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