Exponentially fitted variants of Euler's method for ODEs

• Autores: V Kanwar, Sushil K. Tomar
• Localización: International journal of mathematical education in science and technology, ISSN 0020-739X, Vol. 39, Nº. 8, 2008, págs. 1112-1116
• Idioma: inglés
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• Resumen

  • A new class of Euler's method for the numerical solution of ordinary differential equations is presented in this article. The methods are iterative in nature and admit their geometric derivation from an exponentially fitted osculating straight line. They are single-step methods and do not require evaluation of any derivatives. The accuracy and stability of the proposed methods are considered and their applicability to stiff problems is also discussed.