An exponential method of numerical integration of ordinary differential equations

Author:

Pope David A.1

Affiliation:

1. Space Technology Lab, Redondo Beach, CA

Abstract

A formula for numerical integration is prepared, which involves an exponential term. This formula is compared to two standard integration methods, and it is shown that for a large class of differential equations, the exponential formula has superior stability properties for large step sizes. Thus this formula may be used with a large step size to decrease the total computing time for a solution significantly, particularly in those engineering problems where high accuracy is not needed.

Publisher

Association for Computing Machinery (ACM)

Subject

General Computer Science

Reference7 articles.

1. The Use of Exponential Sums in Step by Step Integration

2. On the Numerical Solution of Equations Involving Differential Operators With Constant Coefficients

3. CODDINGTON E. AND LEVINSON N. Theory of Ordinary Differential Equations. McGraw-Hill New York (1955). CODDINGTON E. AND LEVINSON N. Theory of Ordinary Differential Equations. McGraw-Hill New York (1955).

4. DAVIS H. T. Introduction to Nonlinear Differential and Integral Equations. Dover Publications New York (1962). DAVIS H. T. Introduction to Nonlinear Differential and Integral Equations. Dover Publications New York (1962).

5. The numerical integration of ordinary differential equations possessing exponential type solutions

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