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4.1.1 Euler-Cauchy Algorithm
Apply DNGF approximation
to the linear DE and find the Euler-Cauchy (EC)
formula
or
Algebraically and computationally simple, but useless:
- Only first order accuracy
- Unstable: small aberrations from the true solution tend to grow
in the course of further steps.
Apply EC to the relaxation equation
:
EC applied to the equation
, with
and : unstable for
Franz J. Vesely Oct 2005
See also: "Computational Physics - An Introduction," Kluwer-Plenum 2001