On the numerical solution of loaded systems of ordinary differential equations with nonseparated multipoint and integral conditions

We propose a numerical method of solving systems of loaded linear nonautonomous ordinary differential equations with nonseparated multipoint and integral conditions. This method is based on the convolution of integral conditions to obtain local conditions. This approach allows one to reduce solving the original problem to solving a Cauchy problem for a system of ordinary differential equations and linear algebraic equations. Numerous computational experiments on several test problems with the formulas and schemes proposed for the numerical solution have been carried out. The results of the experiments show that the approach is reasonably efficient.     

A method of solving a nonlinear boundary value problem with a parameter for a loaded differential equation

A nonlinear loaded differential equation with a parameter on a finite interval is studied. The interval is partitioned by the load points, at which the values of the solution to the equation are set as additional parameters. A nonlinear boundary value problem for the considered equation is reduced to a nonlinear multipoint boundary value problem for the system of nonlinear ordinary differential equations with parameters. For fixed parameters, we obtain the Cauchy problems for ordinary differential equations on the subintervals. Substituting the values of the solutions to these problems into the boundary condition and continuity conditions at the partition points, we compose a system of nonlinear algebraic equations in parameters. A method of solving the boundary value problem with a parameter is proposed. The method is based on finding the solution to the system of nonlinear algebraic equations composed.     

On the solution of boundary value problems with nonseparated multipoint and integral conditions

We suggest a numerical method for solving systems of linear nonautonomous ordinary differential equations with nonseparated multipoint and integral conditions. By using this method, which is based on the operation of convolution of integral conditions into local ones, one can reduce the solution of the original problem to the solution of a Cauchy problem for systems of ordinary differential equations and linear algebraic equations. We establish bounded linear growth of the error of the suggested numerical schemes. Numerical experiments were carried out for specially constructed test problems.     

Numerical method of solution to loaded nonlocal boundary value problems for ordinary differential equations

A numerical method is suggested for solving systems of nonautonomous loaded linear ordinary differential equations with nonseparated multipoint and integral conditions. The method is based on the convolution of integral conditions into local ones. As a result, the original problem is reduced to an initial value (Cauchy) problem for systems of ordinary differential equations and linear algebraic equations. The approach proposed is used in combination with the linearization method to solve systems of loaded nonlinear ordinary differential equations with nonlocal conditions. An example of a loaded parabolic equation with nonlocal initial and boundary conditions is used to show that the approach can be applied to partial differential equations. Numerous numerical experiments on test problems were performed with the use of the numerical formulas and schemes proposed.     

Computational methods of solving the boundary value problems for the loaded differential and Fredholm integro‐differential equations

The article presents a new general solution to a loaded differential equation and describes its properties. Solving a linear boundary value problem for loaded differential equation is reduced to the solving a system of linear algebraic equations with respect to the arbitrary vectors of general solution introduced. The system's coefficients and right sides are computed by solving the Cauchy problems for ordinary differential equations. Algorithms of constructing a new general solution and solving a linear boundary value problem for loaded differential equation are offered. Linear boundary value problem for the Fredholm integro‐differential equation is approximated by the linear boundary value problem for loaded differential equation. A mutual relationship between the qualitative properties of original and approximate problems is obtained, and the estimates for differences between their solutions are given. The paper proposes numerical and approximate methods of solving a linear boundary value problem for the Fredholm integro‐differential equation and examines their convergence, stability, and accuracy.     

Asymptotic analysis of some classes of ordinary differential equations with large high-frequency terms

A complete asymptotic expansion is constructed for solutions of the Cauchy problem for nth order linear ordinary differential equations with rapidly oscillating coefficients, some of which may be proportional to ω ^n/2, where ω is oscillation frequency. A similar problem is solved for a class of systems of n linear first-order ordinary differential equations with coefficients of the same type. Attention is also given to some classes of first-order nonlinear equations with rapidly oscillating terms proportional to powers ω ^d . For such equations with d ∈ (1/2, 1], conditions are found that allow for the construction (and strict justification) of the leading asymptotic term and, in some cases, a complete asymptotic expansion of the solution of the Cauchy problem.     

Numerical solution of optimal control problems for loaded lumped parameter systems

An optimal control problem for the system of linear (with respect to phase variables) loaded ordinary differential equations with initial (local) and nonseparated multipoint (nonlocal) conditions is investigated. Necessary optimality conditions are obtained, numerical schemes of their solution are proposed, and results of numerical experiments are presented.     

On the asymptotics of the solution of a system of linear equations with two small parameters

We consider the Cauchy problem for a system of two linear ordinary differential equations with two independent small parameters multiplying the derivatives. Estimates for the terms in the asymptotic expansion of the solution are obtained. Recursion formulas for the efficient computation of terms of the inner expansion are given.     

Well-posedness of the analytic Cauchy problem in classes of entire functions of finite order

We study the Cauchy problem for a system of complex linear differential equations in scales of spaces of functions of exponential type with an integral metric. Conditions under which this problem is well posed are obtained. These sufficient conditions are shown to be also necessary for the well-posedness of the Cauchy problem in the case of systems of ordinary differential equations with a parameter.     

Numerical methods based on multipoint Hermite interpolating polynomials for solving the Cauchy problem for stiff systems of ordinary differential equations

Families of A-, L-, and L(δ)-stable methods are constructed for solving the Cauchy problem for a system of ordinary differential equations (ODEs). The L(δ)-stability of a method with a parameter δ ∈ (0, 1) is defined. The methods are based on the representation of the right-hand sides of an ODE system at the step h in terms of two-or three-point Hermite interpolating polynomials. Comparative results are reported for some test problems. The multipoint Hermite interpolating polynomials are used to derive formulas for evaluating definite integrals. Error estimates are given.     

A Taylor polynomial approach for solving the most general linear Fredholm integro‐differential‐difference equations

In this study, a matrix method is developed to solve approximately the most general higher order linear Fredholm integro‐differential‐difference equations with variable coefficients under the mixed conditions in terms of Taylor polynomials. This technique reduces the problem into the linear algebraic system. The method is valid for any combination of differential, difference and integral equations. An initial value problem and a boundary value problem are also presented to illustrate the accuracy and efficiency of the method. Copyright © 2012 John Wiley & Sons, Ltd.     

Multipoint solution of two-point boundary-value problems

The purpose of this paper is to report on the application of multipoint methods to the solution of two-point boundary-value problems with special reference to the continuation technique of Roberts and Shipman. The power of the multipoint approach to solve sensitive two-point boundary-value problems with linear and nonlinear ordinary differential equations is exhibited. Practical numerical experience with the method is given.Since employment of the multipoint method requires some judgment on the part of the user, several important questions are raised and resolved. These include the questions of how many multipoints to select, where to specify the multipoints in the interval, and how to assign initial values to the multipoints.Three sensitive numerical examples, which cannot be solved by conventional shooting methods, are solved by the multipoint method and continuation. The examples include (1) a system of two linear, ordinary differential equations with a boundary condition at infinity, (2) a system of five nonlinear ordinary differential equations, and (3) a system of four linear ordinary equations, which isstiff.The principal results are that multipoint methods applied to two-point boundary-value problems (a) permit continuation to be used over a larger interval than the two-point boundary-value technique, (b) permit continuation to be made with larger interval extensions, (c) converge in fewer iterations than the two-point boundary-value methods, and (d) solve problems that two-point boundary-value methods cannot solve.     

Hodograph Transformations and Cauchy Problem to Systems of Nonlinear Parabolic Equations

In this paper, we provide a method to solve the Cauchy problem of systems of quasi‐linear parabolic equations, such systems can be transformed to the systems of linear parabolic equations with variable coefficients via the hodograph transformations. Our approach to solve the linear systems with variable coefficients is to use their fundamental solutions, which are constructed by using the Lie's symmetry method. In consequence, we can derive explicit solutions to the Cauchy problem of the quasi‐linear systems in terms of the solutions of the linear systems and the hodograph transformations relating to the quasi‐linear and the linear systems.     

Application of invariant imbedding to linear multipoint boundary value problems with general boundary conditions

Two extensions of the usual application of invariant imbedding to the solution of linear boundary value problems are presented. The invariant imbedding formulation of a linear two point boundary value problem in which functional relationships are given between the variables at either one or both of the boundary points is presented. Also, extension of invariant imbedding to linear multipoint boundary value problems is given. Using these extensions singly or in combination, a general multipoint boundary value of linear ordinary differential equations can be solved. In addition, the problems of infinite initial conditions and / or indeterminate initial derivatives are resolved. Numerical examples demonstrate the feasibility and accuracy of the method.     

The varying piecewise interpolation solution of the Cauchy problem for ordinary differential equations with iterative refinement

A piecewise interpolation approximation of the solution to the Cauchy problem for ordinary differential equations (ODEs) is constructed on a set of nonoverlapping subintervals that cover the interval on which the solution is sought. On each interval, the function on the right-hand side is approximated by a Newton interpolation polynomial represented by an algebraic polynomial with numerical coefficients. The antiderivative of this polynomial is used to approximate the solution, which is then refined by analogy with the Picard successive approximations. Variations of the degree of the polynomials, the number of intervals in the covering set, and the number of iteration steps provide a relatively high accuracy of solving nonstiff and stiff problems. The resulting approximation is continuous, continuously differentiable, and uniformly converges to the solution as the number of intervals in the covering set increases. The derivative of the solution is also uniformly approximated. The convergence rate and the computational complexity are estimated, and numerical experiments are described. The proposed method is extended for the two-point Cauchy problem with given exact values at the endpoints of the interval.     

Calculation of expansion coefficients of series in Chebyshev polynomials for a solution to a Cauchy problem

Two approaches are proposed to determine an initial approximation for the coefficients of an expansion of the solution to a Cauchy problem for ordinary differential equations in the form of series in shifted Chebyshev polynomials of the first kind. This approximation is used in an analytical method to solve ordinary differential equations using orthogonal expansions.     

Optimal Control of One-Dimensional Partial Differential Algebraic Equations with Applications

We present an approach to compute optimal control functions in dynamic models based on one-dimensional partial differential algebraic equations (PDAE). By using the method of lines, the PDAE is transformed into a large system of usually stiff ordinary differential algebraic equations and integrated by standard methods. The resulting nonlinear programming problem is solved by the sequential quadratic programming code NLPQL. Optimal control functions are approximated by piecewise constant, piecewise linear or bang-bang functions. Three different types of cost functions can be formulated. The underlying model structure is quite flexible. We allow break points for model changes, disjoint integration areas with respect to spatial variable, arbitrary boundary and transition conditions, coupled ordinary and algebraic differential equations, algebraic equations in time and space variables, and dynamic constraints for control and state variables. The PDAE is discretized by difference formulae, polynomial approximations with arbitrary degrees, and by special update formulae in case of hyperbolic equations. Two application problems are outlined in detail. We present a model for optimal control of transdermal diffusion of drugs, where the diffusion speed is controlled by an electric field, and a model for the optimal control of the input feed of an acetylene reactor given in form of a distributed parameter system.     

Application of the collocation method to multipoint boundary-value problems with integral boundary conditions

An algebraic collocation method for approximating solutions of systems of nonlinear ordinary differential equations is shown to be applicable in the case of linear multipoint boundary conditions containing definite integrals.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 44, No. 11, pp. 1548–1555, November, 1992.     

Critical stability of solutions to linear ordinary differential equations with large high-frequency terms

The stability problem is considered for certain classes of systems of linear ordinary differential equations with almost periodic coefficients. These systems are characterized by the presence of rapidly oscillating terms with large amplitudes. For each class of equations, a procedure for analyzing the critical stability of solutions is constructed on the basis of the Shtokalo-Kolesov method. A verification scheme is described. The theory proposed is illustrated by using a linearized stability problem for the upper equilibrium of a pendulum with a vibrating suspension point.     

Multipoint boundary value problems of Neumann type for functional differential equations

We obtain the expression of the explicit solution to a class of multipoint boundary value problems of Neumann type for linear ordinary differential equations and apply these results to study sufficient conditions for the existence of solution to linear functional differential equations with multipoint boundary conditions, considering the particular cases of equations with delay and integro-differential equations.