3.10 On High precision. Using Taylor to solve ODE
From: Robert Israel (israel@math.ubc.ca)
Subject: Re: given precision in Maple
Newsgroups: comp.soft-sys.math.maple
Date: 2003-07-16 20:19:06 PST
Set Digits:= n and all calculations from this point will be done with n
digits. Mathematical functions will be correct to n digits as well (to
the extent this is practical).
If you want high-accuracy numerical ODE solutions, on the other hand,
it's not so simple. I think the best way is using the taylorseries
method. For example, consider the problem y' = y^2, y(1) = 1, where
the exact solution y = 1/(2-x) has y(1.9) = 10.
> Digits:= 30:
sol:= dsolve({D(y)(x)=y(x)^2, y(1) = 1}, y(x), numeric,
method=taylorseries, abserr=1e-25):
sol(1.9);
[x = 1.9, y(x) = 9.99999999999999999999999797691]
> 10 - eval(y(x),%);
-23
0.202309 10
The other methods (in particular the default rkf45) do not give results
anywhere near this good.