Week 04-05: One-step, linear multi-step, Runge-Kutta, and Extrapolation methods; convergence
The extrapolated modified midpoint method is an excellent method for achieving high- order results with a rather simple second-order algorithm. This method works well for both smoothly varying problems and non-smoothly varying problems. This lesson is devoted to One-step, linear multi-step, Runge-Kutta, and Extrapolation methods and their convergence.
J. D. Hoffman, Numerical Methods for Engineers and Scientists, second ed. (Marcel Dekker, Inc, New York,.Basel, (1992))
Page No.: 471-480