Open AccessNumerical Solution of Unstable Initial Value Problems by Invariant Imbedding
Author(s) -
Melvin R. Scott
Publication year - 1970
Publication title -
the computer journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.319
H-Index - 64
eISSN - 1460-2067
pISSN - 0010-4620
DOI - 10.1093/comjnl/13.4.397
Subject(s) - initial value problem , invariant (physics) , mathematics , value (mathematics) , mathematical analysis , statistics , mathematical physics
This paper shows how a generalised Ricatti transformation, which grew out of the study of invariant imbedding, may be used to convert certain unstable linear second order initial value problems into equivalent initial value problems which are often quite stable.
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