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求解二阶线性常微分方程的一个显式差分格式
引用本文:杨韧,周钰谦.求解二阶线性常微分方程的一个显式差分格式[J].成都信息工程学院学报,2010,25(3):328-332.
作者姓名:杨韧  周钰谦
作者单位:成都信息工程学院数学学院,四川,成都,610225
摘    要:在求解常微分方程的方法中,有限差分法是使用最广泛的方法之一。考虑一个二阶线性常微分方程的边值问题,利用有限差分法,建立了一个具有二阶精度的显式差分格式。首先,通过讨论该显式差分格式的系数矩阵,证明了该显式差分格式解的存在性。然后,通过定义的3种不同范数之间的关系,证明了显式差分格式解的收敛性和稳定性。最后,通过计算机编程对实例的计算,验证了该显式差分格式的数值结果具有二阶精度,并且该显式格式数值结果绘制的图形稳定、光滑,与解析结果吻合较好。

关 键 词:计算数学  微分方程数值解法  差分格式  稳定性  收敛性

An Explicit Difference Scheme to Solve A Second Order Linear Ordinary Differential Equation
YANG Ren,ZHOU Yu-qian.An Explicit Difference Scheme to Solve A Second Order Linear Ordinary Differential Equation[J].Journal of Chengdu University of Information Technology,2010,25(3):328-332.
Authors:YANG Ren  ZHOU Yu-qian
Institution:(School of Mathematics, Chengdu University of Information Technology, Chengdu 610225, China)
Abstract:Finite difference method is the one of the most widely used methods to solve ordinary differential equations. This paper conceives a boundary value problem of a second-order linear ordinary differential equations. By using the finite difference method, an explicit difference scheme with second-order accuracy has been set up. First, by discussing the coefficient matrix of the explicit difference scheme, we obtain the existence of solutions. Then, we define three norms in this paper to prove the convergence and stability of the solution. Finally, we apply the method to a concrete example with the help of computer, which verifies that the numerical results occupy the second-order accuracy. The graphic given by the numerical results is stable, smooth and in good agreement with the analytical results.
Keywords:computational mathematics  numerical method for partial differential equation  difference scheme  stability  convergence
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