A new approach to the discretization of Chaplygin's method

DOI10.1007/BF02697873MaRDI QIDQ1297752zbMATH OpenOpenAlexFDO

Authors V. Pereyra

Publication date 14 September 1999

Published in Acta Mathematica Hungarica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02697873

zbMATH Keywords

Cauchy problemChaplygin methoderror boundEuler-MacLaurin formulafinite differences

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Numerical methods for initial value problems involving ordinary differential equations (65L05) Finite difference and finite volume methods for ordinary differential equations (65L12) Error bounds for numerical methods for ordinary differential equations (65L70)

Review text

An alternative is suggested to improve the so-called Chaplygin method for solving the Cauchy problem \(dy/dx=f(x,y)\), \(y(a)=y_0\). The accuracy of the method is increased by augmenting the trapezoidal rule with several members of the Euler-MacLaurin formula. It is shown that when all the derivatives so involved are approximated by finite differences of order \(2m+1\), then the accuracy of the Chaplygin method turns to be of order \(O(h^{2m+2})\).

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Cites work

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(7)

• On Chaplygin's method for solving the Cauchy problem for O. D. E
• A family of Chaplygin-type solvers for Itô stochastic differential equations
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• Aveiro Discretization Method in Mathematics: A New Discretization Principle
• Accuracy evaluation for a number-analytic method applied to a Chaplygin problem

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