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A numerical method for coupled differential equations
Author(s) -
Denman Eugene D.
Publication year - 1972
Publication title -
international journal for numerical methods in engineering
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.421
H-Index - 168
eISSN - 1097-0207
pISSN - 0029-5981
DOI - 10.1002/nme.1620040413
Subject(s) - numerical partial differential equations , mathematics , exponential integrator , boundary value problem , coefficient matrix , differential equation , numerical methods for ordinary differential equations , mathematical analysis , linear differential equation , numerical analysis , reflection (computer programming) , differential algebraic equation , computer science , ordinary differential equation , eigenvalues and eigenvectors , physics , quantum mechanics , programming language
Abstract This paper describes a numerical method for solving first‐order coupled matrix differential equations. Recursive equations are used to find ‘reflection’, ‘transmission’ and ‘source’ coefficients; these coefficients are then used to construct the vector solution to the differential equations. The method can be used to solve linear and non‐linear differential equations with specified initial or two‐point boundary values. Numerical results for several initial value problems are given in the paper.