An exponential method of numerical integration of ordinary differential equations

  • Authors:
  • David A. Pope

  • Affiliations:
  • Space Technology Lab, Redondo Beach, CA

  • Venue:
  • Communications of the ACM
  • Year:
  • 1963

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Abstract

A formula for numerical integration is prepared, which involves an exponential term. This formula is compared to two standard integration methods, and it is shown that for a large class of differential equations, the exponential formula has superior stability properties for large step sizes. Thus this formula may be used with a large step size to decrease the total computing time for a solution significantly, particularly in those engineering problems where high accuracy is not needed.