Powered by OpenAIRE graph
Found an issue? Give us feedback
image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/ Mathematics of Compu...arrow_drop_down
image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/
image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
zbMATH Open
Article . 1964
Data sources: zbMATH Open
Mathematics of Computation
Article . 1964 . Peer-reviewed
Data sources: Crossref
Mathematics of Computation
Article . 1964 . Peer-reviewed
Data sources: Crossref
versions View all 3 versions
addClaim

Finite Difference Schemes for Differential Equations

Finite difference schemes for differential equations
Authors: Rose, Milton E.;

Finite Difference Schemes for Differential Equations

Abstract

(1) ~~~~~L = d p(x) d + q(x) and the related variational problem for the functional b ~~~~~~~~~~b (2) Q(u) = ] (pu'2 + qu') dx - 2 fu dx viz., min Q(u) uE Q where the class Q consists of smooth functions u(x) satisfying u(a) = u(b) = 0. Following Ritz, the solution of the variational problem may be discussed within the framework of the direct methods of the calculus of variations [1] by extending Q to the class of continuous functions with piecewise smooth derivatives. For purposes of deriving finite difference equations for the boundary value problem it is usual to consider continuous piecewise linear functions which reduce (2) to an easily evaluated sum, the Euler equations for which yield the difference equations. Thus, if p = 1, this results in approximating u" by the second difference quotient (ui+l-2ui + ui_l)/Ax2. However, for problems with singular points this simple procedure may fail [10]. In this paper we illustrate certain theoretical and computational advantages which result for difference schemes by considering a canonical class of approximating functions chosen as piecewise smooth solutions of Lu = 0. In this case the resulting minimizing sequences for (2) lead, via the Euler equations for Q(u), to a system of difference equations Au' = where A = (Aij) is a symmetric, tri-diagonal matrix. We call difference equations derived in this manner patch equations. The solution, for a given subdivision of (a, b) by points xi , X2, , * Xn i iS X = (U(Xl), U(X2), u(x,)) where u(x) is the solution of Lu = f. Moreover, if K(x, y) is the Green's function for L on (a, b), so that LK = a(x - y), we also have in= K(xi, xj)Ajk = ik * Thus the structure of such difference equations parallels that of the differential equation.

Keywords

numerical analysis

  • BIP!
    Impact byBIP!
    selected citations
    These citations are derived from selected sources.
    This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    27
    popularity
    This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
    Average
    influence
    This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    Top 1%
    impulse
    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
    Average
Powered by OpenAIRE graph
Found an issue? Give us feedback
selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
27
Average
Top 1%
Average
bronze
Beta
sdg_colorsSDGs:
Related to Research communities