To further improve the accuracy of the integration, the total integration time is broken up into small intervals (time steps or step sizes), and the integration scheme is applied to those intervals.

A health economics example illustrates the usefulness of such models. For the approximation of the likelihood function, nonlinear filtering algorithms developed in the time-series literature are ...

Numerical integration and differentiation techniques are commonly used in engineering, particularly when analyzing experimental data. Integration and differentiation of measured response signals can ...

Iterated deferred correction methods have been very widely used for the numerical solution of general nonlinear two-point boundary value problems in ordinary differential equations. However, there may ...

In order to improve a simulation designed to study the evolution of the solar system through time, numerical mathematical methods have been developed. Specifically, the methods proposed enable the ...