A posteriori estimates of inverse operators for initial value problems in linear ordinary differential equations

We present constructive a posteriori estimates of inverse operators for initial value problems in linear ordinary differential equations (ODEs) on a bounded interval. Here, “constructive” indicates that we can obtain bounds of the operator norm in which all constants are explicitly given or are represented in a numerically computable form. In general, it is difficult to estimate these inverse operators a priori. We, therefore, propose a technique for obtaining a posteriori estimates by using Galerkin approximation of inverse operators. This type of estimation will play an important role in the numerical verification of solutions for initial value problems in nonlinear ODEs as well as for parabolic initial boundary value problems.     

A posteriori error estimates for linear equations

Summary This paper describes upper and lowerp-norm error bounds for approximate solutions of the linear system of equationsAx=b. These bounds imply that the error is proportional to the quantity wherer is the residual andq is the conjugate index top. The constant of proportionality is larger than 1 and lies in a specified range. Similar results are obtained for approximations toA ^–1 and solutions of nonsingular linear equations on general spaces.Research was partially supported by NSF Grant DMS8901477     

A method of adjoint operators for solving boundary value problems for second-order ordinary differential equations

In this paper, for a linear boundary value problem we propose a method that reduces the differential problem to a discrete (difference) problem. The difference equations, which are an exact analog of the differential equation, are constructed by an adjoint operator method. The adjoint equations are solved by a factorization method.     

Error estimates in interpolation methods for solving boundary value problems for ordinary differential equations

We estimate the error of the subdomain method, the multiple coincidence method, and the collocation method for two-point boundary value problems.     

On the a posteriori estimates for inverse operators of linear parabolic equations with applications to the numerical enclosure of solutions for nonlinear problems

We consider the guaranteed a posteriori estimates for the inverse parabolic operators with homogeneous initial-boundary conditions. Our estimation technique uses a full-discrete numerical scheme, which is based on the Galerkin method with an interpolation in time by using the fundamental solution for semidiscretization in space. In our technique, the constructive a priori error estimates for a full discretization of solutions for the heat equation play an essential role. Combining these estimates with an argument for the discretized inverse operator and a contraction property of the Newton-type formulation, we derive an a posteriori estimate of the norm for the infinite-dimensional operator. In numerical examples, we show that the proposed method should be more efficient than the existing method. Moreover, as an application, we give some prototype results for numerical verification of solutions of nonlinear parabolic problems, which confirm the actual usefulness of our technique.     

Average value problems in ordinary differential equations

Using Schauder's fixed point theorem, with the help of an integral representation in ‘Sharp conditions for weighted 1-dimensional Poincaré inequalities’, Indiana Univ. Math. J., 49 (2000) 143-175, by Chua and Wheeden, we obtain existence and uniqueness theorems and ‘continuous dependence of average condition’ for average value problem:

y^′=F(x,y),     

Multipoint boundary value problems for nonlinear ordinary differential equations

In this paper we provide sufficient conditions for the existence of solutions to multipoint boundary value problems for nonlinear ordinary differential equations. We consider the case where the solution space of the associated linear homogeneous boundary value problem is less than 2. When this solution space is trivial, we establish existence results via the Schauder Fixed Point Theorem. In the resonance case, we use a projection scheme to provide criteria for the solvability of our nonlinear boundary value problem. We accomplish this by analyzing a link between the behavior of the nonlinearity and the solution set of the associated linear homogeneous boundary value problem.     

Numerical solution of nonlinear inverse coefficient problems for ordinary differential equations

Parametric identification for a class of nonlinear objects with lumped parameters described by systems of ordinary differential equations is studied. The problem is to recover the coefficients of a dynamical system depending on the phase state. For that purpose, the phase space is subdivided into a finite set of subsets or zones in which the coefficients are assumed to be constant or linear functions of state. Once the coefficients in such a form are obtained, interpolation and approximation can be used to represent the coefficients as functions of the phase variables.     

Factorization method for linear and quasilinear singularly perturbed boundary value problems for ordinary differential equations

For linear singularly perturbed boundary value problems, we come up with a method that reduces solving a differential problem to a discrete (difference) problem. Difference equations, which are an exact analog of differential equations, are constructed by the factorization method. Coefficients of difference equations are calculated by solving Cauchy problems for first-order differential equations. In this case nonlinear Ricatti equations with a small parameter are solved by asymptotic methods, and solving linear equations reduces to computing quadratures. A solution for quasilinear singularly perturbed equations is obtained by means of an implicit relaxation method. A solution to a linearized problem is calculated by analogy with a linear problem at each iterative step. The method is tested against solutions to the known Lagerstrom-Cole problem.     

On boundary value problems for an ordinary linear differential system

Summary It is shown that some general boundary value problems for an ordinary linear differential system are normally solvable.     

Comparing routines for the numerical solution of initial value problems of ordinary differential equations in multiple shooting

Summary The numerical solution of two-point boundary value problems and problems of optimal control by shooting techniques requires integration routines. By solving 15 real-life problems four well-known intergrators are compared relative to reliability, fastness and precision. Hints are given, which routines could be used for a problem.