A Level Maths Notes: FP3 – Proof of Formulae Used to Solve Differential Equations Numerically
The Taylor series for a function expanded about a
point
is
![]()
We can derive two very useful series, evaluated at
and![]()
(1)
(2)
(1)-(2) gives
(3)
(1)+(2) gives
(4)
(3) and (4) may be used to solve second order
differential equations numerically at any point, given any two
boundary conditions
and
Write
and![]()
Then (3) becomes
and
(4) becomes
![]()
We can substitute this, with
into
the second order differential equation
to
obtain
![]()
This equation is rearranged to make
the
subject:
![]()
![]()
![]()
Given
and
and
a function
we
can find![]()