Extrapolation applied to the method of characteristics for a first order system of two partial differential equations

Abstract

The proceduresivp presented in this paper calculates an approximate solution of Cauchy's initial value problem for hyperbolic systems of the form (1) (see below). The discretization which proceeds along the characteristics is performed using the midpoint rule started by Euler's method. To provide an algorithm of high accuracy the numerical solution is improved by step size extrapolation. This paper contains anAlgol program completed by examples of the use and test results.