Abstract
We introduce a nonstandard Euler scheme for solving the differential equation y″+g(y)y′ + f(y)y=0 which has the same linear stability properties as the differential equation and is conservative when g=0. The method is based on a physically motivated reduction of the equation to a system of two first-order equations and the use of Lie group integrators. The method is demonstrated on a few examples and compared to a standard MATLAB adaptive solver.
Original language | English (US) |
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Pages (from-to) | 335-353 |
Number of pages | 19 |
Journal | Journal of Computational and Applied Mathematics |
Volume | 151 |
Issue number | 2 |
DOIs | |
State | Published - Feb 15 2003 |
Keywords
- Conservative method
- Euler method
- Lie group method
- Nonstandard finite differnce scheme
- Splitting
ASJC Scopus subject areas
- Computational Mathematics
- Applied Mathematics