This paper deals with the construction of numerical methods of random initial value problems. Random linear multistep methods are presented and sufficient conditions for their mean square convergence are established. Main statistical properties of the approximations processes are computed in several
Inverse linear multistep methods for the numerical solution of initial value problems of second order differential equations
β Scribed by U.Anantha Krishnaiah
- Publisher
- Elsevier Science
- Year
- 1981
- Tongue
- English
- Weight
- 269 KB
- Volume
- 7
- Category
- Article
- ISSN
- 0377-0427
No coin nor oath required. For personal study only.
β¦ Synopsis
In this paper inverse linear multistep methods for the numerical solution of second order differential equations are presented. Local accuracy and stability of the methods are defined and discussed. The methods are applicable to a class of special second order initial value problems, not explicitly involving the first derivative. The methods are not convergent, but yield good numerical results if applied to problems they are designed for. Numerical results are presented for both the linear and nonlinear initial value problems.
π SIMILAR VOLUMES
In this paper numerical methods involving higher order derivatives for the solution of periodic initial value problems of second order differential equations are derived. The methods depend upon a parameter p > 0 and reduce to their classical counter parts as p -~ 0. The methods are periodically sta
In this paper, the solutions of initial value problems for a class of second-order linear differential equations are obtained in the exact form by writing the equations in the general operator form and finding an inverse differential operator for this general operator form.