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y
ð
n
Þ
¼ f
ð
x
y
0
y
ð
n
1
Þ
m
; ^
y
m
; ^
m
; ...; ^
Þ;
ð
x
; ^
y
m
Þ2
G
;
m
¼ 0
;
1
; ...;
s
1
;
y
ð
j
Þ
ð
x
m
Þ
¼
^
y
ð
j
m
;
y
ð
x
m
Þ
¼
^
y
m
;
j
¼
1
; ...;
n
1
;
ð
x
m
; ^
y
m
Þ2
G
Then, if the function f satis
es condition (
2.65
) and max
i
½x
i
þ
1
x
i
¼h, the
solution of this problem
y
ð
j
Þ
¼
f
y
ð
j
Þ
0
y
ð
j
Þ
1
y
ð
j
Þ
s
^
y ¼
f
y
0
; ^
y
1
; ...; ^
y
s
g;
^
; ^
; ...; ^
g;
j ¼ 1
; ...;
n
1
when h
0 tends to the solution of Eqs. (
2.63
), (
2.64
) and the estimation for the
rate of convergence is as follows:
→
e
0
1
þ
h
h
a
1
y
ð
n
l
Þ
r
y
ð
n
l
Þ
r
r
r
max
l
^
ð
a
0
Þ
þ
½
ð
1
þ
h
a
0
Þ
1
;
r ¼ 1
;
2
; ...;
s
2
a
0
where
!
a
0
¼
X
2
X
X
n
1
n
1
n
j
2
h
i
1
i
h
s
s
h
þ
Kn
þ
;
!
!
i¼1
j¼0
s¼0
"
#
a
1
¼
K
X
þ
X
n
j
2
n
1
h
n
j
1
ð
n
j
1
Þ!
N
s
þ
j
þ
1
h
s
s
!
;
M
j¼0
s¼0
;
y
0
y
ð
n
1
Þ
y
ð
s
þ
j
þ
1
Þ
r
M ¼ max
½a
;
b
f
ð
x
;
y
;
; ...;
N
s
þ
j
þ
1
¼ max
r
^
If the initial conditions are exactly given, the error estimation has the form:
Dh
2
1
l
n
1
y
ð
n
l
Þ
y
ð
n
l
Þ
r
max
^
;
r ¼ 1
; ...;
s
;
r
where
r
1
þ
he
h
1
þ
0
ð
:
5Knh
Þ þ
Kn
1
N ¼ max
1
r
s
N
j ;
D ¼ K
ð
M
þ
nD
Þ
41
þ
Kh 0
½
ð
:
5h
þ
e
h
Þ
2.12.5.3 Solution of a System of Ordinary Differential Equations
For the sake of simplicity let us con
ne ourselves to the important case of equa-
tions, having the canonical form
y
ð
m
i
Þ
i
y
ð
m
1
1
Þ
1
y
0
1
; ...;
y
ð
m
n
1
Þ
n
ð
t
Þ
¼
f
i
ð
t
;
y
1
;
; ...;
Þ;
i
¼
1
; ...;
ð
2
:
66
Þ
n
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