An exponential method of numerical integration of ordinary differential equations
- 1 August 1963
- journal article
- Published by Association for Computing Machinery (ACM) in Communications of the ACM
- Vol. 6 (8), 491-493
- https://doi.org/10.1145/366707.367592
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.This publication has 3 references indexed in Scilit:
- The numerical integration of ordinary differential equations possessing exponential type solutionsMathematical Proceedings of the Cambridge Philosophical Society, 1960
- On the Numerical Solution of Equations Involving Differential Operators With Constant CoefficientsMathematical Tables and Other Aids to Computation, 1952
- The Use of Exponential Sums in Step by Step IntegrationMathematical Tables and Other Aids to Computation, 1952