Okay, so we're going to fit this, so

here's the big approximation.

No longer exact, but if we do this right,
we can maybe do something with it.
These by the way are called Adam's
Methods.
Generically when you cast it in terms of
cynical formulation.
So let me talk to you about one class
first, which is called Adams-Bashforth.
What Adams-Bashforth does, it says tell
you what, how about we do the following.
We will only use current time points and
pass points to approximate that peak.
You have to figure out how to proximate
that function P.
So, how about we just make that as a rule?
I can use the current point and past
points.
Presumably, I know these things, right?
So, part of the iteration is, the future
is what it is now or in the past, plus
something.
That's it, okay?
So let's say, for instance, the easiest
thing to do is say, how about P(t, y).
Now, if this isn't your favorite
polynomial to start with, then we need to
talk but, think about it for a minute.
Let's just do the following.
That's the simplest polynomial ever,
constant.
Now I love to integrate constants.
I don't know about you, but I just take
them out of the integral, and I got a DT
left and its just so awesome.
If you gave me like a whole 100 of them to
do, I could just whip them out.
Love that.
Okay.
Now if we do this what constants should we
pick?
Well, how bout we pick.
Y then?
Sorry, solution, so it is, sorry.
We'll pick this to be this following
constant.
We'll evaluate the polynomial.
It's constant, just make it the value of F
at the current time.
Okay so there's my constant.
I fixed the time.
I fixed the current time and I just plug
this here in to here.
Now this is a constant, it comes out.
I just got to a t, I have a delta t left.
When I just push this in here and I
integrate lower nb whole.
Here is what I get.
The way formula, same thing I got before.

Great, so in some sense there's a sanity

check that goes on here.
Which is like hey, I've got something I
already know.
Alright, so let's get a little more
sophisticated.
My claim here is the higher polynomial
pick, and this, by the way, happens also
with the fourth-order Runge-Kutta.
The higher, the more complicated
polynomials you pick, the more accurate a
representation of the solution you get.
And we are actually very interested in
accuracy, and so we could say, well, let's
do something a little bit more fancy than
this.
So, you might want to say okay, so let's
pick something that looks like this, then.
A line, after the constant, if you are
forced to pick a polynomial to work with,
pick a line, okay?
Alright cuz I can still integrate a line.
You integrate T, you get T squared over
two, okay?
>> [laugh] >> Okay, after that it gets
really hard.
Okay.
But I like the constant, and so here's
going to be my line.
Let me tell you what my line looks like.
Remember, Adams-Bashforth, I can only use
current time points and pass points, so my
line is going to look like the following.
I'll explain where I got my line in a
minute.
I made up a line, that at time t of n, it
goes through the current point, y of n.
And at time t of n-1, it went through y of
n-1.
This kind of makes sense, right, because
my solution was at y of n-1 and then it
was y of n.
And maybe, others draw that line between
these things.
It goes, so this line here goes through y
of n-1, y of n, and let's try to make it
go through y of n+1.
Now, I have to throw this in.
Remember, this is the constant, this is a
fancy looking constant.
There's the only thing I got to work,
worry about that t right there.
And I integrate that, and, remember, I get
t squared of two.
We just throw that in there, and I
integrate, collect terms.
What do you get?
I can get something a little fancier.
We will write right here.
Y of m plus one.

I'll write it and then I'll explain it.

There, the solution in the future.
It is what it is right now plus a little
bit of something and what is this little
bit of something?
Well, it's three of the current solution,
evaluation of the derivative at the
current time, minus the derivative, one
time ago.
This is the formula times delta t that
gives me predictions for the future.
Turns out this, if this, the accuracy of
this is, this is a second order scheme so
this here is first order.
So your error is going to be, globally.
It's called, delta t.
This is delta t squared so by doing that
little extra, I drop my error a whole
order of magnitude smaller in respect to
delta t.
Okay?
Now, the problem with this is, this
Adams-Bashforth scheme is that now,
whenever I do iteration, I have to use the
current time and a past time.
Alright?
So past, present, future.
So that's fine, but what happens if I just
give you an initial condition?
I say, here's the solution at time zero.
How do you start the scheme off?
It requires two slices of time.
There.
So you can't see two from there.
There.
Two.
Okay.
Two slices of time.
That means, what you got to do, at least
at first, is do what's called a bootstrap.
Which means you gotta get yourself a
second slice of time.
And then, once you have two slices of
time, you can just motor on the way, all
the way forward.
Okay.
These are Adams-Bashforth.
We talked about Adams-Moulton.
I'll illustrate one example with
Adams-Moulton.
Adams-moulton has the following rule.
You are allowed to use the future points,
the current point, and the past points.
Okay this one only allows you to use the
current and past.
This allows you to use the future.
Now this is an interesting concept so I'm
going to come back again and just say well
what's my simplest constant I can pick?
Well, how about the following constant.

Since I have to use the future points,

what I'll use is use, evaluate this
function F in the future.
Now, plug that in.
Here's what I'm going to get, y of m plus
one is equal to y of n, plus delta t, f
of.
Now at first this would seem just silly
and dumb.
Because you say, my future, is what it is
now, plus a little bit of my future, which
I don't know.
Right?
This is kind of doesn't make sense to you.
Why do people come up with these schemes?
The reason people come up with these
schemes, it's called an implicit scheme
because you have your future in it.
You know you, you're trying to solve for
this but it's all wrapped up here
implicitly.
The reason people like this, these schemes
typically have unbelievable stability
properties when it comes to the iteration
scheme, okay?
This is why people like these schemes.
They're not going to go away because
people will do a lot to get that stability
scheme, okay?
Final comment.
This is a problem.
So, the final comment I want to make about
this is when you go to the future, using
the future, you want to get the power of
the implicit scheme, but without having
this problem of figuring out, well, I
don't know what the future is.
So people have come up with a called
predictor-corrector methods.
Here's how predictor-corrector works.
There's just a simple example there at the
end of the notes, we're now going to get
to.
But what it does it says, the problem is I
don't know that.
So what I can do is I can say well, let me
take my oiler technique which predicts my
future so what I'll do is I'll first
predict my future.
So let's call this y of p.
Now, I don't want to keep using this
scheme cuz it's unstable, often.
But what I can do is predict this future
point.
And what I'll do is use that value of
predictor point in here then to correct my
future.
It's kind of like Terminator.
>> [laugh] >> Okay?
This is like the correction stage.

I don't know how many correctors there are

cuz now we're on Terminator four, right?
And we really don't know the future
anymore I think.