ODE Taylor methods
Example: y' = cos(t) - sin(y) + t^2, with y(-1) = 3, t in [-1,1]
Try various degree methods, with h = 0.05
n=1 (Euler) n=2 n=3
i ti wi y'(ti,wi) w(i+1) wi y'(ti,wi) y''(ti,wi) w(i+1) wi y'(ti,wi) y''(ti,wi) y'''(ti,wi) w(i+1)
0 -1 3.00000000000000 1.39918229780827 3.06995911489041 3.0000000000 1.39918229780827 0.226650961 3.070242429 3 1.39918229780827 0.226650961 1.96035265 3.07028327
1 -0.95 3.06995911489041 1.41261079800698 3.14058965479076 3.070242429 1.41289338799484 0.322714001 3.14129049 3.070283269 1.41293412482163 0.322758747 1.8824956 3.14137264
2 -0.9 3.14058965479076 1.43060696963980 3.21212000327275 3.14129049 1.43130780517796 0.414634649 3.213374174 3.141372643 1.43138995728722 0.414716832 1.79355763 3.2134979
3 -0.85 3.21212000327275 1.45295204167638 3.28476760535657 3.213374174 1.45420303881989 0.501738599 3.286711499 3.213497902 1.45432644787723 0.501848774 1.68861553 3.28687672
4 -0.8 3.28476760535657 1.47939300341723 3.35873725552743 3.286711499 1.48131673652226 0.583102302 3.361506214 3.286876715 1.48148021381006 0.583228646 1.562631 3.36171232
5 -0.75 3.35873725552743 1.50963103041046 3.43421880704796 3.361506214 1.51233413492185 0.657550308 3.437944859 3.361712316 1.51253526907642 0.657678562 1.41059598 3.43819057
6 -0.7 3.43421880704796 1.54330991890397 3.51138430299316 3.437944859 1.54687556384921 0.723662049 3.516193214 3.438190566 1.54711055114642 0.723775736 1.2277716 3.51647639
7 -0.65 3.51138430299316 1.58000497170785 3.59038455157855 3.516193214 1.58448461715978 0.779793117 3.596392187 3.516476391 1.58474814224082 0.779874105 1.01003331 3.59670968
8 -0.6 3.59038455157855 1.61921299991182 3.67134520157414 3.596392187 1.62461784819777 0.824116468 3.678653225 3.596709683 1.62490304905406 0.824145978 0.75432595 3.67900073
9 -0.55 3.67134520157414 1.66034434444028 3.75436241879615 3.678653225 1.66663712244350 0.854688911 3.763053442 3.679000733 1.66693567683014 0.854648983 0.45921727 3.7634254
10 -0.5 3.75436241879615 1.70271805424603 3.83949832150845 3.763053442 1.70980600616403 0.869547097 3.849630676 3.763425396 1.71010837498281 0.869422494 0.125515 3.85002021
11 -0.45 3.83949832150845 1.74556154438943 3.92677639872792 3.849630676 1.75329173077619 0.866834835 3.938378806 3.850020207 1.75358758472145 0.866615241 -0.2431163 3.93877779
12 -0.4 3.92677639872792 1.78801614233074 4.01617720584446 3.938378806 1.79617427494061 0.844959572 4.029243719 3.938777791 1.79645311166768 0.844641819 -0.6396349 4.02964292
13 -0.35 4.01617720584446 1.82914984815379 4.10763469825215 4.029243719 1.83746387051526 0.802770378 4.122120376 4.029642923 1.83771580016668 0.802360321 -1.0533196 4.12250972
14 -0.3 4.10763469825215 1.86797831693084 4.20103361409869 4.122120376 1.87612769714324 0.739743235 4.21685144 4.122509719 1.87634433647654 0.739256806 -1.4698198 4.21722039
15 -0.25 4.20103361409869 1.90349446895350 4.29620833754637 4.21685144 1.91112565559789 0.656153003 4.313227914 4.217220386 1.91130103121642 0.655615988 -1.8716729 4.31356596
16 -0.2 4.29620833754637 1.93470623734441 4.39294364941359 4.313227914 1.94145394372337 0.553206663 4.410992119 4.313565964 1.94158527279083 0.552652904 -2.2393509 4.41128939
17 -0.15 4.39294364941359 1.96068083031843 4.49097769092951 4.410992119 1.96619383447495 0.433111404 4.5098432 4.411289391 1.96628203859674 0.432579392 -2.5528063 4.51009103
18 -0.1 4.49097769092951 1.98059265767919 4.59000732381347 4.5098432 1.98456179932775 0.299055247 4.609445109 4.510091033 1.98461162427495 0.29858346 -2.793376 4.60963665
19 -0.05 4.59000732381347 1.99377096740629 4.68969587218378 4.609445109 1.99595621784907 0.155087909 4.70943678 4.609636649 1.99597588259073 0.154709642 -2.9457885 4.70956746
20 3E-16 4.68969587218378 1.99974252246996 4.78968299830728 4.70943678 1.99999564225977 0.005904379 4.809443943 4.709567459 1.99999601951163 0.005643024 -2.9999522 4.80951181
21 0.05 4.78968299830728 1.99826456470550 4.88959622654256 4.809443943 1.99654412347245 -0.143449612 4.909091837 4.809511815 1.99653754417662 -0.143583846 -2.9522034 4.90909771
22 0.1 4.88959622654256 1.98934400621608 4.98906342685336 4.909091837 1.98572045601824 -0.287916341 5.008017964 4.909097708 1.98571930853864 -0.28792755 -2.8057703 5.00796531
23 0.15 4.98906342685336 1.97324023575749 5.08772543864124 5.008017964 1.96789016035049 -0.422766411 5.105884014 5.007965311 1.96790549922685 -0.422671757 -2.5703628 5.1057787
24 0.2 5.08772543864124 1.95045091167066 5.18524798422477 5.105884014 1.94364122004738 -0.543897672 5.202386203 5.105778697 1.94368159566922 -0.543724089 -2.260969 5.20223602
25 0.25 5.18524798422477 1.92168226424704 5.28133209743712 5.202386203 1.91374658738320 -0.648057957 5.29726346 5.202236018 1.91381725819423 -0.647837599 -1.8960918 5.29707758
26 0.3 5.28133209743712 1.88780732188966 5.37572246353160 5.29726346 1.87911788071543 -0.732971286 5.39030314 5.297077582 1.87922048874630 -0.732736672 -1.495746 5.39009152
27 0.35 5.37572246353160 1.84981674420060 5.46821330074163 5.39030314 1.84075530106205 -0.797363877 5.4813442 5.390091524 1.84088800278893 -0.797143655 -1.0795402 5.481117
28 0.4 5.46821330074163 1.80876739241787 5.55865167036253 5.4813442 1.79969857999570 -0.840901379 5.570278002 5.481117004 1.79985655014350 -0.840717332 -0.6651026 5.57004508
29 0.45 5.55865167036253 1.76573340034163 5.64693834037961 5.570278002 1.75698290457024 -0.864059137 5.657047074 5.570045079 1.75715908521069 -0.863924689 -0.2670013 5.65681756
30 0.5 5.64693834037961 1.72176351248956 5.73302651600409 5.657047074 1.71360252095897 -0.867951864 5.74164226 5.656817564 1.71378847608990 -0.867872007 0.10380609 5.74142431
31 0.55 5.73302651600409 1.67784711777091 5.81691887189263 5.74164226 1.67048338611367 -0.854148371 5.824098744 5.741424311 1.67067013752612 -0.854120678 0.44004931 5.82389933
32 0.6 5.81691887189263 1.63489002362038 5.89866337307365 5.824098744 1.62846504962287 -0.824492412 5.904491381 5.823899335 1.62864380267778 -0.824508714 0.73786227 5.90431626
33 0.65 5.89866337307365 1.59369982167564 5.97834836415743 5.904491381 1.58829104759920 -0.780944321 5.982929753 5.904316261 1.58845375415106 -0.780992636 0.99627315 5.98278346
34 0.7 5.97834836415743 1.55497982710099 6.05609735551248 5.982929753 1.55060652477686 -0.725451528 6.059553265 5.982783464 1.55074626590300 -0.725517905 1.21659106 6.05943923
35 0.75 6.05609735551248 1.51933006618704 6.13206385882183 6.059553265 1.51596154587216 -0.65985043 6.134526529 6.059439225 1.51607274406378 -0.659920507 1.40178698 6.13444717
36 0.8 6.13206385882183 1.48725360331973 6.20642653898782 6.134526529 1.48481854663898 -0.585798007 6.208035209 6.134447166 1.48489703403466 -0.58585817 1.55593523 6.20799211
37 0.85 6.20642653898782 1.45916656033932 6.27938486700479 6.208035209 1.45756252889307 -0.504729051 6.280282424 6.20799211 1.45760550588530 -0.504767189 1.68375173 6.2802765
38 0.9 6.27938486700479 1.43541039929696 6.35115538696964 6.280282424 1.43451284759743 -0.417833713 6.351485774 6.280276504 1.43451876693949 -0.417839608 1.79024202 6.35151744
39 0.95 6.35115538696964 1.41626533377393 6.42196865365833 6.351485774 1.41593571333103 -0.326049864 6.421874997 6.35151744 1.41590412125617 -0.326015285 1.88045598 6.4219443
40 1 6.42196865365833     6.421874997       6.421944303