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IMA Journal of Applied Mathematics 1973 12(2):155-158; doi:10.1093/imamat/12.2.155
© 1973 by Institute of Mathematics and its Applications
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A Gaussian Quadrature Method for the Numerical Solution of the Goursat Problem

J. T. DAY

Computer Science Department, Pennsylvania State University 426 McAllister Building, University Park, Penn. 16802, U.S.A.

The author considers the numerical solution of the Goursat problem by using the cartesian product Gauss two point rule. Considerable savings in time over other O(h5) methods is given. Three computational examples are considered.


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