Numerical differentiation of tabulated functions with automatic choice of step-size
β Scribed by John Michael McNamee
- Publisher
- John Wiley and Sons
- Year
- 1985
- Tongue
- English
- Weight
- 746 KB
- Volume
- 21
- Category
- Article
- ISSN
- 0029-5981
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π SIMILAR VOLUMES
We introduce a variable step size algorithm for the pathwise numerical approximation of solutions to stochastic ordinary differential equations. The algorithm is based on a new pair of embedded explicit Runge-Kutta methods of strong order 1.5(1.0), where the method of strong order 1.5 advances the n
We derive the estimates of numerically stable step-size for systems of neutral delay-differential equations (NDDEs), which only need to be calculated the spectral radius of the corresponding matrices. The stable step-size for numerical integration of NDDEs can be easily selected by means of the esti