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The solution of linear differential equations

Published online by Cambridge University Press:  24 October 2008

S. C. R. Dennis
Affiliation:
Department of MathematicsThe Queen's University of Belfast
G. Poots
Affiliation:
Department of MathematicsThe Queen's University of Belfast

Extract

A number of methods are at present available for the numerical solution of linear ordinary differential equations over a restricted range of the independent variable. Of these perhaps the most commonly used are methods based on finite differences which have as their aim the construction of a table of values of the dependent variable at stated intervals of the independent variable. The appropriate method to be used depends upon the boundary conditions. Thus for second-order equations, for example, if boundary conditions occur at each end of the range of integration the relaxation method of Southwell (6) is suitable, whereas if this is not the case resort may be made to step-by-step methods or the recently proposed method of Allen and Severn(1). This method, applicable to equations of any order, brings the problem within the scope of normal relaxation methods at the expense of an increase in the order. In all such methods the accuracy attainable for a given (small) amount of labour is a worth-while consideration, and methods have been suggested by Fox (3) and Fox and Goodwin (4) for improving this by the use of comparatively large intervals of the independent variable.

Type
Research Article
Copyright
Copyright © Cambridge Philosophical Society 1955

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References

(1)Allen, D. N.De, G. and Severn, R. T.Quart. J. Mech. 4 (1951), 209.CrossRefGoogle Scholar
(2)Dennis, S. C. R. and Poots, G.Quart. J. Mech. (in the Press).Google Scholar
(3)Fox, L.Proc. Camb. phil. Soc. 45 (1949), 50.CrossRefGoogle Scholar
(4)Fox, L. and Goodwin, E. T.Proc. Camb. phil. Soc. 45 (1949), 373.CrossRefGoogle Scholar
(5)Richardson, L. F.Phil. Trans A, 226 (1927), 229.Google Scholar
(6)Southwell, R. V.Relaxation methods in theoretical physics (Oxford, 1946).Google Scholar
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