Accession Number : AD0612478

Title :   THE DIFFERENCE CORRECTION METHOD FOR NON-LINEAR TWO-POINT BOUNDARY VALUE PROBLEMS,

Corporate Author : STANFORD UNIV CALIF SCHOOL OF HUMANITIES AND SCIENCES

Personal Author(s) : Pereyra,Victor

Report Date : 25 FEB 1965

Pagination or Media Count : 42

Abstract : The numerical solution of non-linear two-point boundary value problems is discussed. It is shown that for a certain class of finite difference approximations the a posteriori use of a difference correction raises the order of the approximation by at least two orders. The difference correction itself involves only the solution of one system of linear equations. If Newton's method is used in the early stage, then it is shown that the matrices in both processes are identical, which is a useful feature in coding the method for an automatic computer. Several numerical examples are given. (Author)

Descriptors :   (*BOUNDARY VALUE PROBLEMS, NUMERICAL ANALYSIS), (*NUMERICAL ANALYSIS, BOUNDARY VALUE PROBLEMS), (*DIFFERENCE EQUATIONS, BOUNDARY VALUE PROBLEMS), ITERATIONS, CORRECTIONS

Distribution Statement : APPROVED FOR PUBLIC RELEASE