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Evaluation of convergency order for numerical integration methods

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ConvergencyOrderTest

This notebook computes the convergency order (p) according to [Richard L. Burden, J. Douglas Faires, Numerical Analysis, 2010]

RK4 and RK5(See S. Chapra e R. P. Canale. Numerical Methods for Engineers. McGraw-Hill, New York, 1998.) are tested.

Due to numerical errors, we illustrate that decreasing integration step does not necessarily yields more precise approximations.

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Evaluation of convergency order for numerical integration methods

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