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Problems in Mathematical Analysis.pdf - pwp.net.ipl.pt

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386 Approximate Calculations [Ch. 10<br />

where<br />

f =0, 1, 2, ..., n and<br />

*i" =/(*/ + A,,<br />

To check the correct choice of the <strong>in</strong>terval h it is advisable to verify<br />

the quantity<br />

e=<br />

The fraction 6 should amount to a few hundredths, otherwise h has to be<br />

reduced.<br />

The Runge-Kutta method is accurate to the order of h 1 . A rough estimate<br />

of the error of the Runge-Kutta method on the given <strong>in</strong>terval [x , X] may<br />

be obta<strong>in</strong>ed by proceed<strong>in</strong>g from the Runge pr<strong>in</strong>c<strong>ipl</strong>e:<br />

n I<br />

R<br />

y*m<br />

Urn I<br />

where /i = 2m, y2m and ym are the results of calculations with <strong>in</strong>terval h and <strong>in</strong>terval 2/i.<br />

us<strong>in</strong>g the scheme (3)<br />

The Runge-Kutta method is also applicable for solv<strong>in</strong>g systems of diffe-<br />

rential equations<br />

15<br />

'<br />

y' = f(x, y> z). *' =

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