An effective numerical technique for solving a special class of ordinary difference equations

Abstract

We consider a system of ordinary difference equations with constant coefficients, which is defined on an infinite one-dimensional mesh. The right-hand side (RHS) of the system is compactly supported, therefore, the system appears to be homogeneous outside some finite mesh interval. At infinity, we impose certain boundary conditions, e.g., conditions of boundedness or decay of the solution, so that the resulting boundary-value problem is uniquely solvable and well posed. We also consider a truncation of this infinite-domain problem to some finite mesh interval that entirely contains the support of the RHS. We require that the solution to this truncated problem, which is the one we are going to actually calculate, coincides on the finite mesh interval where it is defined with the corresponding fragment of the solution to the original (infinite) problem. This requirement necessitates setting some special boundary conditions at the ends of the aforementioned finite interval. In so doing, one should guarantee an exact transfer of boundary conditions from infinity through the (semi-infinite) intervals of homogeneity of the original system. It turns out that the desired boundary conditions at the ends of the finite interval can be naturally formulated in terms of the eigen subspaces of the system operator. This, in turn, enables us to develop an effective numerical algorithm for solving the system of ordinary difference equations on the finite mesh interval. This algorithm can be referred to as a version of the well-known successive substitution technique but without its final (“inverse” or “resolving”) stage. The special class of systems described in this paper appears to be most useful when constructing highly accurate artificial boundary conditions (ABCs) for the numerical treatment of problems initially formulated on unbounded domains. Therefore, an effective numerical algorithm for solving such systems becomes an important issue.