Aniterative method for the solution of some singularly perturbed cauchy problems

DOI10.1007/BF02487547MaRDI QIDQ4270828zbMATH OpenFDO

Publication date 22 November 1999

Published in Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02487547

Cauchy problem estimate of approximation existence of solution iterative method singular perturbed differential equations uniqueness of solution

Mathematics Subject Classification ID

Initial value problems, existence, uniqueness, continuous dependence and continuation of solutions to ordinary differential equations (34A12) Theoretical approximation of solutions to ordinary differential equations (34A45) Singular perturbations for ordinary differential equations (34E15) Numerical methods for initial value problems involving ordinary differential equations (65L05)

Review text

The author deals with a singular perturbed Cauchy problem which after changing of time variable \( t= \tau / \varepsilon \) is reduced to a system of the following form \[ \frac{dz}{dt} = F(z,y,t, \varepsilon t), \frac{dy}{dt} = \varepsilon f(z,y,t, \varepsilon t)\quad z(0, \varepsilon)=z^{0}, y(0, \varepsilon)=y^{0},\tag{1} \] with \( t \in [0, L / \varepsilon ], \) \( \varepsilon \) is a small parameter, \(z \in {\mathbb{R}}^{n}\), \(y \in {\mathbb{R}}^{m}.\) A solution to problem (1) is constructed by means of a special iterative method. A corresponding theorem on existence and uniqueness of solutions to problem (1) as well as estimates for their approximations obtained by the proposed iterative method is proved.

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