Experiments with a New Integration Algorithm.
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GENERAL ELECTRIC CO SCHENECTADY N Y RESEARCH AND DEVELOPMENT CENTER
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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
- Theoretical Mathematics