(25 1 - 8a 2 ) B2 = n<-2 3 + 8a 2 )
(5.22)
1
A2 = A2 B3 = 57(10 - a2)
1 1
Bo -- -(41
57 3 + 10a 2 ) E6 = 570(2 81 - lla 2 ) Q
al =i6 bl = 35~
(5.23)
a2 =0 b2 -~
- 3
by equation (5.10), is
.s
0
0 .e
(>
.?
0
.ft
0
0
0
IAil .s
.tf
0
0
0 .3 ):( ~ )( ):( }:{ }:( }:(
0
}( 0
~ }(
[J )( -2
}(
}( <>
):(
}( (> []
):( [] 0 (] [J rJ
0 0
}( 0
t I I I I I I I I I t!J I I I I I I _j ____._ l I __j
CHAPTER VI
SEVENT~ORDER METHODS
Predictors
(6.1)
(6.2)
Correctors
(6.3)
52
• (6.4)
(6.6)
-----------~-------------------------- ~~~-----------------------------------·
0 .g
0
.e
<>
-7
0
<>
-5
@
IA, I .s
0 <>
·'+
[J }:( }{ }"{
);( }(
):{ ):( }(
~
}:( ~
~ ·3
}:( }(
}:(
}(
}( }( }(
):::( )( ~ [J }:(
}(
0 ·2 )( )!{ )( }( }:{
0 }:(
n ~
}(
0 [] }"{
.1 *
J _ j ___L_ ___L____L_____ L____ J
cl3 I I I I I I _L I I 1'1 f 'l--
- .lf . - . 2 0 .o . -2 . lf . .s .e 1 . 0 . 1. 2 1 .'-t l r·
•D 1 .e (J. Q
-2.0 -1 . 8 -1 . 5 -1 . Lf -1 . 2 -1 . 0 . - . 8 . - . 5
H \Jl
w
J IGURE 12. ROOT LOCI FOR THE C~iA~ACTERISTIC EQUATION OF CORRt:C~ fSQ (t~. 3) .
0
. 1-~
0 . 1.1
~ 0 -8
}:{
(>
)( ):{
.7
[}
.6
(> []
0
IAil .s
() .tt
8
[] (> -3
D <) ):{
0 }:( }:( );(
0 ){
0
-1 ){ ):(
):(
0 (> ):{
0 ):(
1 1
a
0
= n<-16 - lla 2 + 16a 3 ) bo = m<l028 + l87a 2 - 324a 3 )
1 1
al = n(27 - 27a3) bl = 1:05(196 + 209a 2 - 108a )
3
1
a2 a2 b2 = m<-52 + 187a 2 + 756a 3 ) (6. 8)
1
a3 -- a 3 b = go(l - a 2 + 27a )
3 3
1 4
b_1 = 990(281 - lla 2 + 27a )
3 E7 = m<-4o8 - 11a 2 - 25653a 3 ) •
(6. 9)
+ 7~
with coefficients
1
A0 = Tf(-297 - 11A3 ) B0 = TI(129 + 3A 3 )
1
A3 = A3 B3 = TI(- 3 + 3A3)
For the coefficients (6.8), no values were found for
the parameters a 2 and a which make corrector (6.7) stable.
3
Although stability was not achieved, for most differential
equations tried, a 2 = a = 1 worked very well.
3
The two extreme cases are shown in the examples given
below. In the first example, the differential equation is
y 1 = -y, y(O) = 1
y = e -X
yn = -2xy, y(O) = 1
1
y = -r:t? .
(7 .1)
METHOD II
(7 -3)
(7 .4)
respectiv ely.
METHOD III
This is the sixth-ord er iterative procedure developed
by the method of undetermi ned coefficie nts. The predictor
(7 -5)
-
Yn+l ~l3Y 0 + 7Yn-1 + 7 ~0 (2377P~+l + 8882y~
(7 .6)
METHOD IV
This seventh-order method uses equation (6.2) to predict
and (6.3) to correct. The predictor and corrector are derived
from the difference equations in Appendix II. The dominant
roots for this method are shown in Figure 12A, showing that
this method is stable for H > 1.36. The predictor and
corrector are
(7 -7)
(7 .8)
METHOD V
This method is very similar to method IV. The same
- 7Yu
n-3
+ y'n- 4) - ~h7y(7)(9)
22Ltv • (7. 9)
1 y' = y Y(O) 1 y ex
2 y' = -y y(O) = 1 y e -x
3 yD = X
2
y y(O) 1 y = 2 - 2x + x2 + e -x
4 yD = 1/(1
2
+ tan y) y(O) 0 y tan-1 x
1.5 6.8 78120. 11.4 0.4 3.2 o.8 1.6 0.6 o.s
2.0 14.6 180900. 27.3 0.5 7.5 1.4 2,8 1.0 1.5
2.5 30.0 381500. 59.0 o.o 17.0 2.0 6.0 2.0 3.0
3·0 61.0 766600· 119.0 4.0 32.0 6.0 14.0 6.0 6.0
3.5 116.0 1488000. 233.0 12.0 63.0 11.1 28.0 12.0 14.0
4.0 217.0 2822000. 446.0 19.0 121·0 18.0 52.0 21.0 24.0
4.5 398.0 5254000· 838.0 32.0 228.0 27.0 90.0 36.0 43.0
s.o 730.0 9648000. 1540.0 50.0 420.0 50.0 170.0 ao.o 80.0
0'\
VJ
TABLE IV: ERROR GROWTH (X107} IN THE SOLUTION OF y' = -Y, Y(Q) = 1
2.5 2.230 5807. 7.72 Oe040 1.380 1.290 Oe260 Oe83 1.120
3.0 1.610 67490. 5.78 OellO 1.ooo 0·910 o.2no Oe60 0.950
3.5 1.140 37690. 4.17 0.120 0.730 0.650 Oe140 0.42 0.150
4.0 o.aoo 90720. 2.92 Oe090 o.soo 0.460 o.1oo 0.29 1.280
4e5 0.550 97690. 2.oo 0·060 0.350 Oe330 0.060 0.21 1.020
5.0 0.369 152600. 1.36 o.047 0.236 0.218 0.044 0.14 0.275
0\
.,J::-
ERROR GROWTH CXl0-
6 ) IN THE SOLUTION OF Y1 = 2
X - y, YfO)= 1
TABLE V:
BY USING VARIOUS METHODS
1.5 1.30 16630. 1.10 0.10 0.10 0.20 o.2o 0.10 0.20
2·5 1.40 22760. 0.40 o.so 0.30 o.so 1.oo 0.60 0.30
3.0 1e50 33680. Oe20 1.oo Oe30 o.1o leOO o.ao 0.40
3.5 le60 23370. o.oo 1.oo 0.20 0·10 o.9o 0.70 0.20
4e0 1.20 40740. o.ao 1.20 o.ao lelO 1.3o 0.90 0.20
s.o 2.00 50290. 4.oo 1.oo 2.00 s.oo 5.00 4.oo 2.00
0'\
\]1
ERROR GROWTH (X 1 o-
6 ) IN THE SOLUTION OF Y1 = 1/(l+TAN YJ, Y(0) =0
TABLE VI:
1.5 0.46 5778. 6.26 0.21 1.72 0.36 0.07 0.73 0.23
2.0 0.50 6099. 3.80 o.oo 1.oo o.1o o.3o 0.30 0.20
2.5 0.60 4351. 2.40 o.oo 0.70 0.10 Oe60 o.oo o.oo
3.0 Oe60 4839. 1.80 0.20 0.70 0.30 o.6n Oe20 0.20
3.5 0.70 2723. 1.50 0.60 0.50 0.40 o.7n 0.40 0.30
4e0 o.ao 3984. le30 1.oo 0.60 o.5o o.ao o.so 0.20
4.5 0.90 1504. 1.20 1.20 0.60 o.1o 0.8() 0.70 0.10
5.0 1.00 3542. 1.20 1.70 0.60 0.90 1.01"' 0.90 o.oo
Po 196-203.
5. ------------ ------------ -----------' (1960) Stability of a
Numerical Solution of Differential Equations - Part II~
Jor. ACM 7, p. 46-56.
6. Hamming~ R. W., (1959) Stable Predictor-Co rrector Methods
for Ordinary Differentia l Equations~ Jor. ACM 6, p. 37-47.
P• 4-70o
69
APPENDIX I
2-Dr-----------------------------------------~------~
2-Dr---------------------------------------~----------
---------------------------- --------------
o.o. .2 . ·'+ .6 .a. 1.o. 1.2. 1-'+. 1.6. t.e. 2.0. 2.2
-H
.fiGURE 2A· DOMINANT ROOTS IN THE NEGATIVE H INTERVAL
FOR FIGURE 2·
71
2-Dr-----------------------------------------~---------
---------------------------- --------------·
2-Dr---------------------~------------------~------~
- .·-- - - - - - - - - - - - - - - - - : : - - - - - - - - - - - - . ! - - - - - - - - - .
IA.I 1·
2-Dr---------------------------------------~--------~
lAd t. -------------------------------------
o.o. ·2. ·'+ .5 . . a. 1.0. 1.2. 1-'+. 1-6 t-B. 2.0 2.2
-H
.FIGURE 6A· DOMINANT ROOTS IN THE NEGATIVE .H INTERVAL
fOR fiGURE 6.
75
2-Dr---------------------------------------------------~
---------------------------- --------------
2-Dr-------~--------------------------------~----------
0
79
2-Dr-------------------------------------------------~
APPENDIX II
+ 481
~
6 + ···)yll
2240 n
83
6. Yn+1 = y
0
_
5
+ h(6 - 18~ + 27~ 2 - 24~3 + ~4
3~5 41 6 -
- rov + Tl+Uv " •• ) Yn+l
i.
84
VITA