CE 30125 - Lecture 20
p. 20.1
LECTURE 20
SOLUTION TO SINGLE 1ST ORDER INITIAL VALUE PROBLEMS (IVP’s)
• Solve
i.c.
•
Consider two classes of methods:
• Runge-Kutta type formulae
• single step methods
• very simple to program
• self starting (only need i.c.’s)
• Multi-step formulae
• Multi-step methods are much more efficient than single step methods (for the
same accuracy)
• Multi-step methods are not self starting
use single step method to start up and
then go over to multi-step
dy
dt
-----
f y t
=
y t
o
y
o
=

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