Global integration of differential equations through Lobatto quadrature

For the numerical solution of the initial value problemy=f(x,y), –1x1;y(–1)=y ₀ a global integration method is derived and studied. The method goes as follows.At first the system of nonlinear equations is solved. The matrix (A _i,k ⁽ⁿ⁾ ) of quadrature coefficients is nearly lower left triangular and the pointsx _k,n ,k=1,2,...,n are the zeros ofP _n –P _n–2, whereP _n is the Legendre polynomial of degreen. It is showed that the errors From the valuesf(x _i,n ,y _i,n ),i=1,2,...,n an approximation polynomial is constructed. The approximation is Chebyshevlike and the error at the end of the interval of integration is particularly small.