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 = 0.1
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 3.13991822978083 3.0000000000 1.39918229780827 0.226650961 3.141051485 3 1.39918229780827 0.226650961 1.96035265 3.14137821
1 -0.9 3.13991822978083 1.42993554524413 3.28291178430524 3.141051485 1.43106879929318 0.414395499 3.286230342 3.14137821 1.43139552471032 0.414722401 1.7935518 3.2868903
2 -0.8 3.28291178430524 1.47755592653823 3.43066737695906 3.286230342 1.48084062013585 0.582734058 3.437228074 3.2868903 1.48149365534085 0.583239032 1.56260486 3.43821629
3 -0.7 3.43066737695906 1.53990764944418 3.58465814190348 3.437228074 1.54618995058404 0.723329599 3.595463717 3.438216295 1.54713515673784 0.723787633 1.22769639 3.59675336
4 -0.6 3.58465814190348 1.61404657996063 3.74606279989954 3.595463717 1.62378356947493 0.824028642 3.761962218 3.596753365 1.62494228342678 0.824150017 0.75415411 3.76349404
5 -0.5 3.74606279989954 1.69590875255946 3.91565367515549 3.761962218 1.70891846286969 0.869910409 3.937203616 3.763494035 1.71016416483201 0.869399457 0.12518719 3.93887831
6 -0.4 3.91565367515549 1.78010593504109 4.09366426865960 3.937203616 1.79535231324858 0.845892951 4.120968312 3.938878314 1.79652334575084 0.844561693 -0.6401589 4.12264676
7 -0.3 4.09366426865960 1.85995527108516 4.27965979576811 4.120968312 1.87548592539886 0.741180415 4.312222807 4.122646764 1.87642056110664 0.739085501 -1.4705053 4.31373916
8 -0.2 4.27965979576811 1.92789122635714 4.47244891840383 4.312222807 1.94106284799067 0.554851889 4.509103351 4.313739163 1.94165251798375 0.552369107 -2.2400434 4.51029292
9 -0.1 4.47244891840383 1.97635638580982 4.67008455698481 4.509103351 1.98441270038079 0.300463299 4.709046937 4.51029292 1.98465216750156 0.298199095 -2.7938296 4.70978349
10 -0 4.67008455698481 1.99910530132653 4.86999508711746 4.709046937 1.99999441537931 0.006684055 4.909079799 4.709783494 1.99999660572135 0.005210959 -2.9999593 4.90930922
11 0.1 4.86999508711746 1.99261001030887 5.06925608814835 4.909079799 1.98572280854905 -0.287893358 5.106212613 4.909309216 1.98567794898342 -0.288331345 -2.8053074 5.1059678
12 0.2 5.06925608814835 1.95706244400795 5.26496233254914 5.106212613 1.94351517918313 -0.544439134 5.297841935 5.105967803 1.94360909070565 -0.544035756 -2.2602203 5.29723183
13 0.3 5.26496233254914 1.89651313159035 5.45461364570818 5.297841935 1.87879836798594 -0.733700897 5.482053268 5.29723183 1.87913534325364 -0.732931368 -1.4949768 5.48123154
14 0.4 5.45461364570818 1.81802766164493 5.63641641187267 5.482053268 1.79920532453641 -0.84147487 5.657766426 5.481231544 1.79977691457423 -0.840810136 -0.6645049 5.65689443
15 0.5 5.63641641187267 1.73019358292288 5.80943577016496 5.657766426 1.71301948078258 -0.868201201 5.824727368 5.656894434 1.71372619734908 -0.86789877 0.10417491 5.82394492
16 0.6 5.80943577016496 1.64156167718655 5.97359193788361 5.824727368 1.62790142718001 -0.824440331 5.983395309 5.823944923 1.62860293850239 -0.824504996 0.73804299 5.9828057
17 0.7 5.97359193788361 1.55951355044811 6.12954329292843 5.983395309 1.55016176502362 -0.725239955 6.134785286 5.982805699 1.55072502647523 -0.725507819 1.21665677 6.13445344
18 0.8 6.12954329292843 1.48974496112411 6.27851778904084 6.134785286 1.48456263870329 -0.585601768 6.280313541 6.134453438 1.48489083054314 -0.585853415 1.55594748 6.28027258
19 0.9 6.27851778904084 1.43627746946189 6.42214553598702 6.280313541 1.43448173074232 -0.417802725 6.4216727 6.280272579 1.43452269239237 -0.417843517 1.79023781 6.421934
20 1 6.42214553598702     6.4216727       6.421934004