In this article we discuss a method for the solution of non-separable eigenvalue problems. These problems are taken to be elliptic and linear and arise in a whole host of physically interesting problems. The approach exploits finite differences and a pseudo-spectral scheme. We elect to normalise at
Application of differential equations to synthesize a class of algorithms for numerical solution of a partial eigenvalue problem
โ Scribed by S. V. Shil'man; A. B. Peiko
- Publisher
- Springer
- Year
- 1998
- Tongue
- English
- Weight
- 457 KB
- Volume
- 9
- Category
- Article
- ISSN
- 1046-283X
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
We discuss a hybrid approach which uses the Tau Method in combination with the Method of Lines and treat a number of eigenvalue problems defined by partial differential equations with constant and variable coefficients, on rectangular or circular domains and with the eigenvalue parameters entering i
An algorithm to generate solutions for members of a class of completely integrable partial differential equations has been derived from a constructive proof of Frobenius' Theorem. The algorithm is implemented as a procedure in the computer algebra system Maple. Because the implementation uses the fa
## Abstract Richardson extrapolation is a methodology for improving the order of accuracy of numerical solutions that involve the use of a discretization size __h__. By combining the results from numerical solutions using a sequence of related discretization sizes, the leading order error terms can