Exact finite-difference schemes for two-dimensional linear systems with constant coefficients

摘要

An exact finite-difference scheme for a system of two linear differential equations with constant coefficients, (d/dt)x(t)=Ax(t), is proposed. The scheme is different from what was proposed by Mickens [Nonstandard Finite Difference Models of Differential Equations, World Scientific, New Jersey, 1994, p. 147], in which the derivatives of the two equations are formed differently. Our exact scheme is in the form of (1/φ(h))(xk+1-xk)=A[θxk+1+(1-θ)xk]; both derivatives are in the same form of (xk+1-xk)/φ(h).