Collocation method: Difference between revisions

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where <math> y_1 = p(t_0+h) </math> is the approximate solution at <math> t = t_0+h </math>.
 
This method is known as the "trapezoidal rule." Indeed, this method can also be derived by rewriting the differential equation as
:<math> y(t) = y(t_0) + \int_{t_0}^t f(\tau, y(\tau)) \,\textrm{d}t, \, </math>
and approximating the integral on the right-hand side by the [[trapezoidal rule]] for integrals.