A numerical integration technique for ordinary differential equations with widely separated eigenvalues

  • Authors:
  • M. E. Fowler;R. M. Warten

  • Affiliations:
  • Scientific Center, Palo Alto, California;Scientific Center, Palo Alto, California

  • Venue:
  • IBM Journal of Research and Development
  • Year:
  • 1967

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Abstract

An explicit nonlinear numerical integration method is presented for the solution of certain large systems of ordinary differential equations in which there is a large spread of time constants, the smallest one being real. The integration formulas are derived and some local truncation error data given for small steps izes. Some applications are discussed where the new technique saves considerable computation time over classical methods.