Exact finite-difference schemes for two-dimensional linear systems with constant coefficients

DOI10.1016/J.CAM.2007.07.015MaRDI QIDQ935770zbMATH OpenOpenAlexFDO

Authors Lih-Ing Wu Roeger

Publication date 8 August 2008

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2007.07.015

zbMATH Keywords

exact finite-difference schemelinear systemnonstandard finite-difference scheme

Mathematics Subject Classification ID

Linear ordinary differential equations and systems (34A30) Numerical methods for initial value problems involving ordinary differential equations (65L05) Finite difference and finite volume methods for ordinary differential equations (65L12)

Review text

The autor presents an exact finite-difference method that can be applied to any two-dimensional linear system of first-order differential equations with constant coefficients. Table 1 gives the six possible cases of an exact finite-difference method \[ (1/\varphi)(x_{k+1}-x_k)=A(\theta x_{k+1}+(1-\theta)x_k) \] for the differential system \(x'(t)=A x(t)\), where the functions \(\varphi\) and \(\theta\) are determined by the two eigenvalues of \(A\), the step size \(h\) and each of the six Jordan canonical forms of \(A\). There is an alternative method in one case, and three special cases in another case of the Jordan canonical form.

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Cites work

• Advances in the Applications of Nonstandard Finite Difference Schemes
• Analysis of a finite-difference scheme for a linear advection-diffusion-reaction equation
• Construction of a Finite-Difference Scheme that Exactly Conserves Energy for a Mixed Parity Oscillator
• Exact finite difference scheme for second-order, linear ODEs having constant coefficients
• On the use of nonstandard finite difference methods†

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• An exact finite difference scheme for a three-layer beam model
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• Numerical solutions of FitzHugh-Nagumo equation by exact finite-difference and NSFD schemes

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