Communications in Applied Numerical Methods, volume 8, issue 12, pages 849-855

A note on recurrence relations for simulating ODEs

Kevin S Brown 1
1
 
1605 W. James Ln, # I–7, Kent, WA 98032, U.S.A.
Publication typeJournal Article
Publication date1992-12-01
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ISSN07488025, 15552047
General Engineering
Abstract
A technique is described for using Newton's identities to compute the coefficients of multi-step recurrence formulae for simulating ordinary linear differential equations of high order. This approach gives the exact root-matched recurrence formula without having to determine the complex roots of the characteristic polynomials.
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