An efficient method for second order boundary value problems with two point boundary conditions

被引:14
|
作者
Nemani, SS [1 ]
Garey, LE [1 ]
机构
[1] Univ New Brunswick, Dept Math Stat & Comp Sci, St John, NB E2L 4L5, Canada
关键词
finite difference scheme; Toeplitz sparse matrices; circulant matrices;
D O I
10.1080/00207160212122
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
The discrete approximation to a second order boundary value problem by finite difference methods gives rise to a system with a coefficient matrix which is typically banded. Several articles discuss the solution of such systems. Here the efficient method is based on the idea of a system perturbation followed by corrections and is competitive with standard methods.
引用
收藏
页码:1001 / 1008
页数:8
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