Two-Step and Four-Step Adams Predictor-Corrector Method

Requires a Wolfram Notebook System
Interact on desktop, mobile and cloud with the free Wolfram Player or other Wolfram Language products.
Consider the initial value problem , with
. This Demonstration uses the two-step and four-step Adams predictor-corrector method to find the estimated solution
of this first-order ordinary differential equation. In addition, the relative error
is calculated for
selected values of
, where
(i.e., we compare Adams method's solution
with the result obtained using NDSolve,
). Finally, the Euclidean norm of the absolute error vector is given (i.e.,
).
Contributed by: Housam Binous, Ahmed Bellagi, and Brian G. Higgins (December 2013)
Open content licensed under CC BY-NC-SA
Snapshots
Details
The predictor-corrector method is a two-step technique. First, the prediction step calculates a rough approximation of the desired quantity, typically using an explicit method. Second, the corrector step refines the initial approximation in another way, typically with an implicit method.
The two-step Adams predictor-corrector method:
(predictor step: two-step Adams–Bashforth)
(corrector step: two-step Adams–Moulton)
The four-step Adams predictor-corrector method uses the four-step Adams–Bashforth and Adams-Moulton methods together:
(predictor step)
(corrector step)
The two-step and four-step Adams methods require two and four initial values to start the calculation, respectively. These later can be obtained by using other methods, for example Euler or Runge–Kutta.
Permanent Citation