Differential Equations, Difference Equations and Matrix Theory (Classic Reprint) - Tapa dura

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Excerpt from Differential Equations, Difference Equations and Matrix Theory

In section A we apply one of the matrix theorems of section 3 to derive a criterion for the stability of difference schemes used to approximate solutions of differential equations. This criterion is an extension from the symmetric to the nonsymmetric case of Friedrichs' stability theorem for difference equations with positive coefficients. Applications to various specific difference schemes are given at the end of the section.

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