Simple methods for the numerical approximation of solutions to ordinary differential equations result from approximating the time derivative by difference quotients or more generally by using suitable Taylor polynomials. A statement about the error of the numerical solution follows from the consistency properties of a method with the help of a discrete Gronwall lemma.

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Single-Step Methods

  • Sören Bartels

摘要

Simple methods for the numerical approximation of solutions to ordinary differential equations result from approximating the time derivative by difference quotients or more generally by using suitable Taylor polynomials. A statement about the error of the numerical solution follows from the consistency properties of a method with the help of a discrete Gronwall lemma.