GENERALIZED EULER PROCESS FOR SYSTEMS OF NONLINEAR DIFFERENTIAL EQUATIONS

  • Yu, Dong-Won (Department of Mathematics, Chung-Ang University)
  • Published : 2000.09.01

Abstract

Euler method is generalized to solve the system of nonlinear differential equations. The generalization is carried out by taking a special constant matrix S so that exp(tS) can be exactly computed. Such a matrix S is extracted from the Jacobian matrix of the given problem. Stability of the generalized Euler process is discussed. It is shown that the generalized Euler process is comparable to the fourth order Runge-Kutta method. We also exemplify that the important qualitative and geometric features of the underlying dynamical system can be recovered by the generalized Euler process.

Keywords

References

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