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A class of multi‐step difference schemes by using Padé approximant
Authors:Jinming Wu  Xiaolei Zhang
Institution:Department of Mathematics, Zhejiang Gongshang University, , Hangzhou, 310018, China
Abstract:In this paper, we present a method for the construction of a class of multi‐step finite differences schemes for solving arbitrary order linear two‐point boundary value problems. The construction technique is based on Padé approximant. It is easy to derive multi‐step difference schemes, and it includes many existing schemes as its special cases. Numerical experiments show that the proposed schemes are flexible and convergent. Copyright © 2013 John Wiley & Sons, Ltd.
Keywords:finite difference schemes  Padé  approximant  multi‐step  linear boundary value problems
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