The role of difference equations in numerical analysis

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The article gives a short survey to stability of approximations to ordinary differential equations. On few examples the authors show how important the knowledge of stability of difference equations is for selection of a proper numerical method. In the first part the authors recall the classical notion of structural stability for a difference equation, which is an approximation to the initial value problem. The stability analysis continues then for a discrete boundary value problem with a second-order singular perturbation. At the end they discuss a discrete boundary value problem as another way how to design a stable method for the solution of continuous initial value problems. They propose a criterion on roots of a characteristic polynomial that gives a description of stability regions. They conclude that some boundary value methods have larger domain of stability according to this criterion than it has been supposed from the approach of Dahlquist.



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