An algorithm of approximate integration of second order linear differential equations
algorithmconvergenceelementary functionserror boundssecond order linear differential equationsspline approximation
Linear ordinary differential equations and systems (34A30) Numerical methods for initial value problems involving ordinary differential equations (65L05) Stability and convergence of numerical methods for ordinary differential equations (65L20) Error bounds for numerical methods for ordinary differential equations (65L70)
This article deals with the approximate integration of the linear differential equation \(y+p(x)y=q(x)\), \(0<x\leq l\) with the initial conditions \(y(0)=y_0, y'(0)=y_0'\). Let the function \(p(x)\) be continuously differentiable and let \(q(x)\) be continuous on \([0,l ]\). On every interval \([x_{k-1},x_{k} ]\) \((x_{k}=kh\), \(h=l/N)\) the approximate solution of the given problem is sought in the form \(z_{k}(x)+p_{\overline k}z_{k}(x)= q(x)\), \(x_{k-1}<x\leq x_{k}\), \(z_{k}(x_{k-1})=z_{k-1}(x_{k-1})\), \(z_{k}'(x_{k-1})= z_{k-1}'(x_{k-1})\), \(k=1,\ldots,N\), where \(p_{\overline k}=(1/h) \int_{x_{k-1}}^{x_{k}}p(x) dx\), \(\overline k=1,\ldots,N\), \(x_0=0\), \(z_0(0)= y_0\), \(z_0'(0)=y'_0\). The author finds the approximate solution in the form of splines composed of elementary functions. Let \(y_{k}, y_{k}'\) and \(z_{k},z_{k}'\) denote respectively the values of explicit solution, its derivative, approximate solution and its derivative of the given problem at the mesh points \(x_{k}\), \(k=0,\ldots,N\). If the functions \(p(x), q(x)\) satisfy the above mentioned conditions and \(h<1/\sqrt{\|p\|}\), then \(|y_{k}-z_{k}|\) and \(|y_{k}'-z_{k}'|\) converges uniformly to zero.
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