Single-iteration Sobolev descent for linear initial value problems (Q350814): Difference between revisions

This paper deals with the numerical solution of initial value problems (IVPs) for linear scalar differential equations where the unknown function \( y = y(x)\), \( x \in I=[0,1]\) satisfies the differential equation \( D y \equiv y^{(n)}+ p_{n-1} y^{(n-1)}+ \ldots + p_0 y = f \) in \(I\) where \( p_j \) are continuous in \(I\) together with the initial conditions \( y^{(j)}(0) = y_j\), \( j=0, \ldots , n-1\). The proposed approach introduces a suitable Hilbert space \(X\) and a functional \(K\) in this space so that the unique solution of the IVP minimizes this functional. Then, it is proved that a steepest descent based on the gradient induced by the inner product of \(X\) converges in one iteration to the unique solution. A simple example with a uniform discretization of a second-order test problem is presented by including a MATLAB code and the results of some numerical experiments. The authors note that the proposed approach can be extended to other differential problems showing the application to a particular second-order boundary value problem.