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Banded, stable, skew-symmetric differentiation matrices of high order

Hairer, Ernst ; Iserles, Arieh

In: IMA Journal of Numerical Analysis, 2017, vol. 37, no. 3, p. 1087-1103

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    Titre
    • Banded, stable, skew-symmetric differentiation matrices of high order
    Auteur
    • Hairer, Ernst. Section de mathématiques, Université de Genève, 2-4 rue du Lièvre, CH-1211 Genève 4, Switzerland
    • Iserles, Arieh. Department of Applied Mathematics and Theoretical Physics, University of Cambridge, Wilberforce Road, Cambridge CB4 1LE, UK ai@damtp.cam.ac.uk
    Type de document
    • Postprint
    Langue
    • Anglais
    Publié dans
    • IMA Journal of Numerical Analysis, 2017, vol. 37, no. 3, p. 1087-1103. Oxford University Press
    Autre version électronique
    Identifiant OAI-PMH
    • oai:doc.rero.ch:331001
    Summary
    Differentiation matrices play an important role in the space discretization of first-order partial differential equations. This work considers grids on a finite interval and treats homogeneous Dirichlet boundary conditions. Differentiation matrices of orders up to $6$ are derived that are banded, stable and skew symmetric. To achieve these desirable properties, nonequidistant grids are considered.