By Arnold I. Dumey
Communications of the ACM,
September 1963,
Vol. 6 No. 9, Page 515
10.1145/367593.367599
Comments
A formula for numerical integration is prepared, which involves an exponential term. This formula is compared to two standard integration methods, and it is shown that for a large class of differential equations, the exponential formula has superior stability properties for large step sizes. Thus this formula may be used with a large step size to decrease the total computing time for a solution significantly, particularly in those engineering problems where high accuracy is not needed.
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