Exact finite difference scheme for linear differential equation with constant coefficients

DOI10.1080/10236198.2013.771635MaRDI QIDQ2855233zbMATH OpenOpenAlexWikidataFDO

Authors Lih-Ing Wu Roeger, Ronald E. Mickens

Publication date 24 October 2013

Published in Journal of Difference Equations and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10236198.2013.771635

zbMATH Keywords

characteristic equationsexact finite difference schemeslinear differential efquations of high order

Mathematics Subject Classification ID

Linear ordinary differential equations and systems (34A30) Finite difference and finite volume methods for ordinary differential equations (65L12)

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Cites work

• Differential and Difference Equations
• Exact finite difference and non-standard finite difference schemes for dx \, dt=- x^
• Exact finite-difference schemes for first order differential equations having three distinct fixed-points
• Exact finite-difference schemes for two-dimensional linear systems with constant coefficients
• General nonstandard finite-difference schemes for differential equations with three fixed-points
• scientific article; zbMATH DE number 663936 (Why is no real title available?)
• scientific article; zbMATH DE number 2171469 (Why is no real title available?)

Cited in

(5)

• Exact finite-difference schemes for d-dimensional linear stochastic systems with constant coefficients
• A note on the exact discretization for a Cauchy-Euler equation: application to the Black-Scholes equation
• An exact finite difference scheme for a three-layer beam model
• Exact finite difference schemes for three-dimensional linear systems with constant coefficients
• Exact finite-difference schemes for two-dimensional linear systems with constant coefficients

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