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Dense Output

Introduction

We solve numerically an initial value problem, IVP, for a first-order system of ordinary differential equations, ODEs. That is, we approximate the solution y(t) of

$$\displaystyle{y^{{\prime}}(t) = f(t,y(t)),\qquad t_{ 0} \leq t \leq t_{F}}$$

that has given initial value y(t0). In the early days this was done with pencil and paper or mechanical calculator. A numerical solution then was a table of values, \(y_{j} \approx y(t_{j})\), for mesh points t j that were generally at an equal spacing or step size of h. On reaching t n where we have an approximation y n , we take a step of size h to form an approximation at \(t_{n+1} = t_{n} + h\). This was commonly done with previously computed approximations and an Adams-Bashforth formula like

$$\displaystyle{ y_{n+1} = y_{n} + h\left [\dfrac{23} {12}f_{n} -\dfrac{16} {12}f_{n-1} + \dfrac{5} {12}f_{n-2}\right ]. }$$
(1)

Here \(f_{j} = f(t_{j},y_{j}) \approx f(t_{j},y(t_{j})) = y^{{\prime}}(t_{j})\). The number of times the...

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Shampine, L.F., Jay, L.O. (2015). Dense Output. In: Engquist, B. (eds) Encyclopedia of Applied and Computational Mathematics. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-70529-1_107

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