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- Newsgroups: sci.math.num-analysis
- Path: sparky!uunet!seas.smu.edu!mhosea
- From: mhosea@seas.smu.edu (Mike Hosea)
- Subject: Re: references on integration methods
- Message-ID: <1992Dec30.050429.19841@seas.smu.edu>
- Sender: mhosea@seas.smu.edu
- Nntp-Posting-Host: express.seas.smu.edu
- Organization: SMU - School of Engineering & Applied Science - Dallas
- References: <92Dec28.174544.15445@acs.ucalgary.ca> <1hppagINNb5f@rave.larc.nasa.gov>
- Date: Wed, 30 Dec 1992 05:04:29 GMT
- Lines: 36
-
- In article <1hppagINNb5f@rave.larc.nasa.gov> makarand@gazelle.larc.nasa.gov (Makarand A. Kulkarni) writes:
- >
- >Lambert has recently published a book on
- >Computational Methods for Systems of Equations.
- >(1991). I do not know the publisher and location.
- >
-
- Lambert, J.D.,
- _Numerical_Methods_for_Ordinary_Differential_Systems_ (The Initial
- Value Problem), John Wiley & Sons Ltd., Baffins Lane, Chichester, West
- Sussex PO19 1UD, England, 1991.
-
- >
- >As regards the truncation errors associated with various
- >methods, here is a brief overview.
- >
- >
- >Explicit Methods
- >
- >1) Forward Euler : First order accurate
- >2) Runge-Kutta : First - Sixth order accurate
- > (depends on which particular RK is used)
-
- Runge-Kutta methods of (much) higher orders have also been derived.
-
- >3)Adams-Moulton : Fourth order accurate
-
- Adams-Moulton formulas exist for all orders.
-
- It is usually best to try to use a polished general-purpose integrator whenever
- possible. It can be replaced with something tailored to the problem later,
- if necessary. There are some good Runge-Kutta and linear multistep codes on
- Netlib (send email to netlib@ornl.gov).
- --
- Regards,
- Mike Hosea (mhosea@seas.smu.edu)
-