Numerical solution of feedback control systems equations (Q1094829): Difference between revisions

We consider the numerical solution of differential equations with a discontinuous right-hand side. We adopt \textit{A. F. Filippov}'s definition of solution for such equations [Mat. Sb, N. Ser. 51(93), 99-128 (1960; Zbl 0138.322)] and use the tau method for their numerical approximation. Four concrete problems have been considered recently by \textit{K. Taubert} [Numer. Math. 26, 379-395 (1976; Zbl 0325.65032)], who used an ingenious approach based on the finite difference method to discuss them. In this note we consider one of them: \[ Dy(x):=y''(x)+0.2y'(x)+y(x)=2 \cos (\pi x)-1.5 sgn[y'(x)], \] for \(0\leq x\leq 10\), with the initial conditions \(y(0)=-0.015\), \(y'(0)=0.092\); the sign function sgn[g(x)] is defined by \(+1\) if g(x)\(\geq 0\) and -1 otherwise. Comparisons with efficient standard subroutines for the numerical solution of differential equations show that the tau method is capable of giving results of a much higher accuracy and that approximate solutions derived from it can be formulated in terms of an efficient and compact algorithm.