Distributional Convergence of BDF (Backward Differentiation Formulas) Approximations to Solutions of Descriptor Systems.
NORTH CAROLINA STATE UNIV AT RALEIGH CENTER FOR RESEARCH IN SCIENTIFIC COMPUTA TION
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It has been frequently observed that the backward differentiation approximation of the solutions of Ex Fx f can fail to converge even pointwise in an initial boundary layer. This note shows that the approximations converge in a distributional sense even if the exact solution is also distributional. Keywords Matrices Convergence Approximation.
- Statistics and Probability