A nonstandard Euler scheme for y″+g(y)y′+f(y)y=0

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摘要

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.

论文关键词:65L.06,34A.50,Euler method,Lie group method,Nonstandard finite difference scheme,Conservative method,Splitting

论文评审过程:Received 12 February 2002, Revised 3 July 2002, Available online 7 January 2003.

论文官网地址:https://doi.org/10.1016/S0377-0427(02)00753-7