No label defined (Q4036832)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 176996
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | No label defined |
scientific article; zbMATH DE number 176996 |
Statements
18 May 1993
0 references
\(A\)-stability
0 references
one-step scheme
0 references
linear stiff boundary value problem
0 references
first order differential equation
0 references
algebraic difference scheme
0 references
matrix square root
0 references
uniform second order convergence
0 references
numerical example
0 references
turning point problem
0 references
0.8562300801277161
0 references
0.8507671356201172
0 references
0.8051416277885437
0 references
[For the entire collection see Zbl 0755.00007.] A one-step scheme for the linear stiff boundary value problem (BVP) of the first order differential equation \(u'(x)=A(x)u(x)+g(x)\), \(x\in(0,1)\), \(u(x)\in\mathbb{R}^ n\), with non-separated boundary conditions \(B_ 0u(0)+B_ 1u(1)=b\) on the unit interval is considered. It is an algebraic difference scheme, in contrast to rational schemes, since it employs a matrix square root of the coefficient matrix of the differential equation for stabilization. The outstanding properties of this scheme are symmetry, stiff \(A\)-stability, and uniform second order convergence. The matrix square root computation is performed in a low dimensional space with much less expense. A numerical example for a turning point problem is given.
0 references
