20、数值求解微分方程：初值问题与两点边值问题

数值求解微分方程：初值问题与两点边值问题

1. 初值问题求解方法

1.1 中点法与Richardson外推

中点法在求解初值问题时，存在一定的局限性，其在初始值和最终值之间的点的解无法通过Richardson外推进行细化，导致结果仅在最后一点可用。为解决这一问题，引入了Bulirsch - Stoer方法。

以下是中点法结合Richardson外推的代码示例：

kMax = 51
n = len(y)
r = zeros((kMax,n),dtype=float)
# Start with two integration steps
nSteps = 2
r[1] = midpoint(F,x,y,xStop,nSteps)
r_old = r[1].copy()
# Increase the number of integration points by 2
# and refine result by Richardson extrapolation
for k in range(2,kMax):
    nSteps = 2*k
    r[k] = midpoint(F,x,y,xStop,nSteps)
    richardson(r,k)
# Compute RMS change in solution
e = sqrt(sum((r[1] - r_old)**2)/n)
# Check for convergence
if e < tol: return r[1]
r_old = r[1].copy()
print "Midpoint method did not conv