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A one-sweep numerical method for vector-matrix difference equations with two-point boundary conditions

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Abstract

A new method is proposed for reducing two-point boundaryvalue problems for vector-matrix systems of linear difference equations to initial-value problems. The method has the advantage that only one sweep is required, and memory requirements are minimal. Applications to potential theory are discussed.

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Authors and Affiliations

  1. Department of Electrical Engineering, University of Southern California, Los Angeles, California

    E. Angel (Research Associate) & R. Kalaba (Professor)

Authors
  1. E. Angel
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  2. R. Kalaba
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Additional information

This research was supported by the National Institutes of Health under Grants Nos. GM-16197-01 and GM-16437-01 and by the Atomic Energy Commission under Contract No. AT(11-1)-113, Project No. 19.

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Angel, E., Kalaba, R. A one-sweep numerical method for vector-matrix difference equations with two-point boundary conditions. J Optim Theory Appl 6, 345–355 (1970). https://doi.org/10.1007/BF00932581

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  • DOI: https://doi.org/10.1007/BF00932581

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