Abstract

The initial value problem for ordinary differential equation (ODE) is investigated when the linear parametric transformation (rotation of coordinate axes) is applied. It is shown that for transformed equation the principal term of asymptotic error expansion of numerical method can be minimized by an angle of rotation. The dependence of the optimal angle φ opt (λ)on λis plotted for the model equation dy dx = λy solved by linear multistep methods and Runge-Kutta methods.

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