Nonstandard discrete approximations preserving stability properties of continuous mathematical models
DOI10.1016/J.MCM.2004.02.028zbMATH Open1112.65070OpenAlexW2030923687MaRDI QIDQ1765073FDOQ1765073
Authors: Francisco J. Solis, B. Chen-Charpentier 
Publication date: 22 February 2005
Published in: Mathematical and Computer Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.mcm.2004.02.028
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Cites Work
- Nonstandard finite difference schemes
- Title not available (Why is that?)
- On spurious asymptotic numerical solutions of explicit Runge-Kutta methods
- Discretizations of nonlinear differential equations using explicit finite order methods
- An introduction to numerical integrators preserving physical properties
- Title not available (Why is that?)
Cited In (10)
- Positive numerical solution for a nonarbitrage liquidity model using nonstandard finite difference schemes
- Non-standard Lagrange-Burman methods for the numerical integration of differential equations
- Global dynamics of a discretized SIRS epidemic model with time delay
- Attractor information for discrete dynamical systems by means of optimal discrete Galerkin bases
- A non-standard numerical approach to the solution of some second-order ordinary differential equations
- A nonstandard difference-integral method for the viscous Burgers' equation
- Nonstandard numerical schemes for modeling a 2-DOF serial robot with rotational spring-damper-actuators
- Nonstandard finite difference methods: recent trends and further developments
- A nonstandard numerical scheme of predictor-corrector type for epidemic models
- Contributions to the development of differential systems exactly solved by multistep finite-difference schemes
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