Computation of Green's function of the bounded solutions problem

DOI10.1515/CMAM-2017-0042MaRDI QIDQ2416918zbMATH OpenOpenAlexFDO

Authors V. G. Kurbatov, I. V. Kurbatova

Publication date 24 May 2019

Published in Computational Methods in Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1704.07317

zbMATH Keywords

sensitivityGreen's functionmatrix functiondivided differencebounded solutions problemNewton's interpolating polynomial

Mathematics Subject Classification ID

Numerical interpolation (65D05) Green's functions for ordinary differential equations (34B27) Boundary value problems on infinite intervals for ordinary differential equations (34B40) Dichotomy, trichotomy of solutions to ordinary differential equations (34D09) Numerical computation of matrix exponential and similar matrix functions (65F60)

Abstract: It is well known that the equation $x^{\prime }(t)=Ax(t)+f(t)$, where $A$ is a square matrix, has a unique bounded solution $x$ for any bounded continuous free term $f$, provided the coefficient $A$ has no eigenvalues on the imaginary axis. This solution can be represented in the form �egin{equation*} x(t)=int_{-infty}^{infty}mathcal G(t-s)x(s),ds. end{equation*} The kernel $mathcalG$ is called Green's function. In the paper, a representation of Green's function in the form of the Newton interpolating polynomial is used for approximate calculation of $mathcalG$. An estimate of the sensitivity of the problem is given.

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