A GENERALIZED SCHEME FOR THE NUMERICAL SOLUTION OF INITIAL VALUE PROBLEMS IN ORDINARY DIFFERENTIAL EQUATIONS BY THE RECURSIVE FORMULATION OF TAU METHOD

Abstract

The generalization of the recursive form of the tau method for both overdetermined and non-overdetermined ordinary differential equations of the initial value type is the main thrust of the work reported here. This will facilitate an automation of this variant of the method and consequently an efficient utilization of the technique. Results from the numerical experiment confirm the validity and effectiveness of the derived scheme.