Finding the numerical solution of linear partial differential equations of first order with real coefficients (Q917245)

To reach numerical approximations to the solution of the Cauchy problem to a first order linear partial differential equation with constant coefficients in (N-1)-space cross a finite interval, an integral formula deduced from an operational calculus is coupled to Newton-Cotes algorithm. Some computed results seem to indicate that the algorithm is efficient enough as to have its use justified.