Accession Number : AD0750026

Title :   Experiments with a New Integration Algorithm.

Descriptive Note : Technical information series,

Corporate Author : GENERAL ELECTRIC CO SCHENECTADY N Y RESEARCH AND DEVELOPMENT CENTER

Personal Author(s) : Roe,G. M.

Report Date : FEB 1967

Pagination or Media Count : 18

Abstract : A new four-point, predictor-corrector integration algorithm for simultaneous differential equations has been developed. It is derived by fitting to an exponential plus a quadratic rather than by fitting to a quartic polynomial as in the usual Adams-Moulton scheme. Accuracy was improved by several orders of magnitude on a number of test problems, and when the exponential is not appropriate as a fitting function the method reduces automatically to the Adams-Moulton scheme. The stability characteristics are not changed appreciably. (Author)

Descriptors :   (*DIFFERENTIAL EQUATIONS, *NUMERICAL INTEGRATION), ALGORITHMS, COMPUTER PROGRAMMING, CURVE FITTING, EXPONENTIAL FUNCTIONS, POLYNOMIALS, ERRORS

Subject Categories : Theoretical Mathematics

Distribution Statement : APPROVED FOR PUBLIC RELEASE