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 1.40196404398432 6.49206685585755 6.421874997 1.40205680039718 -0.230065223 6.491690256 6.421944303 1.40198816047671 -0.229983806 1.95933724 6.49179705
41 1.05 6.49206685585755 1.39270515817184 6.56170211376614 6.491690256 1.39307358690118 -0.1303249 6.561181029 6.491797051 1.39296910607644 -0.130191881 2.03165112 6.56132509
42 1.1 6.56170211376614 1.38866620740709 6.63113542413649 6.561181029 1.38916724903538 -0.027040868 6.63060559 6.561325092 1.38902871952382 -0.026852728 2.10197516 6.63078675
43 1.15 6.63113542413649 1.39001595670690 6.70063622197184 6.63060559 1.39051408724554 0.079799397 6.700231044 6.630786754 1.39034375340449 0.080045334 2.17473778 6.7004493
44 1.2 6.70063622197184 1.39692616518698 6.77048253023119 6.700231044 1.39729658189399 0.190427201 6.770333907 6.700449305 1.39709703783923 0.190733189 2.25429409 6.77058954
45 1.25 6.77048253023119 1.40958293919252 6.84096167719081 6.770333907 1.40971426797560 0.305291464 6.841201235 6.770589538 1.40948838979826 0.30565977 2.34503069 6.84149489
46 1.3 6.84096167719081 1.42819792425672 6.91237157340365 6.841201235 1.42799469053106 0.425063416 6.913132299 6.841494887 1.42774560624594 0.425496769 2.45149475 6.91346511
47 1.35 6.91237157340365 1.45301964340843 6.98502255557407 6.913132299 1.45240476232150 0.550648285 6.986440847 6.913465111 1.45213586310986 0.551150342 2.57854496 6.98681456
48 1.4 6.98502255557407 1.48434533864466 7.05923982250630 6.986440847 1.48326289964466 0.683205048 7.061457998 6.986814562 1.48297789745906 0.68378092 2.73152442 7.06187509
49 1.45 7.05923982250630 1.52253371527325 7.13536650826997 7.061457998 1.52095236588622 0.824175372 7.138535836 7.061875089 1.52065540506783 0.824832217 2.91645634 7.13899966
50 1.5 7.13536650826997 1.56801902887092 7.21376745971351 7.138535836 1.56593630843961 0.975322874 7.218051805 7.138999659 1.56563214273933 0.976070622 3.14026373 7.21856678
51 1.55 7.21376745971351 1.62132699220645 7.29483380932384 7.218051805 1.61877503294698 1.13878392 7.300414036 7.218566777 1.61846928439352 1.139636179 3.41101254 7.30098585
52 1.6 7.29483380932384 1.68309301059581 7.37898845985363 7.300414036 1.68014611467936 1.317130975 7.386067756 7.300985849 1.67984563728812 1.31810619 3.73817254 7.38670364
53 1.65 7.37898845985363 1.75408326785385 7.46669262324632 7.386067756 1.75086798766202 1.51344907 7.475502967 7.386703642 1.75058136716647 1.51457202 4.13288022 7.47621203
54 1.7 7.46669262324632 1.83521915918529 7.55845358120558 7.475502967 1.83192765158433 1.731424672 7.56926363 7.476212028 1.83166588208553 1.732728414 4.60816823 7.57005724
55 1.75 7.55845358120558 1.92760546140247 7.65483385427571 7.56926363 1.92451304454299 1.975443705 7.667958587 7.570057236 1.92429043345206 1.976972051 5.17908942 7.66885087
56 1.8 7.65483385427571 2.03256237335032 7.75646197294322 7.667958587 2.03005035498135 2.250690441 7.772274468 7.66885087 2.02988571664565 2.252501025 5.86259961 7.77328292
57 1.85 7.75646197294322 2.15166102810941 7.86404502434869 7.772274468 2.15024592702066 2.563229717 7.882990801 7.77328292 2.15016412772714 2.565397585 6.67695072 7.88413698
58 1.9 7.86404502434869 2.28676106862208 7.97838307777980 7.882990801 2.28713116952282 2.920038378 8.000997408 7.884136976 2.28716507101519 2.922659705 7.64015581 8.00230772
59 1.95 7.97838307777980 2.44004705432694 8.10038543049614 8.000997408 2.44310653697179 3.328923033 8.127313888 8.002307724 2.44329933014681 3.332117927 8.7667738 8.12882048
60 2 8.10038543049614 2.61405729399126 8.23108829519571 8.127313888 2.62097643324625 3.79821283 8.263110476 8.128820479 2.62138421727050 3.802124844 10.0617672 8.26485197
61 2.05 8.23108829519571 2.81169336307932 8.37167296334967 8.263110476 2.82395958217707 4.336037613 8.409728502 8.264851966 2.82465375573282 4.340825179 11.5094629 8.41175047
62 2.1 8.37167296334967 3.03618989688299 8.52348245819382 8.409728502 3.05564724932070 4.948882644 8.568696968 8.411750466 3.05671572866888 4.954693484 13.0547295 8.57105159
63 2.15 8.52348245819382 3.29101078514185 8.68803299745092 8.568696968 3.31986249188637 5.638947189 8.741738777 8.571051593 3.32140781117972 5.64586075 14.5727096 8.74448291
64 2.2 8.68803299745092 3.57961828124462 8.86701391151315 8.741738777 3.62034557956059 6.399654016 8.930755623 8.744482908 3.62247646077578 6.407570275 15.8239073 8.93394586
65 2.25 8.86701391151315 3.90503592629919 9.06226570782811 8.930755623 3.96015526506924 7.208577034 9.137774108 8.933945858 3.96296646066574 7.217029185 16.3959233 9.14145705
66 2.3 9.06226570782811 4.26909965004414 9.27572069033031 9.137774108 4.34064407210489 8.017390579 9.364828049 9.141457049 4.34417828000735 8.025281053 15.6471625 9.36902355
67 2.35 9.27572069033031 4.67128100074469 9.50928474036755 9.364828049 4.75987291530081 8.739848652 9.613746506 9.369023547 4.76406139120939 8.745185284 12.6990718 9.61842266
68 2.4 9.50928474036755 5.10701251723908 9.76463536622950 9.613746506 5.21045218616040 9.242235204 9.885821909 9.618422662 5.21504302962400 9.242107461 6.57312107 9.89086439
69 2.45 9.76463536622950 5.56562140303578 10.04291643638130 9.885821909 5.67715204349892 9.346627667 10.1813628 9.890864388 5.68166235491430 9.337856657 -3.3949493 10.1865491
70 2.5 10.04291643638130 6.02837548454692 10.34433521060860 10.1813628 6.13529838242899 8.863022107 10.49920649 10.1865491 6.13906053293017 8.843842299 -16.81178 10.5042067
71 2.55 10.34433521060860 6.46777977985819 10.66772419960150 10.49920649 6.55176460584167 7.662494741 10.83637284 10.50420668 6.55413486825682 7.6347677 -31.442028 10.8408018
72 2.6 10.66772419960150 6.84984806726949 11.01021660296500 10.83637284 6.89046543940320 5.776842748 11.18811717 10.84080184 6.89115788195332 5.746806913 -43.177626 11.1916437
73 2.65 11.01021660296500 7.14081060733681 11.36725713333190 11.18811717 7.12243861943976 3.465052368 11.54857041 11.19164371 7.12175769394780 3.440540097 -47.536331 11.5510419
74 2.7 11.36725713333190 7.31764534071585 11.73313940036770 11.54857041 7.23688251925007 1.171526098 11.91187895 11.55104193 7.23558178317881 1.157003402 -42.188542 11.9133883
75 2.75 11.73313940036770 7.37830580440848 12.10205469058810 11.91187895 7.24695365392067 -0.631085889 12.27343777 11.91338835 7.24575546663872 -0.636786558 -28.467291 12.2742871
76 2.8 12.10205469058810 7.34558891381672 12.46933413627890 12.27343777 7.18653902856740 -1.615388541 12.63074549 12.27428707 7.18572580677971 -1.616369738 -10.377971 12.6313367
77 2.85 12.46933413627890 7.26159702836458 12.83241398769710 12.63074549 7.10038234249385 -1.673153001 12.98367316 12.63133669 7.09979237681556 -1.672292998 7.89899769 12.9844005
78 2.9 12.83241398769710 7.17612575766034 13.19122027558020 12.98367316 7.03374587447756 -0.869398034 13.33427371 12.9844005 7.03308105738914 -0.866715298 23.843578 13.3354679
79 2.95 13.19122027558020 7.13582244987794 13.54801139807410 13.33427371 7.02616947769010 0.655170112 13.68640115 13.3354679 7.02531090692364 0.661618988 36.8320541 13.6883278
80 3 13.54801139807410     13.68640115       13.68832781