Conference 5 Milne's Method

Conference 5
Milne's Method
Time Stepping Techniques for an IVP
1. Milne's Method
Use the quadratic interpolant to y
0
(t) = f(t, y(t)) at tn, tn−1, tn−2 to obtain the formula (for n ≥ 3)
yn+1 = yn−3 +
4h
3

2y
0
n − y
0
n−1 + 2y
0
n−2


+ O(h
5
)
Time Stepping Techniques for an IVP