Formulas for modular integration of systems of ODE's (Q1174544): Difference between revisions

An integration formula is derived and proved for separated systems of second order ordinary differential equations (ODEs). Let \(y_ s\), \(z_ s\) be solutions of the problem \[ y''=f(t,y,y',z),\;y(t_ 0)=y_ 0,\;y'(t_ 0)=y_ 0';\;z''=g(t,y,z'',z),\;z(t_ 0)=z_ 0,\;z'(t_ 0)=z_ 0'\tag{1} \] , on \(t\in[t_ 0,t_ F ]\) with \(f\), \(g\) Lipschitz continuous in \((y,y')\), \((z,z')\), respectively. \(f\) is three times and \(g\) is one time continuously differentiable with respect to all their arguments. Let \(y_ c\) be a solution of the problem (1) with \(z=z^*_ c(t,y,y')\), where \(z^*_ c\) is the solution at \(\tau=t\) of the problem \[ {d^ 2z\over d\tau^ 2} = g[\tau,H(t,\tau,y,y'),z),z'],\;z(t_ 0)=z_ 0,\;z'(t_ 0)=z_ 0', \] where \(\Delta=t-t_ 0\), \(\Delta\tau=\tau_ 0\), and \[ \begin{split} H(t,\tau,y,y') &= y_ 0+\Delta\tau y_ 0' + {1\over 2}\Delta\tau^ 2y_ 0''\\ &+ {1\over 6}({\Delta\tau\over\Delta t})^ 3(4y-\Delta ty'-4y_ 0-3\Delta y_ 0'- \Delta t^ 2z_ 0'')\\ &+ {1\over 2}({\Delta\tau\over\Delta t})^ 4(- 6y+2\Delta ty'+6y_ 0+4\Delta ty'_ 0+\Delta t^ 2y_ 0'').\end{split} \] Then letting \(z_ c(t)=z^*_ c(t,y(t),y'(t))\), \[ y_ c(t)=y_ s(t)+O(\Delta t^ 9),\;z_ c(t)=z_ s(t)+O(\Delta t^ 7),\;y_ c'(t)=y_ s'(t)+O(\Delta t^ 8),\;z_ c'(t)=z_ s'(t)+O(\Delta t^ 6) \] holds on \([t_ 0,t_ F ]\). Using an analogous way of reasoning an integration formula is presented for first order ODEs.