In this paper the solution of initial value problems for first order system of ordinary differential equations using the TAU method is considered. The extension of the tau method combined with the idea of collocation to this class of problems yield some convenient schemes which reproduce some well-known discrete methods at the grid points. Three numerical examples, are given to illustrate the the method.
机构:
Dept. of Appl. Math./Numer. Anaysis, Vienna University of Technology, Vienna, AustriaDept. of Appl. Math./Numer. Anaysis, Vienna University of Technology, Vienna, Austria