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Direct Methods for Solving Difference Equations

In: Numerical Methods for Grid Equations

Author

Listed:
  • Aleksandr A. Samarskii

    (Moscow University, Department of Computational Mathematics and Cybernetics)

  • Evgenii S. Nikolaev

    (Moscow University, Department of Computational Mathematics and Cybernetics)

Abstract

In this chapter we study the general theory of linear difference equations, as well as direct methods for solving equations with constant coefficients, which give the solution in a closed form. In Section 1 general concepts about grid equations are introduced. Section 2 is devoted to the general theory of mth order linear difference equations. In Section 3 methods for solving constant-coefficient equations are considered, and in Section 4 these methods are used to solve second-order equations. Solving grid eigenvalue problems for the simplest difference operators is discussed in Section 5.

Suggested Citation

  • Aleksandr A. Samarskii & Evgenii S. Nikolaev, 1989. "Direct Methods for Solving Difference Equations," Springer Books, in: Numerical Methods for Grid Equations, chapter 0, pages 1-59, Springer.
    • Handle: RePEc:spr:sprchp:978-3-0348-9272-8_1
    DOI: 10.1007/978-3-0348-9272-8_1
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