Sunday, May 4, 2014

The Nystrøm’s Method – An Example

Problem C1 (Class C: Non-linear coupling) from W.H. Enright & J.D. Pryce (Two Fortran Packages For Assessing Initial Value Methods, ACM Trans. On Mathematical Software, Vol. 13, No. 1, 1987, pp 1-27) was solved using the RK-Nystrøm’s method. The ODE’s for the IVP are:

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with initial values of 1 for all y’s. A constant step size of 1E-2 was used. The results are plotted below.

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