Nonstandard Finite Difference Models Of Differential Equations

By: Ronald E Mickens (Editor)

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Hardcover | 11 December 1993

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262 Pages

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22.5 x 15.9 x 2.0

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This book provides a clear summary of the work of the author on the construction of nonstandard finite difference schemes for the numerical integration of differential equations. The major thrust of the book is to show that discrete models of differential equations exist such that the elementary types of numerical instabilities do not occur. A consequence of this result is that in general bigger step-sizes can often be used in actual calculations and/or finite difference schemes can be constructed that are conditionally stable in many instances whereas in using standard techniques no such schemes exist. The theoretical basis of this work is centered on the concepts of “exact” and “best” finite difference schemes. In addition, a set of rules is given for the discrete modeling of derivatives and nonlinear expressions that occur in differential equations. These rules often lead to a unique nonstandard finite difference model for a given differential equation.

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Introduction	p. 1
Numerical Instabilities	p. 17
Nonstandard Finite-Difference Schemes	p. 68
First-Order ODE's	p. 93
Second-Order, Nonlinear Oscillator Equations	p. 120
Two First-Order, Coupled Ordinary Differential Equations	p. 144
Partial Differential Equations	p. 165
Schrodinger Differential Equations	p. 193
Summary and Discussion	p. 217
Appendix A: Difference Equations	p. 232
Appendix B: Linear Stability Analysis	p. 236
Appendix C: Discrete WKB Method	p. 239
Bibliography	p. 241
Index	p. 247
Table of Contents provided by Blackwell. All Rights Reserved.

Nonstandard Finite Difference Models Of Differential Equations

At a Glance

Hardcover

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How to return your order

Defective items

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