A fast method for solving second order boundary value Volterra integro-differential equations

被引：13

作者：

Shaw, RE ^{[1
]}

Garey, LE ^{[1
]}

机构：

[1] Univ New Brunswick, St John, NB E2L 4L5, Canada

来源：

INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS | 1997年 / 65卷 / 1-2期

关键词：

algorithm efficiency; difference methods; Volterra integro-differential equations; TRIDIAGONAL SYSTEMS;

D O I：

10.1080/00207169708804602

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Using finite difference methods to solve nonlinear Volterra integro-differential equations with two point boundary conditions give rise to a symmetric banded coefficient matrix. A typical method for solving systems of this form involves the LU method. In this paper the original system is modified to allow the implementation of a special fast algorithm for solving tridiagonal systems. Numerical examples are given to compare an efficient form of the LU method with the new approach.

引用

页码：121 / 129

页数：9

共 8 条

[1]

Chawla M. M., 1980, BIT (Nordisk Tidskrift for Informationsbehandling), V20, P511, DOI 10.1007/BF01933644

[2] ON THE SOLUTION OF CIRCULANT LINEAR-SYSTEMS [J].