Re: ODE to difference equation and solution
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Re: ODE to difference equation and solution         


Author: Robert Israel
Date: Jan 18, 2007 20:23

In article newssvr29.news.prodigy.net>,
Calvin Guan nospam.broadcom.com> wrote:
>Hello,
>
>I'm trying to convert an 2nd order ODE to difference equation
>and solve it
>numerically. Here is an example.
>
>y''=sin(x), given the IC y(0)=0 and BC y(3.14)=0. This can be solved
>analytically if y'(0) is known.
>
>I convert the ODE to DE like:
>
>y(n+1)-2y(n)+y(n-1)=h*h*sin(n*h)
>
>given initial value y(0)=0
>and final y(m+1)=0 where h=3.14/(m+1)
>
>This can be solved by constructing a m*m matrix. but it became
>very resource ...
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