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On some discretization methods for solving a linear matrix ordinary differential equation
Journal article   Peer reviewed

On some discretization methods for solving a linear matrix ordinary differential equation

Hao Zheng and Weimin Han
Journal of Mathematical Chemistry, Vol.49(5), pp.1026-1041
05/2011
DOI: 10.1007/s10910-010-9794-z

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Abstract

In this paper, some discretization methods are considered for solving a linear matrix ordinary differential equation. Discussion is focused on a family of one step methods which include Euler, backward Euler, and Crank–Nicolson schemes as special cases, as well as the Runge–Kutta methods. As an illustration, detailed convergence and error analysis are given for the family of one step methods. Some numerical examples are provided to show the good performance of the methods.
Theoretical and Computational Chemistry Chemistry Error estimates Discretization methods Physical Chemistry Ordinary differential equations Math. Applications in Chemistry Convergence

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