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arXiv · 1109.0703

The method of solving a scalar initial value problem with a required tolerance

Alexander Lozovskiy
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Abstract

A new numerical method for solving a scalar ordinary differential equation with a given initial condition is introduced. The method is using a numerical integration procedure for an equivalent integral equation and is called in this paper an integrating method. Bound to specific constraints, the method returns an approximate solution assuredly within a given tolerance provided by a user. This makes it different from a large variety of single- and multi-step methods for solving initial value problems that provide results up to some undefined error in the form O(h^k), where h is a step size and k is concerned with the method's accuracy. Advantages and disadvantages of the method are presented. Some improvements in order to avoid the latter are also made. Numerical experiments support these theoretical results.

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Alexander Lozovskiy. 2011-09-04. The method of solving a scalar initial value problem with a required tolerance. https://arxiv.org/abs/1109.0703

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