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For the IVP (1.1) set
and a choose a
step size h. Let
with . Let M be
the tolerance or the number of iteration for each step Let
be the tolerance on the relative error at each
step. For k=0,1,2,..n
(a) compute
(b) for m=0,1,2...M compute
(c) Stop the iterations whenever the absolute of the
relative error
Remark: The tolerance in the number of inner iteration
has been incorporated in (6) by setting m = 0,1,2...M.
root
2006-02-16