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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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