Numerical solution of symmetric positive differential equations

Author:
Theodore Katsanis

Journal:
Math. Comp. **22** (1968), 763-783

MSC:
Primary 65.65

MathSciNet review:
0245214

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Abstract: A finite-difference method for the solution of symmetric positive linear differential equations is developed. The method is applicable to any region with piecewise smooth boundaries. Methods for solution of the finite-difference equations are discussed. The finite-difference solutions are shown to converge at essentially the rate as , being the maximum distance between adjacent mesh-points. An alternate finite-difference method is given with the advantage that the finite-difference equations can be solved iteratively. However, there are strong limitations on the mesh arrangements which can be used with this method.

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DOI:
https://doi.org/10.1090/S0025-5718-1968-0245214-9

Article copyright:
© Copyright 1968
American Mathematical Society