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Difference Equations

Carl M. Bender and Steven A. Orszag
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Carl M. Bender: Washington University, Department of Physics
Steven A. Orszag: Yale University, Department of Mathematics

Chapter Chapter Two in Advanced Mathematical Methods for Scientists and Engineers I, 1999, pp 36-57 from Springer

Abstract: Abstract This chapter is a summary of the elementary methods available for solving difference equations. Difference equations are used to compute quantities which may be defined recursively, such as the nth coefficient of a Taylor series or Fourier expansion or the determinant of an n × n matrix which is expanded by minors. Difference equations arise very frequently in numerical analysis where one attempts to approximate continuous systems by discrete ones.

Keywords: Difference Equation; Independent Solution; Inhomogeneous Equation; Linear Difference Equation; Nonlinear Difference Equation (search for similar items in EconPapers)
Date: 1999
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4757-3069-2_2

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DOI: 10.1007/978-1-4757-3069-2_2

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