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Cybernetics And Systems Analysis
International Theoretical Science Journal
UDC 517.9+518.6
V.A. Prusov,1 A.Yu. Doroshenko2

NUMERICAL METHOD TO SOLVE THE CAUCHY PROBLEM WITH PREHISTORY

Abstract. The paper is devoted to the theoretical aspects of constructing a family of single-stage multi-step methods for solving the Cauchy problem with prehistory for ordinary differential equations. The paper includes general issues related to discretization, approximation, convergence, and stability. The problem of improving the accuracy of numerical solutions is analyzed in detail. Many of the results presented in the paper go beyond its title and are suitable for the numerical solution of partial differential equations.

Keywords: ordinary differential equations, one-stage multi-step method, discretization, approximation, convergence, strong stability.



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1Taras Shevchenko National University of Kyiv, Kyiv, Ukraine,
e-mail: vitaliy@softick.com.

2National Technical University of Ukraine “Igor Sikorsky Kyiv Polytechnic Institute,” Kyiv, Ukraine,
e-mail: doroshenkoanatoliy2@gmail.com.

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