SIMPLE INTERPOLATION ALGORITHM FOR IMPROVEMENT OF NUMERICAL SOLUTION OF A DIFFERENTIAL EQUATION

被引:1
作者
LINDBERG, B [1 ]
机构
[1] ROY INST TECHNOL,DEPT COMP SCI,STOCKHOLM,SWEDEN
关键词
D O I
10.1137/0709055
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Extrapolation methods for the numerical solution of systems of differential equations give very accurate solutions on a coarse grid. An algorithm for computing accurate solutions for points not on that grid is developed. The algorithm is based on interpolation of certain functions which are constructed recursively from the successive extrapolated values. Some numerical results are presented which show the advantages of the method.
引用
收藏
页码:662 / 668
页数:7
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