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A matrix difference equation is a difference equation in which the value of a vector (or sometimes, a matrix) of variables at one point in time is related to its own value at one or more previous points in time, using matrices. [1] [2] The order of the equation is the maximum time gap between any two indicated values of the variable vector. For ...
For example, consider the ordinary differential equation ′ = + The Euler method for solving this equation uses the finite difference quotient (+) ′ to approximate the differential equation by first substituting it for u'(x) then applying a little algebra (multiplying both sides by h, and then adding u(x) to both sides) to get (+) + (() +).
However, equation (3-11) is a 16th-order equation, and even if we factor out the four solutions for the fixed points and the 2-periodic points, it is still a 12th-order equation. Therefore, it is no longer possible to solve this equation to obtain an explicit function of a that represents the values of the 4-periodic points in the same way as ...
In mathematics (including combinatorics, linear algebra, and dynamical systems), a linear recurrence with constant coefficients [1]: ch. 17 [2]: ch. 10 (also known as a linear recurrence relation or linear difference equation) sets equal to 0 a polynomial that is linear in the various iterates of a variable—that is, in the values of the elements of a sequence.
The novelty of Kane Yee's FDTD scheme, presented in his seminal 1966 paper, [2] was to apply centered finite difference operators on staggered grids in space and time for each electric and magnetic vector field component in Maxwell's curl equations. The descriptor "Finite-difference time-domain" and its corresponding "FDTD" acronym were ...
The Crank–Nicolson stencil for a 1D problem. The Crank–Nicolson method is based on the trapezoidal rule, giving second-order convergence in time.For linear equations, the trapezoidal rule is equivalent to the implicit midpoint method [citation needed] —the simplest example of a Gauss–Legendre implicit Runge–Kutta method—which also has the property of being a geometric integrator.
In numerical analysis and computational fluid dynamics, Godunov's scheme is a conservative numerical scheme, suggested by Sergei Godunov in 1959, [1] for solving partial differential equations. One can think of this method as a conservative finite volume method which solves exact, or approximate Riemann problems at each inter-cell boundary. In ...
Other books on similar topics include A Treatise on the Calculus of Finite Differences by George Boole, Introduction to Difference Equations by S. Goldberg, [5] Difference Equations: An Introduction with Applications by W. G. Kelley and A. C. Peterson, An Introduction to Difference Equations by S. Elaydi, Theory of Difference Equations: An Introduction by V. Lakshmikantham and D. Trigiante ...