This book provides a clear summary of the work of the author on the
construction of nonstandard finite difference schemes for the
numerical integration of differential equations. The major thrust
of the book is to show that discrete models of differential
equations exist such that the elementary types of numerical
instabilities do not occur. A consequence of this result is that in
general bigger step-sizes can often be used in actual calculations
and/or finite difference schemes can be constructed that are
conditionally stable in many instances whereas in using standard
techniques no such schemes exist. The theoretical basis of this
work is centered on the concepts of "exact" and "best" finite
difference schemes. In addition, a set of rules is given for the
discrete modeling of derivatives and nonlinear expressions that
occur in differential equations. These rules often lead to a unique
nonstandard finite difference model for a given differential
equation.
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