FINITE-DIFFERENCE SCHEMES HAVING THE CORRECT LINEAR-STABILITY PROPERTIES FOR ALL FINITE STEP-SIZES-III

Citation
Re. Mickens et I. Ramadhani, FINITE-DIFFERENCE SCHEMES HAVING THE CORRECT LINEAR-STABILITY PROPERTIES FOR ALL FINITE STEP-SIZES-III, Computers & mathematics with applications, 27(4), 1994, pp. 77-84
Citations number
18
Categorie Soggetti
Computer Sciences",Mathematics,"Computer Science Interdisciplinary Applications
ISSN journal
08981221
Volume
27
Issue
4
Year of publication
1994
Pages
77 - 84
Database
ISI
SICI code
0898-1221(1994)27:4<77:FSHTCL>2.0.ZU;2-V
Abstract
We construct a class of finite-difference schemes for two coupled firs t-order ordinary differential equations such that the difference equat ions have the correct linear stability properties for all finite value s of the step-size. The differential equations considered are assumed to have only a single (real) fixed-point. A major consequence of such schemes is the absence of elementary numerical instabilities. Illustra tions of such schemes are given for the Duffing and van der Pol equati ons.