Runge-kutta method, Bogacki-shampine 3( 2) formula – Texas Instruments PLUS TI-89 User Manual

Page 590

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Appendix B: Reference Information 573

8992APPB DOC TI-89/TI-92 Plus:8992appb doc (English) Susan Gullord Revised: 02/23/01 1:54 PM Printed: 02/23/01 2:24 PM Page 573 of 34

The Bogacki-Shampine 3(2) formula provides a result of 3rd-order
accuracy and an error estimate based on an embedded 2nd-order
formula. For a problem of the form:

y

' =

ƒ

(

x

, y

)

and a given step size h, the Bogacki-Shampine formula can be
written:

F

1

=

ƒ

(

x

n

, y

n

)

F

2

=

ƒ

(

x

n

+ h

1

2

, y

n

+ h

1

2

F

1

)

F

3

=

ƒ

(

x

n

+ h

3

4

, y

n

+ h

3

4

F

2

)

y

n+1

= y

n

+ h

(

2

9

F

1

+

1

3

F

2

+

4

9

F

3

)

x

n+1

= x

n

+ h

F

4

=

ƒ

(

x

n+1

, y

n+1

)

errest

= h

(

5

72

F

1

ì

1

12

F

2

ì

1

9

F

3

+

1

8

F

4

)

The error estimate errest is used to control the step size
automatically. For a thorough discussion of how this can be done,
refer to Numerical Solution of Ordinary Differential Equations by
L. F. Shampine (New York: Chapman & Hall, 1994).

The

TI

-89 / TI-92 Plus

software does not adjust the step size to land on

particular output points. Rather, it takes the biggest steps that it can
(based on the error tolerance

diftol

) and obtains results for

x

n

 x  x

n+1

using the cubic interpolating polynomial passing through

the point

(

x

n

, y

n

)

with slope F

1

and through

(

x

n+1

, y

n+1

)

with slope F

4

.

The interpolant is efficient and provides results throughout the step
that are just as accurate as the results at the ends of the step.

Runge-Kutta Method

For Runge-Kutta integrations of ordinary differential equations,
the

TI

-

89 / TI

-

92 Plus

uses the Bogacki-Shampine 3(2) formula

as found in the journal

Applied Math Letters, 2 (1989), pp. 1–9.

Bogacki-Shampine
3(2) Formula

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