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Introduction to Scientific Computing - Tutorial 13: Recapitulation

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Numerical Integration of ODEs<br />

ẋ = f (t, x)<br />

Mid-point rule:<br />

x n+1 = x n + f (t n + h 2 , x n + h 2 f (t n, x n ))<br />

Trapezoidal rule:<br />

)<br />

x n+1 = x n + 1 2<br />

(f h (t n , x n ) + f (t n+1 , x n+1 )<br />

Read also Simpson’s rule, Lagrange interpolation<br />

1. Februar 20<strong>13</strong> Bojana Rosic <strong>Introduction</strong> <strong>to</strong> <strong>Scientific</strong> <strong>Computing</strong> Seite <strong>13</strong>

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