Milne-Simpson's Method for O.D.E.
's
5. Milne-Simpson's Method for O.D.E.'s
The methods of Euler, Heun, Taylor and Runge-Kutta are called single-step methods because they use
only the information from one previous point to compute the successive point, that is, only the initial
point is used to compute and in general is needed to compute . After
several points have been found it is feasible to use several prior points in the calculation. The Milne-
Simpson method uses in the calculation of . This method is not self-
starting; four initial points , , , and must be given in advance in
order to generate the points .
A desirable feature of a multistep method is that the local truncation error (L. T. E.) can be determined
and a correction term can be included, which improves the accuracy of the answer at each step. Also, it
is possible to determine if the step size is small enough to obtain an accurate value for , yet large
enough so that unnecessary and time-consuming calculations are eliminated. If the code for the
subroutine is fine-tuned, then the combination of a predictor and corrector requires only two function
evaluations of f(t,y) per step.
Theorem (Milne-Simpson's Method) Assume that f(t,y) is continuous and satisfies a Lipschits
condition in the variable y, and consider the I. V. P. (initial value problem)
with , over the interval .
The Milne-Simpson method uses the formulas , and
the predictor , and
the corrector for
as an approximate solution to the differential equation using the discrete set of points .
Remark. The Milne-Simpson method is not a self-starting method. Three additional starting values
must be given. They are usually computed using the Runge-Kutta method.
Theorem (Precision of the Milne-Simpson Method) Assume that is the solution to the I.
V.P. with . If and is the sequence
of approximations generated by Milne-Simpson method, then at each step, the local truncation error is of
the order , and the overall global truncation error is of the order
, for .
The error at the right end of the interval is called the final global error
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Milne-Simpson's Method for O.D.E.'s
Example 1. Solve the I.V.P. .
Solution 1.
Example 2. Solve with over .
Solution 2.
Example 3. Solve the I.V.P. .
Solution 3.
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Milne-Simpson's Method for O.D.E.'s
Example 1. Solve the I.V.P. .
Solution 1.
Compute the Milne-Simpson solution based on 25 subintervals and plot the results.
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Milne-Simpson's Method for O.D.E.'s
Example 2. Solve with over .
Solution 2.
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Milne-Simpson's Method for O.D.E.'s
Example 3. Solve the I.V.P. .
Solution 3.
Compute the Milne-Simpson solution based on 50 subintervals and plot the results.
Compute the Milne-Simpson solution based on 100 subintervals and plot the results.
Observe that one fewer subinterval is computed for this case.
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Milne-Simpson's Method for O.D.E.'s
Compute the Milne-Simpson solution based on 200 subintervals and plot the results.
Observe that four fewer subintervals are computed for this case.
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Milne-Simpson's Method for O.D.E.'s
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