Publication Type
Journal Article
Version
publishedVersion
Publication Date
10-2003
Abstract
Numerical solution of high-order differential equations with multi-boundary conditions is discussed in this paper. Motivated by the discrete singular convolution algorithm, the use of fictitious points as additional unknowns is proposed in the implementation of locally supported Lagrange polynomials. The proposed method can be regarded as a local adaptive differential quadrature method. Two examples, an eigenvalue problem and a boundary-value problem, which are governed by a sixth-order differential equation and an eighth-order differential equation, respectively, are employed to illustrate the proposed method.
Keywords
High-order differential equation, Multi-boundary conditions, Local adaptive differential quadrature method
Discipline
Physical Sciences and Mathematics
Research Areas
Quantitative Finance
Publication
Journal of Computational and Applied Mathematics
Volume
159
Issue
2
First Page
387
Last Page
398
ISSN
0377-0427
Identifier
10.1016/s0377-0427(03)00541-7
Publisher
Elsevier
Citation
WANG, Y.; ZHAO, Yibao; and WEI, G. W..
A Note on the Numerical Solution of High-Order Differential Equations. (2003). Journal of Computational and Applied Mathematics. 159, (2), 387-398.
Available at: https://ink.library.smu.edu.sg/lkcsb_research/928
Creative Commons License
This work is licensed under a Creative Commons Attribution-NonCommercial-No Derivative Works 4.0 International License.
Additional URL
https://doi.org/10.1016/s0377-0427(03)00541-7