Numerical Solution of Boundary Value Problems for Selfadjoint Differential Equations of 2nth Order |
| |
Authors: | Jiří Taufer |
| |
Affiliation: | (1) Department of Applied Mathematics, Faculty of Transportation Sciences, Czech Technical University in Prague, Na Florenci 25, CZ-110 00 Prague 1, Czech Republic |
| |
Abstract: | The paper is devoted to solving boundary value problems for self-adjoint linear differential equations of 2nth order in the case that the corresponding differential operator is self-adjoint and positive semidefinite. The method proposed consists in transforming the original problem to solving several initial value problems for certain systems of first order ODEs. Even if this approach may be used for quite general linear boundary value problems, the new algorithms described here exploit the special properties of the boundary value problems treated in the paper. As a consequence, we obtain algorithms that are much more effective than similar ones used in the general case. Moreover, it is shown that the algorithms studied here are numerically stable. |
| |
Keywords: | ODE two-point boundary value problem transfer of boundary conditions self-adjoint differential equation numerical solution Riccati differential equation |
本文献已被 SpringerLink 等数据库收录! |
|