A Finite Difference Method for the Numerical Solution of First Order Nonlinear Differential Equation
Department of Mathematics , Anna University of Technology Tirunelveli, Tirunelveli-627 007, Tamil Nadu, India.
In this paper a stable finite difference method for the numerical solution of the first order nonlinear differential equation is developed. The method is both A-stable and L-stable. This method is a modified form of trapezoidal method. Numerical results are given to illustrate the applicability of the method.
differential equation, finite difference scheme.
AMS (MOS) subject classification: 65F05, 65N30, 65N35, 65Y05.
International eJournal of Mathematics and Engineering
Volume 3, Issue 4, Pages: 1762 - 1769