Stable computation of solutions of unstable linear initial value recursions

DOI10.1007/BF01934397zbMath0477.65088OpenAlexW2002130342MaRDI QIDQ1161047

Robert M. M. Mattheij

Publication date: 1982

Published in: BIT (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01934397

zbMATH Keywords

numerical examplestruncation errorsstable computation22, 79-93 (1982)unstable linear initial value recursions

Mathematics Subject Classification ID

Additive difference equations (39A10) Numerical solution of boundary value problems involving ordinary differential equations (65L10)

Related Items (7)

On computing smooth solutions of problems with large Lipschitz constants ⋮ Stable computation of solutions of unstable linear initial value recursions ⋮ Using qr-decompositions in the numerical solution of linear recurrence relations ⋮ Stability of Block $LU$-Decompositions of Matrices Arising from BVP ⋮ On solving boundary value problems for multi-scale systems using asymptotic approximations and multiple-shooting ⋮ On decoupling of linear recursions ⋮ The stability of LU-decompositions of block tridiagonal matrices

Cites Work

• Characterizations of dominant and dominated solutions of linear recursions
• An approximation theory for boundary value problems on infinite intervals
• Stable computation of solutions of unstable linear initial value recursions
• Accurate estimates of solutions of second order recursions
• Error estimates for Miller's algorithm
• Boundary Value Problems on Semi-Infinite Intervals and Their Numerical Solution
• Ill-Conditioned Eigensystems and the Computation of the Jordan Canonical Form
• Estimating the Solutions of Slowly Varying Recursions
• Correction in the Dominant Space: A Numerical Technique for a Certain Class of Stiff Initial Value Problems
• Computational Aspects of Three-Term Recurrence Relations
• Numerical solution of second-order linear difference equations
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