Direct Methods for Solving Difference Equations

Aleksandr A. Samarskii and Evgenii S. Nikolaev
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Aleksandr A. Samarskii: Moscow University, Department of Computational Mathematics and Cybernetics
Evgenii S. Nikolaev: Moscow University, Department of Computational Mathematics and Cybernetics

Chapter Chapter 1 in Numerical Methods for Grid Equations, 1989, pp 1-59 from Springer

Abstract: Abstract In this chapter we study the general theory of linear difference equations, as well as direct methods for solving equations with constant coefficients, which give the solution in a closed form. In Section 1 general concepts about grid equations are introduced. Section 2 is devoted to the general theory of mth order linear difference equations. In Section 3 methods for solving constant-coefficient equations are considered, and in Section 4 these methods are used to solve second-order equations. Solving grid eigenvalue problems for the simplest difference operators is discussed in Section 5.

Keywords: General Solution; Cauchy Problem; Difference Equation; Homogeneous Equation; Uniform Grid (search for similar items in EconPapers)
Date: 1989
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-0348-9272-8_1

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DOI: 10.1007/978-3-0348-9272-8_1

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