Published July 1980 | Version v1
Journal article

Compact, implicit difference schemes for a differential equation's side conditions

Creators

Description

Lynch and Rice have recently derived compact, implicit (averaged-operator) difference schemes for the approximate solution of an mth order linear ordinary differential equation under m separated side conditions. We construct here a simpler form for a compact, implicit difference scheme which approximates a more general side condition. We relax the order of polynomial exactness required for such approximate side conditions. We prove appropriate convergence rates of the approximate solution (and its first m-1 divided differences) to (those of) the solution, even, of multi-interval differential equations. Appropriate, here, means kth order convergence for schemes whose interior equations are exact for polynomials of order k+m and whose approximation of a side condition of order l is exact for polynomials of order k+l. We also prove the feasibility of shooting (and of multiple shooting) based on initial divided differences. The simplicity of the proofs is based upon the simplicity of form of the approximating side conditions, together with the crucial stability result of Lynch and Rice for their interior difference equations under divided-difference initial data

Additional details

Publishing Information

Journal Title
Math. Comput.
Journal Volume
35
Journal Issue
151
Series
Math. Comput.
Journal Page Range
733-746
ISSN
0025-5718

INIS

Country of Publication
United States
Country of Input or Organization
United States
INIS RN
11571888
Subject category
S99: GENERAL AND MISCELLANEOUS;
Descriptors DEI
BOUNDARY CONDITIONS; DIFFERENTIAL EQUATIONS; POLYNOMIALS; STABILITY
Descriptors DEC
EQUATIONS; FUNCTIONS