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 |
|---|---|
| Pages (from-to) | 1037-1054 |
| Journal | SIAM Journal on Numerical Analysis |
| Volume | 25 |
| Issue number | 5 |
| DOIs | |
| Publication status | Published - 1988 |