Topic 14.6: Stiff Differential Equations (HOWTO)

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Problem

Given the IVP

y(1)(t) = f( t, y(t) )
y(t0) = y0

approximate y(t1).

Assumptions

The function f(t, y) should be continuous in both variables.

Tools

We will use the backward divided-difference formula.

Initial Conditions

Set h = t1t0. Let y1 be the approximation of y(t1).

Process

Solve the equation

for &upsilon and set y1 = υ.

Copyright ©2005 by Douglas Wilhelm Harder. All rights reserved.