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On the order of convergence of modified predictor-corrector method (CROSBI ID 143162)

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Meštrović, Mladen ; Ocvirk, Eva On the order of convergence of modified predictor-corrector method // Far East Journal of Applied Mathematics, 31 (2008), 2; 245-254

Podaci o odgovornosti

Meštrović, Mladen ; Ocvirk, Eva

engleski

On the order of convergence of modified predictor-corrector method

An explicit numerical integration method is further developed. The nethod is based on the relationship that m-step Adams-Moulton method is linear convex combination of the (m-1)-step Adams-Moulton and m-step Adams-Bashforth method with a fixed weighting coefficients. A general form is used to evaluate the recurrence expressions using the different number of previous mesh points. The analyticalupper bound of modified predictor-corrector method is given in the closed form. The expressed order of convergence is now m+2. The explicit numerical algorithm is given for modifed 3-step predictor-corrector method. Some numerical examples, for the different kind of problems, first- and second-order nonlinear initial value problems, are used to demonstrate the efficiency and the accuracy of the proposed numerical method. The calculated numerical solutions show superiority of presented modified predictor-corrector method to the standard Adams-Bashforth – Moulton predictor-corrector method.

predictor-corrector method; order of convergence

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Podaci o izdanju

31 (2)

2008.

245-254

objavljeno

0972-0960

Povezanost rada

Matematika