Adams' method is a numerical method for solving linear first-order
ordinary differential equations of the form
|
(1)
|
Let
|
(2)
|
be the step interval, and consider the Maclaurin series of
about ,
|
(3)
|
|
(4)
|
Here, the derivatives of are given by the backward
differences
etc. Note that by (◇), is just the value of .
For first-order interpolation, the method proceeds by iterating the expression
|
(8)
|
where .
The method can then be extended to arbitrary order using the finite difference integration
formula from Beyer (1987)
|
(9)
|
to obtain
|
(10)
|
Note that von Kármán and Biot (1940) confusingly use the symbol normally used for forward differences to denote backward
differences .
See also
Gill's Method,
Milne's Method,
Predictor-Corrector Methods,
Runge-Kutta Method
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References
Abramowitz, M. and Stegun, I. A. (Eds.). Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables, 9th printing.
New York: Dover, p. 896, 1972.Bashforth, F. and Adams, J. C.
Theories of Capillary Action. London: Cambridge University Press, 1883.Beyer,
W. H. CRC
Standard Mathematical Tables, 28th ed. Boca Raton, FL: CRC Press, p. 455,
1987.Jeffreys, H. and Jeffreys, B. S. "The Adams-Bashforth
Method." §9.11 in Methods
of Mathematical Physics, 3rd ed. Cambridge, England: Cambridge University
Press, pp. 292-293, 1988.Kármán, T. von and Biot,
M. A. Mathematical
Methods in Engineering: An Introduction to the Mathematical Treatment of Engineering
Problems. New York: McGraw-Hill, pp. 14-20, 1940.Press,
W. H.; Flannery, B. P.; Teukolsky, S. A.; and Vetterling, W. T.
Numerical
Recipes in FORTRAN: The Art of Scientific Computing, 2nd ed. Cambridge, England:
Cambridge University Press, p. 741, 1992.Whittaker, E. T.
and Robinson, G. "The Numerical Solution of Differential Equations." Ch. 14
in The
Calculus of Observations: A Treatise on Numerical Mathematics, 4th ed. New
York: Dover, pp. 363-367, 1967.Referenced on Wolfram|Alpha
Adams' Method
Cite this as:
Weisstein, Eric W. "Adams' Method." From
MathWorld--A Wolfram Web Resource. https://mathworld.wolfram.com/AdamsMethod.html
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