Abstract
Since the conditioning of a boundary value problem (BVP) is closely related to the existence of a dichotomic fundamental solution (i.e., where one set of modes is increasing and a complementary set is decreasing), it is important to have discretization methods that conserve this dichotomy property. The conditions this imposes on such a method are investigated in this paper.
They are worked out in more detail for scalar second-order equations (the central difference scheme), and for linear first-order systems as well; for the latter type both one-step methods (including collocation) and multistep methods (those that may be used in multiple shooting) are examine
Original language | English |
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Pages (from-to) | 1037-1054 |
Journal | SIAM Journal on Numerical Analysis |
Volume | 25 |
Issue number | 5 |
DOIs | |
Publication status | Published - 1988 |