Adams' Method
Adams' method is a numerical method for solving linear first-order ordinary differential equations of the form
| [画像: (dy)/(dx)=f(x,y). ] |
(1)
|
Let
| h=x_(n+1)-x_n |
(2)
|
be the step interval, and consider the Maclaurin series of y about x_n,
Here, the derivatives of y are given by the backward differences
etc. Note that by (◇), q_n is just the value of f(x_n,y_n).
For first-order interpolation, the method proceeds by iterating the expression
| y_(n+1)=y_n+q_nh |
(8)
|
where q_n=f(x_n,y_n). The method can then be extended to arbitrary order using the finite difference integration formula from Beyer (1987)
| int_0^1f_pdp=(1+1/2del +5/(12)del ^2+3/8del ^3+(251)/(720)del ^4+(95)/(288)del ^5+(19087)/(60480)del ^6+...)f_p |
(9)
|
to obtain
Note that von Kármán and Biot (1940) confusingly use the symbol normally used for forward differences delta to denote backward differences del .
See also
Gill's Method, Milne's Method, Predictor-Corrector Methods, Runge-Kutta MethodExplore with Wolfram|Alpha
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References
Abramowitz, M. and Stegun, I. A. (Eds.). Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables, 9th printing. New York: Dover, p. 896, 1972.Bashforth, F. and Adams, J. C. Theories of Capillary Action. London: Cambridge University Press, 1883.Beyer, W. H. CRC Standard Mathematical Tables, 28th ed. Boca Raton, FL: CRC Press, p. 455, 1987.Jeffreys, H. and Jeffreys, B. S. "The Adams-Bashforth Method." §9.11 in Methods of Mathematical Physics, 3rd ed. Cambridge, England: Cambridge University Press, pp. 292-293, 1988.Kármán, T. von and Biot, M. A. Mathematical Methods in Engineering: An Introduction to the Mathematical Treatment of Engineering Problems. New York: McGraw-Hill, pp. 14-20, 1940.Press, W. H.; Flannery, B. P.; Teukolsky, S. A.; and Vetterling, W. T. Numerical Recipes in FORTRAN: The Art of Scientific Computing, 2nd ed. Cambridge, England: Cambridge University Press, p. 741, 1992.Whittaker, E. T. and Robinson, G. "The Numerical Solution of Differential Equations." Ch. 14 in The Calculus of Observations: A Treatise on Numerical Mathematics, 4th ed. New York: Dover, pp. 363-367, 1967.Referenced on Wolfram|Alpha
Adams' MethodCite this as:
Weisstein, Eric W. "Adams' Method." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/AdamsMethod.html