Let be a function such that f and its partial derivatives of orders less than or equal to 3 are continuous and bounded. Let be the solution of dy/dt , where . For h > 0, denote t_j = jh. Let Y_j be an approximation of y(t_j), defined by Y_(j+1) = Y_j + ahf(t_j, Y_j) + bhf(t_(j+1), Y_j + chf, where . If there exists an M > 0 such that |y(t_(j+1)) − y(t_j) − ahf(t_j, y(t_j)) − bhf(t_(j+1), y(t_j) + chf(t_j, y(t_j)))| ≤ Mh for every h > 0, and every j with 0 ≤ (j+1)h < 1, then
Part CCSIR NET December 2024two-conditions-on-the-second-order-terms-fix-b-and-c
Two conditions on the second order terms fix b and c
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The chapter behind this: Numerical methods for ODE — free to read