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Zbl 1153.65068
Onumanyi, P.; Fatokun, J.; Adejo, B.O.
Accurate numerical differentiation by continuous integrators for ordinary differential equations.
(English)
[J] J. Niger. Math. Soc. 27, 69-90 (2008). ISSN 0189-8965

Summary: The purpose of this paper is to examine a direct integration of the derivative initial value problem (IVP) for first and second order ordinary differential equations (ODEs). Accurate finite difference approximations are obtained for the derivative function. These are applied in the direct solution of the IVP for the general second order ODEs. Continuous output for $y$, $y'$ and $y''$ is an available option.
MSC 2000:
*65L05 Initial value problems for ODE (numerical methods)
34A34 Nonlinear ODE and systems, general
65L12 Finite difference methods for ODE
65D25 Numerical differentiation

Keywords: numerical examples; initial value problem; finite difference; numerical differentiation

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