ON THE CONVERGENCE OF TIME-DISCRETE PROCESSES

Authors
Citation
E. Bohl, ON THE CONVERGENCE OF TIME-DISCRETE PROCESSES, Zeitschrift fur angewandte Mathematik und Mechanik, 74(10), 1994, pp. 439-448
Citations number
17
Categorie Soggetti
Mathematics,"Mathematical Method, Physical Science",Mechanics,Mathematics
ISSN journal
00442267
Volume
74
Issue
10
Year of publication
1994
Pages
439 - 448
Database
ISI
SICI code
0044-2267(1994)74:10<439:OTCOTP>2.0.ZU;2-Z
Abstract
We prove a general convergence result for a multistep time-discrete pr ocess x(t + h) - x(t) = hV (h, x(t + h), x(t), x(t - h), ..., x(t - Lh )), t = T + jh, j = 0, ..., sigma(h) - 1, x(T - kh) = z(h), k = 0, ... , L, parallel-to z(h) parallel-to sigma = O(1) under very mild conditi ons on the function V. We discuss the application to boundary value- a nd boundary layer problems. Our proof is a straight-forward argument w ithout any concepts for stability or consistency.