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A second order predictor.

In Taylor's theorem let Y be the state vector tex2html_wrap_inline3477, and use it to estimate to 2nd order, the value of tex2html_wrap_inline3485 given tex2html_wrap_inline3479, tex2html_wrap_inline3489 and tex2html_wrap_inline3491. Call the value we obtain in this way tex2html_wrap_inline3493 to indicate that it is the result of the predictor step.


equation1759
Where for some tex2html_wrap_inline3495 in tex2html_wrap_inline3497...
equation1763

As the differential equations only give us the value of the first derivative in terms of time and value of the state variable, we need an estimate of the second derivative. Now use Taylor's theorem again to estimate the value of tex2html_wrap_inline3491 using tex2html_wrap_inline3489 and tex2html_wrap_inline3503. Note that this time we use tex2html_wrap_inline3505 in Taylor's theorem.
equation1765
Where for some tex2html_wrap_inline3507 in tex2html_wrap_inline3509...
equation1767

Which we can solve for tex2html_wrap_inline3511...
equation1771

Now define tex2html_wrap_inline3513.

Inserting this into the predictor...

Predictor


equation1791

Where...
equation1795
Which is...
equation1799


John Carter
Tue Jun 17 09:50:07 SAT 1997