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Difference Equations

In: Advanced Mathematical Methods for Scientists and Engineers I

Author

Listed:
  • Carl M. Bender

    (Washington University, Department of Physics)

  • Steven A. Orszag

    (Yale University, Department of Mathematics)

Abstract

This chapter is a summary of the elementary methods available for solving difference equations. Difference equations are used to compute quantities which may be defined recursively, such as the nth coefficient of a Taylor series or Fourier expansion or the determinant of an n × n matrix which is expanded by minors. Difference equations arise very frequently in numerical analysis where one attempts to approximate continuous systems by discrete ones.

Suggested Citation

  • Carl M. Bender & Steven A. Orszag, 1999. "Difference Equations," Springer Books, in: Advanced Mathematical Methods for Scientists and Engineers I, chapter 0, pages 36-57, Springer.
    • Handle: RePEc:spr:sprchp:978-1-4757-3069-2_2
    DOI: 10.1007/978-1-4757-3069-2_2
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