Piecewise-Analytical Approximation Methods for Initial-Value Problems of Nonlinear, Ordinary Differential Equations: Part 2

A variety of methods that provide approximate piecewise- analytical solutions to initial-value problems governed by scalar, nonlinear, first-order, ordinary differential equations is presented. The methods are based on fixing the independent variable in the right-hand side of these equations and approximating the resulting term by either its first- or second-order Taylor series expansion. It is shown that the second-order Taylor series approximation results in Riccati equations with constant coefficients, whereas the first-order one results in first-order, linear, ordinary differential equations. Both approximations are shown to result in explicit finite difference equations that are unconditionally linearly stable, and their local truncation errors are determined. It is shown that, for three of the nonlinear, first-order, ordinary differential equations studied in this paper that are characterized by growing or decaying solutions, as well as by solutions that first grow and then decrease, a second-order Taylor series expansion of the right-hand side of the differential equation evaluated at each interval’s midpoint results in the most accurate method; however, the accuracy of this method degrades substantially for problems that exhibit either blowup in finite time or quadratic approximations characterized by a negative radicand. It is also shown that methods based on either first- or second-order Taylor series expansion of the right-hand side of the differential equation evaluated at either the left or the right points of each interval have similar accuracy, except for one of the examples that exhibits blowup in finite time. It is also shown that both the linear and the quadratic approximation methods that use the midpoint for the independent variable in each interval exhibits the same trends as and have errors comparable to the second-order trapezoidal technique.