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NUMERICAL INITIAL VALUE PROBLEMS IN ORDINARY DIFFERENTIAL EQUATIONS C. William Gear Department of Computer Science University of Mlinois Prentice-Hall, Inc. Englewood Cliffs, New Jersey Prentice-Hall Series in Automatic Computation George Forsythe, editor ANsELONE, Collectively Compact Operator Approximation Theory and Applications to Integral Equations Axaia, Theories of Abstract Automata BATES AND DOUGLAS, Programming Language/One, 2nd Ed. BAUMANN, FELICIANO, BAUER, AND SAMELSON, Introduction to ALGOL BLUMENTHAL, Management Information Systems BORROW AND SCHWARTZ, editors, Computers and the Poliey-Making Community: Applications 10 International Relations BowLES, editor, Computers in Humanistic Research CRESS, DIRKSEN, AND ORAHAM, FORTRAN IV with WATFOR and WATFIV Daniel, The Approximate Minimization of Functionals DESMONDE, Computers and Their Uses, 2nd Es EVANS, WALLACE, AND SUTHERLAND, Simudation Using Digital Computers ike, Computer Evaluation of Mathematical Functions FORSYTHE AND MOLER, Computer Solution of Linear Algebraic Systems GAUTHIER AND PONTO, Designing Systems Programs ‘otAR, Numerical Initial Value Problems in Ordinary Differential Equations oRDON, System Simulation GREENSPAN, Lectures on the Numerical Solution of Linear, Singular and Nonlinear Differential Equations MARTMANIS AND STEARNS, Algebraic Structure Theory of Sequential Machines HEAPS, An Introduction to Computer Languages BULL, Introduction to Computing JOHNSON, System Structure in Data, Programs, and Computers Lorn, Parallelism: in Hardware and Software: An Introduction to Considerations in Real ‘and Apparent Concurrency MARTIN, Design of Real-Time Computer Systems Mantin, Future Developments in Telecommunications MaxtiN, Programming Real-Time Computer Systems MARTIN, Systems Analysis for Data Transmission MaKTIN, Telecommunications and the Computer MARTIN, Teleprocessing Network Organization MARTIN AND NORMAN, The Computerized Society MATHISON AND WALKER, Computers and Telecommunications: Issue in Public Policy MCKEEMAN, HORNING, AND WORTMAN, A Compiler Generator Missy, Computation: Finite and Infinite Machines Moone, Interval Analysis PYLYSHYN, editor, Perspectives on the Computer Revolution SALTON, The SMART Retrieval System: Experiments in Automatic Data Processing samMer, Programming Languages: History and Fundamentals STERLING AND POLLACK, Introduction 10 Statistical Data Processing stroup, Approximate Caleulation of Multiple Integrals Taviss, editor, The Computer Impact TRAUB, Irerative Methods for the Solutions of Equations vanoa, Matrix Iterative Analysis vazsonv, Problem Solving by Digital Computers with PL Programming WILKINSON, Rounding Errors in Algebraic Processes ©1971 by PRENTICE-HALL, INC. Englewood Ciifs, NJ. All rights reserved. No part of this ‘book may be reproduced in any fo of by any means without permis in writing from the publisher. (Current Printing (las digit): w9876543 13-626606-1 Library of Congress Catalog Card Number: 75-152448 Printed in the United States of America [PRENTICE-HALL INTERNATIONAL, INC., London [PRENTICE-HALL OF AUSTRALIA, PTY.» LTD., Sydney PRENTICE-HALL OF CANADA, LD., Toronto PRENTICE-HALL OF INDIA PRIVATE LiMTED., New Delhi PRENTICE-HALL OF JAPAK, INC., Tokyo